IntraAlpha
Create free account Start free

Vizsla Resources Corp VZLA

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
i

Market dataready · fetched 2026-10-22T23:29:58.185Z

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 · 2026-10-22T22:30:00.005478396Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-22T23:23:42.384506+00:00

Share price$3.19
1D-1.2%
AH$3.11$3.15$3.19$3.23$3.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVZLA
Sold putSold callAH

Vizsla Resources Corp options

Live interpolated VZLA call and put midpoint premiums by absolute delta.Vizsla Resources Corp$0.06$0.29$0.53$0.76$0.99$2.36$2.82$3.28$3.74$4.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VZLA spot · $3.19VZLA PRICE$0.12$0.11$0.10$0.12$0.14$0.17$0.20$0.22$0.25$0.28$0.08$0.09$0.10$0.14$0.18$0.22$0.26$0.30$0.34$0.38$0.49$0.69$0.93
PutsCheap0.86×
CallsExpensive1.09×
SkewBullish-10.92 pp
Implied moveBearish±$0.45
TiltBearish41.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.28156.9%69.2%2.6782.0%19.0%
25Δ4.54116.0%45.9%2.8268.0%14.3%
30Δ3.8075.0%22.5%2.9854.1%9.6%
35Δ3.4657.6%12.1%3.0653.3%8.3%
40Δ3.3956.9%10.9%3.1354.1%7.5%
45Δ3.3356.2%9.6%3.1954.8%6.7%
50Δ3.2655.5%8.3%3.2655.6%5.8%
55Δ3.1954.8%7.1%3.3356.4%5.0%
60Δ3.1354.1%5.8%3.4057.1%4.1%
65Δ3.0653.4%4.6%3.4657.9%3.3%
70Δ3.5963.0%2.7%
75Δ3.8073.8%2.3%
80Δ4.0585.6%2.0%

20Δ

Calls
Pseudo strike
5.28
IV
156.9%
B/E move
69.2%
Puts
Pseudo strike
2.67
IV
82.0%
B/E move
19.0%

25Δ

Calls
Pseudo strike
4.54
IV
116.0%
B/E move
45.9%
Puts
Pseudo strike
2.82
IV
68.0%
B/E move
14.3%

30Δ

Calls
Pseudo strike
3.80
IV
75.0%
B/E move
22.5%
Puts
Pseudo strike
2.98
IV
54.1%
B/E move
9.6%

35Δ

Calls
Pseudo strike
3.46
IV
57.6%
B/E move
12.1%
Puts
Pseudo strike
3.06
IV
53.3%
B/E move
8.3%

40Δ

Calls
Pseudo strike
3.39
IV
56.9%
B/E move
10.9%
Puts
Pseudo strike
3.13
IV
54.1%
B/E move
7.5%

45Δ

Calls
Pseudo strike
3.33
IV
56.2%
B/E move
9.6%
Puts
Pseudo strike
3.19
IV
54.8%
B/E move
6.7%

50Δ

Calls
Pseudo strike
3.26
IV
55.5%
B/E move
8.3%
Puts
Pseudo strike
3.26
IV
55.6%
B/E move
5.8%

55Δ

Calls
Pseudo strike
3.19
IV
54.8%
B/E move
7.1%
Puts
Pseudo strike
3.33
IV
56.4%
B/E move
5.0%

60Δ

Calls
Pseudo strike
3.13
IV
54.1%
B/E move
5.8%
Puts
Pseudo strike
3.40
IV
57.1%
B/E move
4.1%

65Δ

Calls
Pseudo strike
3.06
IV
53.4%
B/E move
4.6%
Puts
Pseudo strike
3.46
IV
57.9%
B/E move
3.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.59
IV
63.0%
B/E move
2.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.80
IV
73.8%
B/E move
2.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.05
IV
85.6%
B/E move
2.0%

Options history

No recorded observations