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Lifezone Metals Limited LZM

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
i

Market dataready · fetched 2026-11-04T04:47:21.342Z

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 · 2026-11-04T00:00:00.002039324Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T04:47:20.131370+00:00

Share price$3.81
1D-1.3%
AH$3.67$3.77$3.87$3.97$4.075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLZM
Sold putSold callAH

Lifezone Metals Limited options

Live interpolated LZM call and put midpoint premiums by absolute delta.Lifezone Metals Limited$0.12$0.64$1.16$1.68$2.21$1.68$2.72$3.77$4.81$5.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LZM spot · $3.81LZM PRICE$0.17$0.23$0.28$0.33$0.41$0.51$0.60$0.69$0.78$0.87$0.97$1.06$1.15$0.35$0.44$0.53$0.61$0.70$0.79$0.88$0.97$1.06$1.15$1.24$1.36$2.06
PutsExpensive1.34×
CallsExpensive1.23×
SkewBearish+6.70 pp
Implied moveBearish±$1.48
TiltBearish20.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.76137.8%82.0%2.67172.6%39.0%
25Δ6.23136.1%69.4%2.88165.2%35.8%
30Δ5.70134.4%56.9%3.10157.9%32.5%
35Δ5.17132.8%44.4%3.31150.5%29.3%
40Δ4.85130.1%38.0%3.52143.1%26.0%
45Δ4.62126.9%34.6%3.73135.7%22.8%
50Δ4.40123.8%31.1%3.95128.3%19.6%
55Δ4.17120.7%27.6%4.16121.0%16.3%
60Δ3.95117.5%24.1%4.37113.6%13.1%
65Δ3.72114.4%20.6%4.58106.2%9.9%
70Δ3.50111.2%17.2%4.8098.8%6.6%
75Δ3.27108.1%13.7%5.0392.2%3.5%
80Δ3.05104.9%10.2%5.77100.5%2.5%

20Δ

Calls
Pseudo strike
6.76
IV
137.8%
B/E move
82.0%
Puts
Pseudo strike
2.67
IV
172.6%
B/E move
39.0%

25Δ

Calls
Pseudo strike
6.23
IV
136.1%
B/E move
69.4%
Puts
Pseudo strike
2.88
IV
165.2%
B/E move
35.8%

30Δ

Calls
Pseudo strike
5.70
IV
134.4%
B/E move
56.9%
Puts
Pseudo strike
3.10
IV
157.9%
B/E move
32.5%

35Δ

Calls
Pseudo strike
5.17
IV
132.8%
B/E move
44.4%
Puts
Pseudo strike
3.31
IV
150.5%
B/E move
29.3%

40Δ

Calls
Pseudo strike
4.85
IV
130.1%
B/E move
38.0%
Puts
Pseudo strike
3.52
IV
143.1%
B/E move
26.0%

45Δ

Calls
Pseudo strike
4.62
IV
126.9%
B/E move
34.6%
Puts
Pseudo strike
3.73
IV
135.7%
B/E move
22.8%

50Δ

Calls
Pseudo strike
4.40
IV
123.8%
B/E move
31.1%
Puts
Pseudo strike
3.95
IV
128.3%
B/E move
19.6%

55Δ

Calls
Pseudo strike
4.17
IV
120.7%
B/E move
27.6%
Puts
Pseudo strike
4.16
IV
121.0%
B/E move
16.3%

60Δ

Calls
Pseudo strike
3.95
IV
117.5%
B/E move
24.1%
Puts
Pseudo strike
4.37
IV
113.6%
B/E move
13.1%

65Δ

Calls
Pseudo strike
3.72
IV
114.4%
B/E move
20.6%
Puts
Pseudo strike
4.58
IV
106.2%
B/E move
9.9%

70Δ

Calls
Pseudo strike
3.50
IV
111.2%
B/E move
17.2%
Puts
Pseudo strike
4.80
IV
98.8%
B/E move
6.6%

75Δ

Calls
Pseudo strike
3.27
IV
108.1%
B/E move
13.7%
Puts
Pseudo strike
5.03
IV
92.2%
B/E move
3.5%

80Δ

Calls
Pseudo strike
3.05
IV
104.9%
B/E move
10.2%
Puts
Pseudo strike
5.77
IV
100.5%
B/E move
2.5%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations