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Americas Gold and Silver Corporation USAS

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
i

Market dataready · fetched 2026-11-03T15:45:26.667Z

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 · 2026-11-03T15:45:19.584572683Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T15:43:23.277877+00:00

Share price$2.82
1D-2.8%
$2.77$2.82$2.86$2.91$2.955:30 AM6:30 AM9:00 AM1:00 PMUSAS
Sold putSold call

Americas Gold and Silver Corporation options

Live interpolated USAS call and put midpoint premiums by absolute delta.Americas Gold and Silver Corporation$0.09$0.22$0.35$0.47$0.60$2.03$2.52$3.02$3.52$4.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive USAS spot · $2.81USAS PRICE$0.10$0.12$0.14$0.18$0.22$0.26$0.31$0.35$0.39$0.45$0.57$0.11$0.12$0.14$0.17$0.19$0.22$0.24$0.27$0.29$0.35$0.41$0.48$0.55
PutsFair0.97×
Calls——
Skew——
Implied moveBearish±$0.46
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.22150.6%24.9%
25Δ2.43121.4%18.1%
30Δ3.2493.9%18.6%2.55107.6%14.6%
35Δ3.1393.3%15.7%2.62102.9%12.9%
40Δ3.0392.6%12.7%2.6998.2%11.3%
45Δ2.9493.7%11.0%2.7693.4%9.6%
50Δ2.8795.3%9.8%2.8388.7%7.9%
55Δ2.7996.9%8.6%2.9184.0%6.3%
60Δ2.7198.6%7.3%2.9879.3%4.6%
65Δ2.64100.2%6.1%3.0676.9%3.7%
70Δ2.56101.9%4.9%3.1475.7%3.1%
75Δ2.47104.3%3.8%3.2374.5%2.5%
80Δ2.33110.2%3.0%3.3173.3%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.22
IV
150.6%
B/E move
24.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.43
IV
121.4%
B/E move
18.1%

30Δ

Calls
Pseudo strike
3.24
IV
93.9%
B/E move
18.6%
Puts
Pseudo strike
2.55
IV
107.6%
B/E move
14.6%

35Δ

Calls
Pseudo strike
3.13
IV
93.3%
B/E move
15.7%
Puts
Pseudo strike
2.62
IV
102.9%
B/E move
12.9%

40Δ

Calls
Pseudo strike
3.03
IV
92.6%
B/E move
12.7%
Puts
Pseudo strike
2.69
IV
98.2%
B/E move
11.3%

45Δ

Calls
Pseudo strike
2.94
IV
93.7%
B/E move
11.0%
Puts
Pseudo strike
2.76
IV
93.4%
B/E move
9.6%

50Δ

Calls
Pseudo strike
2.87
IV
95.3%
B/E move
9.8%
Puts
Pseudo strike
2.83
IV
88.7%
B/E move
7.9%

55Δ

Calls
Pseudo strike
2.79
IV
96.9%
B/E move
8.6%
Puts
Pseudo strike
2.91
IV
84.0%
B/E move
6.3%

60Δ

Calls
Pseudo strike
2.71
IV
98.6%
B/E move
7.3%
Puts
Pseudo strike
2.98
IV
79.3%
B/E move
4.6%

65Δ

Calls
Pseudo strike
2.64
IV
100.2%
B/E move
6.1%
Puts
Pseudo strike
3.06
IV
76.9%
B/E move
3.7%

70Δ

Calls
Pseudo strike
2.56
IV
101.9%
B/E move
4.9%
Puts
Pseudo strike
3.14
IV
75.7%
B/E move
3.1%

75Δ

Calls
Pseudo strike
2.47
IV
104.3%
B/E move
3.8%
Puts
Pseudo strike
3.23
IV
74.5%
B/E move
2.5%

80Δ

Calls
Pseudo strike
2.33
IV
110.2%
B/E move
3.0%
Puts
Pseudo strike
3.31
IV
73.3%
B/E move
1.9%

Options history

IV · four-Friday blend80.50%
Daily EOD
USAS73.6%77.3%81.0%2026-10-19: 74.13%2026-10-20: 74.50%2026-10-21: 76.37%2026-10-22: 75.85%2026-10-23: 79.60%2026-10-26: 80.08%2026-10-27: 78.49%2026-10-28: 78.68%2026-10-29: 78.42%2026-10-30: 80.50%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
74.13%
74.50%
76.37%
75.85%
79.60%
80.08%
78.49%
78.68%
78.42%
80.50%