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Agnico Eagle Mines Ltd. AEM

i

Market datapartial · fetched 2026-11-04T06:23:47.740Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-04T00:34:28.273299513Z

FundamentalsAlpha Vantage · unavailable

Share price$167.24
1D-2.4%
AH$166$168$169$171$1725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAEM
Sold putSold callAH

Agnico Eagle Mines Ltd. options

Live interpolated AEM call and put midpoint premiums by absolute delta.Agnico Eagle Mines Ltd.$0.00$0.27$0.54$0.81$1.08$-0.17$0.17$0.50$0.83$1.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEAEM PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend49.53%
Daily close
AEM38.8%48.8%58.9%2026-08-06: 48.09%2026-08-07: 44.04%2026-08-10: 46.63%2026-08-11: 45.82%2026-08-12: 46.87%2026-08-13: 45.41%2026-08-14: 42.07%2026-08-17: 47.29%2026-08-18: 45.45%2026-08-19: 48.53%2026-08-20: 53.12%2026-08-21: 49.54%2026-08-24: 53.01%2026-08-25: 52.04%2026-08-26: 51.85%2026-08-27: 49.49%2026-08-28: 45.04%2026-08-31: 44.97%2026-09-01: 47.68%2026-09-02: 45.20%2026-09-03: 48.09%2026-09-04: 44.64%2026-09-08: 50.93%2026-09-09: 50.90%2026-09-10: 57.49%2026-09-11: 47.15%2026-09-14: 47.75%2026-09-15: 47.21%2026-09-16: 47.85%2026-09-17: 44.35%2026-09-18: 40.80%2026-09-21: 43.64%2026-09-22: 46.21%2026-09-23: 44.58%2026-09-24: 43.74%2026-09-25: 40.88%2026-09-28: 44.44%2026-09-29: 43.63%2026-09-30: 43.50%2026-10-01: 43.68%2026-10-02: 41.02%2026-10-05: 42.99%2026-10-06: 41.72%2026-10-07: 42.31%2026-10-08: 44.84%2026-10-09: 40.18%2026-10-12: 43.20%2026-10-13: 44.45%2026-10-14: 45.96%2026-10-15: 43.69%2026-10-16: 43.15%2026-10-19: 44.33%2026-10-20: 46.05%2026-10-21: 45.36%2026-10-22: 49.33%2026-10-23: 47.20%2026-10-26: 50.46%2026-10-27: 49.98%2026-10-28: 51.93%2026-10-29: 49.56%2026-10-30: 49.53%Aug 6Sep 18Oct 30
61 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
48.09%
44.04%
46.63%
45.82%
46.87%
45.41%
42.07%
47.29%
45.45%
48.53%
53.12%
49.54%
53.01%
52.04%
51.85%
49.49%
45.04%
44.97%
47.68%
45.20%
48.09%
44.64%
50.93%
50.90%
57.49%
47.15%
47.75%
47.21%
47.85%
44.35%
40.80%
43.64%
46.21%
44.58%
43.74%
40.88%
44.44%
43.63%
43.50%
43.68%
41.02%
42.99%
41.72%
42.31%
44.84%
40.18%
43.20%
44.45%
45.96%
43.69%
43.15%
44.33%
46.05%
45.36%
49.33%
47.20%
50.46%
49.98%
51.93%
49.56%
49.53%