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Agnico Eagle Mines Ltd. AEM

i

Market datapartial · fetched 2026-11-06T21:48:48.491Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T21:47:37.577757127Z

FundamentalsAlpha Vantage · unavailable

Share price$191.60
1D+2.5%
AH$184$186$188$190$1925:30 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.$0.74$4.52$8.29$12.07$15.85$159.65$174.90$190.14$205.39$220.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AEM spot · $191.60AEM PRICE$1.15$1.55$2.00$2.52$3.07$3.96$4.82$5.61$6.40$7.20$8.17$9.29$10.66$1.68$2.07$2.62$3.26$4.06$4.90$5.77$6.69$7.83$9.22$10.32$12.64$14.76
PutsCheap0.95×
CallsCheap0.50×
SkewBearish+8.34 pp
Implied moveBearish±$10.59
TiltBearish12.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ201.1839.6%5.6%180.3854.8%6.7%
25Δ199.3439.8%4.8%183.3550.3%5.4%
30Δ197.8240.7%4.3%185.3449.9%4.6%
35Δ196.3541.2%3.8%187.1250.1%4.0%
40Δ194.8941.8%3.3%188.8251.1%3.6%
45Δ193.5544.9%3.1%190.5152.0%3.1%
50Δ192.1647.3%2.8%192.2452.0%2.7%
55Δ190.5847.3%2.4%193.9751.6%2.3%
60Δ189.0346.7%2.0%195.8051.9%1.9%
65Δ187.5045.7%1.6%197.7853.0%1.6%
70Δ185.9344.9%1.3%199.5651.5%1.2%
75Δ184.2744.4%1.0%202.3254.4%1.0%
80Δ182.4344.3%0.8%204.9554.7%0.7%

20Δ

Calls
Pseudo strike
201.18
IV
39.6%
B/E move
5.6%
Puts
Pseudo strike
180.38
IV
54.8%
B/E move
6.7%

25Δ

Calls
Pseudo strike
199.34
IV
39.8%
B/E move
4.8%
Puts
Pseudo strike
183.35
IV
50.3%
B/E move
5.4%

30Δ

Calls
Pseudo strike
197.82
IV
40.7%
B/E move
4.3%
Puts
Pseudo strike
185.34
IV
49.9%
B/E move
4.6%

35Δ

Calls
Pseudo strike
196.35
IV
41.2%
B/E move
3.8%
Puts
Pseudo strike
187.12
IV
50.1%
B/E move
4.0%

40Δ

Calls
Pseudo strike
194.89
IV
41.8%
B/E move
3.3%
Puts
Pseudo strike
188.82
IV
51.1%
B/E move
3.6%

45Δ

Calls
Pseudo strike
193.55
IV
44.9%
B/E move
3.1%
Puts
Pseudo strike
190.51
IV
52.0%
B/E move
3.1%

50Δ

Calls
Pseudo strike
192.16
IV
47.3%
B/E move
2.8%
Puts
Pseudo strike
192.24
IV
52.0%
B/E move
2.7%

55Δ

Calls
Pseudo strike
190.58
IV
47.3%
B/E move
2.4%
Puts
Pseudo strike
193.97
IV
51.6%
B/E move
2.3%

60Δ

Calls
Pseudo strike
189.03
IV
46.7%
B/E move
2.0%
Puts
Pseudo strike
195.80
IV
51.9%
B/E move
1.9%

65Δ

Calls
Pseudo strike
187.50
IV
45.7%
B/E move
1.6%
Puts
Pseudo strike
197.78
IV
53.0%
B/E move
1.6%

70Δ

Calls
Pseudo strike
185.93
IV
44.9%
B/E move
1.3%
Puts
Pseudo strike
199.56
IV
51.5%
B/E move
1.2%

75Δ

Calls
Pseudo strike
184.27
IV
44.4%
B/E move
1.0%
Puts
Pseudo strike
202.32
IV
54.4%
B/E move
1.0%

80Δ

Calls
Pseudo strike
182.43
IV
44.3%
B/E move
0.8%
Puts
Pseudo strike
204.95
IV
54.7%
B/E move
0.7%

Options history

IV · four-Friday blend49.53%
Daily close
AEM38.8%48.8%58.9%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 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%