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U.S. Gold Corp. Common Stock USAU

i

Market datapartial · fetched 2026-11-13T18:54:06.587Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T18:49:53.112271461Z

FundamentalsAlpha Vantage · unavailable

Share price$10.55
1D-4.0%
$10.28$10.47$10.66$10.84$11.035:30 AM6:30 AM9:00 AM1:00 PMUSAU
Sold putSold call

U.S. Gold Corp. Common Stock options

Live interpolated USAU call and put midpoint premiums by absolute delta.U.S. Gold Corp. Common Stock$0.69$0.95$1.21$1.47$1.73$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEUSAU PRICE$0.72$0.84$0.95$1.07$1.19$1.30$1.42$1.54$1.65
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ10.17148.1%10.3%
45Δ10.39141.5%9.4%
50Δ10.61134.9%8.4%
55Δ10.82128.3%7.5%
60Δ11.04121.7%6.6%
65Δ11.26115.1%5.6%
70Δ11.47108.5%4.7%
75Δ11.69101.8%3.7%
80Δ11.9195.2%2.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.17
IV
148.1%
B/E move
10.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.39
IV
141.5%
B/E move
9.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.61
IV
134.9%
B/E move
8.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.82
IV
128.3%
B/E move
7.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.04
IV
121.7%
B/E move
6.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.26
IV
115.1%
B/E move
5.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.47
IV
108.5%
B/E move
4.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.69
IV
101.8%
B/E move
3.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.91
IV
95.2%
B/E move
2.8%

Options history

IV · four-Friday blend74.17%
Daily EOD
USAU74.1%74.2%74.2%2026-10-22: 74.17%Oct 22
1 observations2026-10-22 — 2026-10-22
Table
DateIV (%)
74.17%