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U.S. Gold Corp. Common Stock USAU

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Market datapartial · fetched 2026-10-23T00:02:54.234Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:00.460600667Z

FundamentalsAlpha Vantage · unavailable

Share price$11.08
1D+2.0%
AH$10.73$10.85$10.98$11.10$11.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUSAU
Sold putSold callAH

U.S. Gold Corp. Common Stock options

Live interpolated USAU call and put midpoint premiums by absolute delta.U.S. Gold Corp. Common Stock$0.06$1.92$3.79$5.66$7.52$5.02$8.03$11.04$14.05$17.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USAU spot · $11.08USAU PRICE$0.35$0.26$0.36$0.49$0.61$0.74$0.87$0.99$1.12$1.24$1.37$1.58$2.22$1.13$1.66$2.20$2.73$3.26$3.79$4.32$4.86$5.39$5.92$6.45$6.98$2.62
PutsExpensive1.99×
CallsFair1.02×
SkewBearish+86.60 pp
Implied moveBearish±$5.19
TiltBearish61.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.32144.4%77.5%8.64155.2%32.2%
25Δ13.1364.6%20.9%9.45156.9%29.8%
30Δ12.2757.5%14.0%10.25158.6%27.3%
35Δ12.0158.7%12.8%11.05160.4%24.9%
40Δ11.7659.8%11.6%11.85162.1%22.4%
45Δ11.5061.0%10.5%12.66163.9%20.0%
50Δ11.2462.1%9.3%13.46165.6%17.5%
55Δ10.9963.3%8.1%14.26167.4%15.1%
60Δ10.7364.4%6.9%15.07169.1%12.6%
65Δ10.4765.6%5.7%15.87170.8%10.2%
70Δ10.2166.8%4.6%16.67172.6%7.8%
75Δ9.8969.8%3.5%17.47174.3%5.3%
80Δ9.1982.1%2.9%13.5369.0%1.5%

20Δ

Calls
Pseudo strike
19.32
IV
144.4%
B/E move
77.5%
Puts
Pseudo strike
8.64
IV
155.2%
B/E move
32.2%

25Δ

Calls
Pseudo strike
13.13
IV
64.6%
B/E move
20.9%
Puts
Pseudo strike
9.45
IV
156.9%
B/E move
29.8%

30Δ

Calls
Pseudo strike
12.27
IV
57.5%
B/E move
14.0%
Puts
Pseudo strike
10.25
IV
158.6%
B/E move
27.3%

35Δ

Calls
Pseudo strike
12.01
IV
58.7%
B/E move
12.8%
Puts
Pseudo strike
11.05
IV
160.4%
B/E move
24.9%

40Δ

Calls
Pseudo strike
11.76
IV
59.8%
B/E move
11.6%
Puts
Pseudo strike
11.85
IV
162.1%
B/E move
22.4%

45Δ

Calls
Pseudo strike
11.50
IV
61.0%
B/E move
10.5%
Puts
Pseudo strike
12.66
IV
163.9%
B/E move
20.0%

50Δ

Calls
Pseudo strike
11.24
IV
62.1%
B/E move
9.3%
Puts
Pseudo strike
13.46
IV
165.6%
B/E move
17.5%

55Δ

Calls
Pseudo strike
10.99
IV
63.3%
B/E move
8.1%
Puts
Pseudo strike
14.26
IV
167.4%
B/E move
15.1%

60Δ

Calls
Pseudo strike
10.73
IV
64.4%
B/E move
6.9%
Puts
Pseudo strike
15.07
IV
169.1%
B/E move
12.6%

65Δ

Calls
Pseudo strike
10.47
IV
65.6%
B/E move
5.7%
Puts
Pseudo strike
15.87
IV
170.8%
B/E move
10.2%

70Δ

Calls
Pseudo strike
10.21
IV
66.8%
B/E move
4.6%
Puts
Pseudo strike
16.67
IV
172.6%
B/E move
7.8%

75Δ

Calls
Pseudo strike
9.89
IV
69.8%
B/E move
3.5%
Puts
Pseudo strike
17.47
IV
174.3%
B/E move
5.3%

80Δ

Calls
Pseudo strike
9.19
IV
82.1%
B/E move
2.9%
Puts
Pseudo strike
13.53
IV
69.0%
B/E move
1.5%

Options history

No recorded observations