IntraAlpha
Create free account Start free

Centerra Gold Inc. CGAU

i

Market datapartial · fetched 2026-11-07T21:44:24.187Z

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 · 2026-11-07T00:00:00.002234221Z

FundamentalsAlpha Vantage · unavailable

Share price$21.78
1D+4.5%
AH$20.76$21.08$21.41$21.73$22.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCGAU
Sold putSold callAH

Centerra Gold Inc. options

Live interpolated CGAU call and put midpoint premiums by absolute delta.Centerra Gold Inc.$0.09$1.64$3.18$4.73$6.27$17.30$19.56$21.82$24.07$26.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CGAU spot · $21.78CGAU PRICE$0.26$0.34$0.41$0.49$0.58$0.78$0.98$1.18$1.37$1.57$1.77$1.97$0.45$0.50$0.61$0.72$0.83$0.94$1.05$1.16$1.27$4.70$5.83
Puts——
Calls——
Skew——
Implied moveBearish±$2.03
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.3157.9%12.8%18.9194.9%15.2%
25Δ23.8456.1%11.0%20.0176.1%10.5%
30Δ23.3754.3%9.2%20.3672.9%9.3%
35Δ22.8952.6%7.4%20.7169.6%8.2%
40Δ22.4551.3%5.7%21.0766.4%7.1%
45Δ22.1352.6%5.2%21.4263.2%6.0%
50Δ21.8253.9%4.7%21.7860.0%4.8%
55Δ21.5155.2%4.1%22.1356.7%3.7%
60Δ21.1956.5%3.6%22.4853.5%2.6%
65Δ20.8857.7%3.1%
70Δ20.5659.0%2.5%
75Δ20.2560.3%2.0%25.90109.5%2.7%
80Δ27.17111.4%2.0%

20Δ

Calls
Pseudo strike
24.31
IV
57.9%
B/E move
12.8%
Puts
Pseudo strike
18.91
IV
94.9%
B/E move
15.2%

25Δ

Calls
Pseudo strike
23.84
IV
56.1%
B/E move
11.0%
Puts
Pseudo strike
20.01
IV
76.1%
B/E move
10.5%

30Δ

Calls
Pseudo strike
23.37
IV
54.3%
B/E move
9.2%
Puts
Pseudo strike
20.36
IV
72.9%
B/E move
9.3%

35Δ

Calls
Pseudo strike
22.89
IV
52.6%
B/E move
7.4%
Puts
Pseudo strike
20.71
IV
69.6%
B/E move
8.2%

40Δ

Calls
Pseudo strike
22.45
IV
51.3%
B/E move
5.7%
Puts
Pseudo strike
21.07
IV
66.4%
B/E move
7.1%

45Δ

Calls
Pseudo strike
22.13
IV
52.6%
B/E move
5.2%
Puts
Pseudo strike
21.42
IV
63.2%
B/E move
6.0%

50Δ

Calls
Pseudo strike
21.82
IV
53.9%
B/E move
4.7%
Puts
Pseudo strike
21.78
IV
60.0%
B/E move
4.8%

55Δ

Calls
Pseudo strike
21.51
IV
55.2%
B/E move
4.1%
Puts
Pseudo strike
22.13
IV
56.7%
B/E move
3.7%

60Δ

Calls
Pseudo strike
21.19
IV
56.5%
B/E move
3.6%
Puts
Pseudo strike
22.48
IV
53.5%
B/E move
2.6%

65Δ

Calls
Pseudo strike
20.88
IV
57.7%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
20.56
IV
59.0%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
20.25
IV
60.3%
B/E move
2.0%
Puts
Pseudo strike
25.90
IV
109.5%
B/E move
2.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.17
IV
111.4%
B/E move
2.0%

Options history

IV · four-Friday blend53.19%
Daily EOD
CGAU50.3%56.0%61.6%2026-10-19: 56.65%2026-10-20: 55.43%2026-10-21: 51.07%2026-10-22: 54.55%2026-10-23: 57.10%2026-10-26: 60.21%2026-10-27: 57.37%2026-10-28: 60.86%2026-10-29: 53.16%2026-10-30: 53.19%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
56.65%
55.43%
51.07%
54.55%
57.10%
60.21%
57.37%
60.86%
53.16%
53.19%