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Vista Gold Corporation VGZ

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-10-27T11:59:56.591Z

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 · 2026-10-27T00:00:00.003758875Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-27T11:52:04.781648+00:00

Share price$2.59
1D-0.7%
AH$2.55$2.58$2.61$2.64$2.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVGZ
Sold putSold callAH

Vista Gold Corporation options

Live interpolated VGZ call and put midpoint premiums by absolute delta.Vista Gold Corporation$0.00$1.38$2.76$4.13$5.51$0.63$1.82$3.01$4.19$5.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VGZ spot · $2.59VGZ PRICE$0.28$0.37$0.47$0.56$0.65$0.75$0.84$0.94$0.90$0.31$0.39$0.47$0.55$0.14$0.19$0.24$0.29$0.53$1.30$2.06$2.82$3.59$4.35$5.11
PutsExpensive3.39×
CallsExpensive6.32×
SkewBullish-124.24 pp
Implied moveBearish±$2.90
TiltBearish46.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.63280.0%128.1%2.03147.0%27.0%
25Δ5.87328.8%140.8%2.15145.9%24.1%
30Δ6.10377.6%153.5%2.28144.7%21.1%
35Δ6.34426.4%166.3%2.41143.6%18.2%
40Δ6.57475.2%179.0%2.71153.2%15.8%
45Δ6.81524.0%191.7%3.49192.3%15.1%
50Δ7.04572.9%204.4%4.28231.3%14.3%
55Δ7.28621.7%217.1%5.06270.4%13.6%
60Δ6.71574.6%194.0%5.85309.4%12.8%
65Δ2.4380.5%5.6%6.63348.5%12.0%
70Δ2.3386.4%4.9%7.41387.5%11.3%
75Δ2.2392.3%4.1%
80Δ2.1398.3%3.3%

20Δ

Calls
Pseudo strike
5.63
IV
280.0%
B/E move
128.1%
Puts
Pseudo strike
2.03
IV
147.0%
B/E move
27.0%

25Δ

Calls
Pseudo strike
5.87
IV
328.8%
B/E move
140.8%
Puts
Pseudo strike
2.15
IV
145.9%
B/E move
24.1%

30Δ

Calls
Pseudo strike
6.10
IV
377.6%
B/E move
153.5%
Puts
Pseudo strike
2.28
IV
144.7%
B/E move
21.1%

35Δ

Calls
Pseudo strike
6.34
IV
426.4%
B/E move
166.3%
Puts
Pseudo strike
2.41
IV
143.6%
B/E move
18.2%

40Δ

Calls
Pseudo strike
6.57
IV
475.2%
B/E move
179.0%
Puts
Pseudo strike
2.71
IV
153.2%
B/E move
15.8%

45Δ

Calls
Pseudo strike
6.81
IV
524.0%
B/E move
191.7%
Puts
Pseudo strike
3.49
IV
192.3%
B/E move
15.1%

50Δ

Calls
Pseudo strike
7.04
IV
572.9%
B/E move
204.4%
Puts
Pseudo strike
4.28
IV
231.3%
B/E move
14.3%

55Δ

Calls
Pseudo strike
7.28
IV
621.7%
B/E move
217.1%
Puts
Pseudo strike
5.06
IV
270.4%
B/E move
13.6%

60Δ

Calls
Pseudo strike
6.71
IV
574.6%
B/E move
194.0%
Puts
Pseudo strike
5.85
IV
309.4%
B/E move
12.8%

65Δ

Calls
Pseudo strike
2.43
IV
80.5%
B/E move
5.6%
Puts
Pseudo strike
6.63
IV
348.5%
B/E move
12.0%

70Δ

Calls
Pseudo strike
2.33
IV
86.4%
B/E move
4.9%
Puts
Pseudo strike
7.41
IV
387.5%
B/E move
11.3%

75Δ

Calls
Pseudo strike
2.23
IV
92.3%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.13
IV
98.3%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations