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Aura Minerals Inc. Common Shares AUGO

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Market datapartial · fetched 2026-11-07T01:12:19.029Z

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 · 2026-11-06T21:42:21.111550979Z

FundamentalsAlpha Vantage · unavailable

Share price$77.82
1D+11.3%
AH$69$72$74$76$785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAUGO
Sold putSold callAH

Aura Minerals Inc. Common Shares options

Live interpolated AUGO call and put midpoint premiums by absolute delta.Aura Minerals Inc. Common Shares$0.63$5.01$9.38$13.76$18.14$60.80$69.35$77.90$86.45$95.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AUGO spot · $77.82AUGO PRICE$1.11$1.47$1.85$2.24$2.63$3.08$3.79$4.51$5.22$5.98$6.89$7.81$8.72$1.54$2.05$2.66$3.27$3.93$4.65$5.36$6.23$7.57$8.92$10.73$12.96$16.87
PutsCheap0.92×
CallsCheap0.72×
SkewBearish+16.98 pp
Implied moveBearish±$9.16
TiltBearish22.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.2863.0%13.6%68.6283.9%13.8%
25Δ85.8866.6%12.2%70.8281.5%11.6%
30Δ84.4168.2%10.8%72.4981.8%10.3%
35Δ82.8466.4%9.3%74.1782.1%8.9%
40Δ81.2864.7%7.8%75.7781.6%7.7%
45Δ79.7663.5%6.5%77.3180.3%6.6%
50Δ78.4965.0%5.7%78.8479.0%5.6%
55Δ77.2266.5%5.0%80.4578.5%4.6%
60Δ75.9568.0%4.3%82.2980.5%4.0%
65Δ74.6468.9%3.6%84.1482.5%3.3%
70Δ73.2467.9%3.0%86.4185.2%2.8%
75Δ71.8367.0%2.3%89.0688.5%2.2%
80Δ70.4366.1%1.7%93.3297.3%1.8%

20Δ

Calls
Pseudo strike
87.28
IV
63.0%
B/E move
13.6%
Puts
Pseudo strike
68.62
IV
83.9%
B/E move
13.8%

25Δ

Calls
Pseudo strike
85.88
IV
66.6%
B/E move
12.2%
Puts
Pseudo strike
70.82
IV
81.5%
B/E move
11.6%

30Δ

Calls
Pseudo strike
84.41
IV
68.2%
B/E move
10.8%
Puts
Pseudo strike
72.49
IV
81.8%
B/E move
10.3%

35Δ

Calls
Pseudo strike
82.84
IV
66.4%
B/E move
9.3%
Puts
Pseudo strike
74.17
IV
82.1%
B/E move
8.9%

40Δ

Calls
Pseudo strike
81.28
IV
64.7%
B/E move
7.8%
Puts
Pseudo strike
75.77
IV
81.6%
B/E move
7.7%

45Δ

Calls
Pseudo strike
79.76
IV
63.5%
B/E move
6.5%
Puts
Pseudo strike
77.31
IV
80.3%
B/E move
6.6%

50Δ

Calls
Pseudo strike
78.49
IV
65.0%
B/E move
5.7%
Puts
Pseudo strike
78.84
IV
79.0%
B/E move
5.6%

55Δ

Calls
Pseudo strike
77.22
IV
66.5%
B/E move
5.0%
Puts
Pseudo strike
80.45
IV
78.5%
B/E move
4.6%

60Δ

Calls
Pseudo strike
75.95
IV
68.0%
B/E move
4.3%
Puts
Pseudo strike
82.29
IV
80.5%
B/E move
4.0%

65Δ

Calls
Pseudo strike
74.64
IV
68.9%
B/E move
3.6%
Puts
Pseudo strike
84.14
IV
82.5%
B/E move
3.3%

70Δ

Calls
Pseudo strike
73.24
IV
67.9%
B/E move
3.0%
Puts
Pseudo strike
86.41
IV
85.2%
B/E move
2.8%

75Δ

Calls
Pseudo strike
71.83
IV
67.0%
B/E move
2.3%
Puts
Pseudo strike
89.06
IV
88.5%
B/E move
2.2%

80Δ

Calls
Pseudo strike
70.43
IV
66.1%
B/E move
1.7%
Puts
Pseudo strike
93.32
IV
97.3%
B/E move
1.8%

Options history

IV · four-Friday blend69.98%
Daily EOD
AUGO65.0%67.7%70.3%2026-10-19: 67.01%2026-10-20: 66.94%2026-10-21: 65.37%2026-10-22: 68.21%2026-10-23: 67.49%2026-10-26: 68.21%2026-10-27: 66.93%2026-10-28: 66.49%2026-10-29: 66.68%2026-10-30: 69.98%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
67.01%
66.94%
65.37%
68.21%
67.49%
68.21%
66.93%
66.49%
66.68%
69.98%