IntraAlpha
Create free account Start free

Elemental Royalty Corporation Common Stock ELE

i

Market datapartial · fetched 2026-11-03T14:43:37.361Z

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 · 2026-11-03T14:39:16.704838858Z

FundamentalsAlpha Vantage · unavailable

Share price$14.48
1D-0.9%
$14.47$14.50$14.54$14.57$14.615:30 AM6:30 AM9:00 AM1:00 PMELE
Sold putSold call

Elemental Royalty Corporation Common Stock options

Live interpolated ELE call and put midpoint premiums by absolute delta.Elemental Royalty Corporation Common Stock$0.19$1.21$2.23$3.25$4.27$11.99$13.40$14.80$16.21$17.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ELE spot · $14.47ELE PRICE$0.30$0.37$0.45$0.53$0.61$0.71$0.94$1.18$1.41$1.64$1.88$2.11$2.34$0.42$0.48$0.53$0.58$0.64$0.69$0.74$0.80$1.26$2.16$3.07$3.98
Puts——
CallsExpensive1.67×
Skew——
Implied moveBullish±$1.63
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.5793.0%23.4%
25Δ17.0088.2%20.1%12.7788.6%14.7%
30Δ16.4883.8%17.0%13.0782.4%13.0%
35Δ15.9779.4%14.0%13.3776.3%11.3%
40Δ15.4575.0%10.9%13.6670.2%9.7%
45Δ14.9571.6%8.2%13.9664.1%8.0%
50Δ14.6074.6%7.4%14.2558.0%6.3%
55Δ14.2577.5%6.6%14.5551.9%4.6%
60Δ13.9080.4%5.8%14.8545.8%3.0%
65Δ13.5683.4%5.0%15.4548.6%2.0%
70Δ13.2186.3%4.2%16.3961.2%1.7%
75Δ12.8689.3%3.4%17.3373.8%1.5%
80Δ12.5192.2%2.6%18.2786.5%1.3%

20Δ

Calls
Pseudo strike
17.57
IV
93.0%
B/E move
23.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
17.00
IV
88.2%
B/E move
20.1%
Puts
Pseudo strike
12.77
IV
88.6%
B/E move
14.7%

30Δ

Calls
Pseudo strike
16.48
IV
83.8%
B/E move
17.0%
Puts
Pseudo strike
13.07
IV
82.4%
B/E move
13.0%

35Δ

Calls
Pseudo strike
15.97
IV
79.4%
B/E move
14.0%
Puts
Pseudo strike
13.37
IV
76.3%
B/E move
11.3%

40Δ

Calls
Pseudo strike
15.45
IV
75.0%
B/E move
10.9%
Puts
Pseudo strike
13.66
IV
70.2%
B/E move
9.7%

45Δ

Calls
Pseudo strike
14.95
IV
71.6%
B/E move
8.2%
Puts
Pseudo strike
13.96
IV
64.1%
B/E move
8.0%

50Δ

Calls
Pseudo strike
14.60
IV
74.6%
B/E move
7.4%
Puts
Pseudo strike
14.25
IV
58.0%
B/E move
6.3%

55Δ

Calls
Pseudo strike
14.25
IV
77.5%
B/E move
6.6%
Puts
Pseudo strike
14.55
IV
51.9%
B/E move
4.6%

60Δ

Calls
Pseudo strike
13.90
IV
80.4%
B/E move
5.8%
Puts
Pseudo strike
14.85
IV
45.8%
B/E move
3.0%

65Δ

Calls
Pseudo strike
13.56
IV
83.4%
B/E move
5.0%
Puts
Pseudo strike
15.45
IV
48.6%
B/E move
2.0%

70Δ

Calls
Pseudo strike
13.21
IV
86.3%
B/E move
4.2%
Puts
Pseudo strike
16.39
IV
61.2%
B/E move
1.7%

75Δ

Calls
Pseudo strike
12.86
IV
89.3%
B/E move
3.4%
Puts
Pseudo strike
17.33
IV
73.8%
B/E move
1.5%

80Δ

Calls
Pseudo strike
12.51
IV
92.2%
B/E move
2.6%
Puts
Pseudo strike
18.27
IV
86.5%
B/E move
1.3%

Options history

IV · four-Friday blend53.32%
Daily close
ELE47.5%67.6%87.7%2026-08-05: 79.64%2026-08-06: 79.45%2026-08-10: 71.55%2026-08-11: 78.90%2026-08-13: 69.23%2026-08-18: 84.93%2026-08-19: 74.13%2026-08-21: 57.16%2026-08-24: 58.14%2026-08-25: 57.24%2026-08-26: 55.68%2026-08-27: 56.60%2026-08-28: 55.01%2026-08-31: 55.27%2026-09-01: 54.83%2026-09-02: 55.57%2026-09-03: 53.98%2026-09-04: 56.99%2026-09-08: 58.98%2026-09-09: 59.46%2026-09-10: 58.51%2026-09-16: 82.34%2026-09-18: 54.29%2026-09-21: 52.06%2026-09-22: 50.23%2026-09-24: 54.24%2026-09-25: 52.03%2026-09-28: 52.08%2026-09-29: 54.34%2026-09-30: 52.48%2026-10-01: 55.86%2026-10-07: 54.19%2026-10-08: 54.80%2026-10-12: 62.67%2026-10-16: 55.77%2026-10-19: 60.68%2026-10-20: 54.38%2026-10-21: 58.17%2026-10-23: 54.07%2026-10-26: 57.22%2026-10-27: 63.13%2026-10-28: 55.88%2026-10-29: 53.95%2026-10-30: 53.32%Aug 5Sep 16Oct 30
44 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
79.64%
79.45%
71.55%
78.90%
69.23%
84.93%
74.13%
57.16%
58.14%
57.24%
55.68%
56.60%
55.01%
55.27%
54.83%
55.57%
53.98%
56.99%
58.98%
59.46%
58.51%
82.34%
54.29%
52.06%
50.23%
54.24%
52.03%
52.08%
54.34%
52.48%
55.86%
54.19%
54.80%
62.67%
55.77%
60.68%
54.38%
58.17%
54.07%
57.22%
63.13%
55.88%
53.95%
53.32%