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Vizsla Silver Corp. VZLA

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
i

Market dataready · fetched 2026-11-12T03:22:08.839Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T01:00:00.080479888Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-12T03:22:07.720357+00:00

Share price$3.24
1D-4.4%
AH$3.20$3.25$3.30$3.35$3.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVZLA
Sold putSold callAH

Vizsla Silver Corp. options

Live interpolated VZLA call and put midpoint premiums by absolute delta.Vizsla Silver Corp.$0.05$0.29$0.52$0.76$0.99$2.16$2.70$3.23$3.76$4.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VZLA spot · $3.24VZLA PRICE$0.09$0.11$0.13$0.16$0.19$0.23$0.29$0.34$0.40$0.46$0.53$0.63$0.72$0.08$0.10$0.13$0.18$0.23$0.28$0.33$0.38$0.44$0.54$0.65$0.75$0.93
PutsCheap0.76×
CallsFair0.97×
SkewBullish-15.41 pp
Implied moveBearish±$0.62
TiltBearish7.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.2785.7%34.6%2.7860.4%16.8%
25Δ3.9777.4%25.8%2.8959.2%14.0%
30Δ3.8375.9%22.3%3.0058.1%11.2%
35Δ3.6974.3%18.9%3.0959.6%10.2%
40Δ3.5572.8%15.5%3.1761.1%9.1%
45Δ3.4473.8%13.3%3.2662.6%8.1%
50Δ3.3476.3%11.9%3.3464.1%7.1%
55Δ3.2478.8%10.5%3.4365.6%6.0%
60Δ3.1481.4%9.2%3.5267.0%5.0%
65Δ3.0483.9%7.8%3.6568.2%4.2%
70Δ2.9285.4%6.5%3.7869.4%3.4%
75Δ2.7886.4%5.3%3.9070.6%2.6%
80Δ2.6587.4%4.0%4.1173.5%1.8%

20Δ

Calls
Pseudo strike
4.27
IV
85.7%
B/E move
34.6%
Puts
Pseudo strike
2.78
IV
60.4%
B/E move
16.8%

25Δ

Calls
Pseudo strike
3.97
IV
77.4%
B/E move
25.8%
Puts
Pseudo strike
2.89
IV
59.2%
B/E move
14.0%

30Δ

Calls
Pseudo strike
3.83
IV
75.9%
B/E move
22.3%
Puts
Pseudo strike
3.00
IV
58.1%
B/E move
11.2%

35Δ

Calls
Pseudo strike
3.69
IV
74.3%
B/E move
18.9%
Puts
Pseudo strike
3.09
IV
59.6%
B/E move
10.2%

40Δ

Calls
Pseudo strike
3.55
IV
72.8%
B/E move
15.5%
Puts
Pseudo strike
3.17
IV
61.1%
B/E move
9.1%

45Δ

Calls
Pseudo strike
3.44
IV
73.8%
B/E move
13.3%
Puts
Pseudo strike
3.26
IV
62.6%
B/E move
8.1%

50Δ

Calls
Pseudo strike
3.34
IV
76.3%
B/E move
11.9%
Puts
Pseudo strike
3.34
IV
64.1%
B/E move
7.1%

55Δ

Calls
Pseudo strike
3.24
IV
78.8%
B/E move
10.5%
Puts
Pseudo strike
3.43
IV
65.6%
B/E move
6.0%

60Δ

Calls
Pseudo strike
3.14
IV
81.4%
B/E move
9.2%
Puts
Pseudo strike
3.52
IV
67.0%
B/E move
5.0%

65Δ

Calls
Pseudo strike
3.04
IV
83.9%
B/E move
7.8%
Puts
Pseudo strike
3.65
IV
68.2%
B/E move
4.2%

70Δ

Calls
Pseudo strike
2.92
IV
85.4%
B/E move
6.5%
Puts
Pseudo strike
3.78
IV
69.4%
B/E move
3.4%

75Δ

Calls
Pseudo strike
2.78
IV
86.4%
B/E move
5.3%
Puts
Pseudo strike
3.90
IV
70.6%
B/E move
2.6%

80Δ

Calls
Pseudo strike
2.65
IV
87.4%
B/E move
4.0%
Puts
Pseudo strike
4.11
IV
73.5%
B/E move
1.8%

Options history

IV · four-Friday blend65.93%
Daily EOD
VZLA61.2%64.2%67.1%2026-10-19: 63.90%2026-10-20: 63.81%2026-10-21: 66.72%2026-10-22: 61.61%2026-10-23: 65.01%2026-10-26: 63.90%2026-10-27: 65.55%2026-10-28: 65.70%2026-10-29: 65.57%2026-10-30: 65.93%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
63.90%
63.81%
66.72%
61.61%
65.01%
63.90%
65.55%
65.70%
65.57%
65.93%