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Aura Minerals Inc. Common Shares AUGO

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Market datapartial · fetched 2026-11-07T07:22:02.580Z

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$0.64$4.99$9.35$13.70$18.06$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$3.09$3.80$4.51$5.22$5.99$6.90$7.82$8.73$1.54$2.05$2.66$3.27$3.93$4.64$5.36$6.22$7.56$8.91$10.71$12.93$16.80
PutsCheap0.95×
CallsCheap0.74×
SkewBearish+17.97 pp
Implied moveBearish±$9.15
TiltBearish22.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.2863.6%13.6%68.6287.0%13.8%
25Δ85.8867.2%12.2%70.8284.5%11.6%
30Δ84.4169.0%10.8%72.4984.8%10.3%
35Δ82.8467.9%9.3%74.1685.2%8.9%
40Δ81.2766.7%7.8%75.7684.6%7.7%
45Δ79.7666.0%6.5%77.3083.3%6.6%
50Δ78.4967.6%5.7%78.8381.9%5.6%
55Δ77.2169.1%5.0%80.4481.3%4.6%
60Δ75.9470.7%4.3%82.2883.4%4.0%
65Δ74.6371.6%3.6%84.1285.4%3.4%
70Δ73.2370.6%3.0%86.3888.2%2.8%
75Δ71.8269.7%2.3%89.0391.7%2.2%
80Δ70.4168.7%1.7%93.24100.5%1.8%

20Δ

Calls
Pseudo strike
87.28
IV
63.6%
B/E move
13.6%
Puts
Pseudo strike
68.62
IV
87.0%
B/E move
13.8%

25Δ

Calls
Pseudo strike
85.88
IV
67.2%
B/E move
12.2%
Puts
Pseudo strike
70.82
IV
84.5%
B/E move
11.6%

30Δ

Calls
Pseudo strike
84.41
IV
69.0%
B/E move
10.8%
Puts
Pseudo strike
72.49
IV
84.8%
B/E move
10.3%

35Δ

Calls
Pseudo strike
82.84
IV
67.9%
B/E move
9.3%
Puts
Pseudo strike
74.16
IV
85.2%
B/E move
8.9%

40Δ

Calls
Pseudo strike
81.27
IV
66.7%
B/E move
7.8%
Puts
Pseudo strike
75.76
IV
84.6%
B/E move
7.7%

45Δ

Calls
Pseudo strike
79.76
IV
66.0%
B/E move
6.5%
Puts
Pseudo strike
77.30
IV
83.3%
B/E move
6.6%

50Δ

Calls
Pseudo strike
78.49
IV
67.6%
B/E move
5.7%
Puts
Pseudo strike
78.83
IV
81.9%
B/E move
5.6%

55Δ

Calls
Pseudo strike
77.21
IV
69.1%
B/E move
5.0%
Puts
Pseudo strike
80.44
IV
81.3%
B/E move
4.6%

60Δ

Calls
Pseudo strike
75.94
IV
70.7%
B/E move
4.3%
Puts
Pseudo strike
82.28
IV
83.4%
B/E move
4.0%

65Δ

Calls
Pseudo strike
74.63
IV
71.6%
B/E move
3.6%
Puts
Pseudo strike
84.12
IV
85.4%
B/E move
3.4%

70Δ

Calls
Pseudo strike
73.23
IV
70.6%
B/E move
3.0%
Puts
Pseudo strike
86.38
IV
88.2%
B/E move
2.8%

75Δ

Calls
Pseudo strike
71.82
IV
69.7%
B/E move
2.3%
Puts
Pseudo strike
89.03
IV
91.7%
B/E move
2.2%

80Δ

Calls
Pseudo strike
70.41
IV
68.7%
B/E move
1.7%
Puts
Pseudo strike
93.24
IV
100.5%
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%