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Fortuna Mining Corp. FSM

i

Market datapartial · fetched 2026-11-03T15:44:33.889Z

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 · 2026-11-03T15:44:30.284152315Z

FundamentalsAlpha Vantage · unavailable

Share price$8.98
1D-2.2%
$8.88$8.96$9.04$9.12$9.205:30 AM6:30 AM9:00 AM1:00 PMFSM
Sold putSold call

Fortuna Mining Corp. options

Live interpolated FSM call and put midpoint premiums by absolute delta.Fortuna Mining Corp.$0.06$0.69$1.32$1.95$2.58$7.20$8.17$9.14$10.12$11.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FSM spot · $8.97FSM PRICE$0.13$0.20$0.33$0.45$0.58$0.71$0.83$0.96$1.09$1.21$1.34$1.47$1.59$0.24$0.33$0.42$0.51$0.60$0.69$0.77$0.86$0.95$1.04$1.13$1.39$2.40
PutsExpensive1.26×
CallsExpensive1.62×
SkewBullish-6.10 pp
Implied moveBullish±$1.61
TiltBearish2.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.4164.9%17.4%7.8770.9%15.0%
25Δ9.9262.6%12.7%8.0770.6%13.8%
30Δ9.7165.6%11.8%8.2770.4%12.6%
35Δ9.5168.6%10.9%8.4670.2%11.4%
40Δ9.3071.6%10.0%8.6670.0%10.2%
45Δ9.0974.7%9.1%8.8669.8%9.0%
50Δ8.8877.7%8.2%9.0569.5%7.8%
55Δ8.6780.7%7.3%9.2569.3%6.5%
60Δ8.4783.7%6.4%9.4569.1%5.3%
65Δ8.2686.7%5.5%9.6468.9%4.1%
70Δ8.0589.8%4.6%9.8468.7%2.9%
75Δ7.8492.8%3.7%10.1972.7%1.9%
80Δ7.6495.8%2.8%11.2295.6%1.7%

20Δ

Calls
Pseudo strike
10.41
IV
64.9%
B/E move
17.4%
Puts
Pseudo strike
7.87
IV
70.9%
B/E move
15.0%

25Δ

Calls
Pseudo strike
9.92
IV
62.6%
B/E move
12.7%
Puts
Pseudo strike
8.07
IV
70.6%
B/E move
13.8%

30Δ

Calls
Pseudo strike
9.71
IV
65.6%
B/E move
11.8%
Puts
Pseudo strike
8.27
IV
70.4%
B/E move
12.6%

35Δ

Calls
Pseudo strike
9.51
IV
68.6%
B/E move
10.9%
Puts
Pseudo strike
8.46
IV
70.2%
B/E move
11.4%

40Δ

Calls
Pseudo strike
9.30
IV
71.6%
B/E move
10.0%
Puts
Pseudo strike
8.66
IV
70.0%
B/E move
10.2%

45Δ

Calls
Pseudo strike
9.09
IV
74.7%
B/E move
9.1%
Puts
Pseudo strike
8.86
IV
69.8%
B/E move
9.0%

50Δ

Calls
Pseudo strike
8.88
IV
77.7%
B/E move
8.2%
Puts
Pseudo strike
9.05
IV
69.5%
B/E move
7.8%

55Δ

Calls
Pseudo strike
8.67
IV
80.7%
B/E move
7.3%
Puts
Pseudo strike
9.25
IV
69.3%
B/E move
6.5%

60Δ

Calls
Pseudo strike
8.47
IV
83.7%
B/E move
6.4%
Puts
Pseudo strike
9.45
IV
69.1%
B/E move
5.3%

65Δ

Calls
Pseudo strike
8.26
IV
86.7%
B/E move
5.5%
Puts
Pseudo strike
9.64
IV
68.9%
B/E move
4.1%

70Δ

Calls
Pseudo strike
8.05
IV
89.8%
B/E move
4.6%
Puts
Pseudo strike
9.84
IV
68.7%
B/E move
2.9%

75Δ

Calls
Pseudo strike
7.84
IV
92.8%
B/E move
3.7%
Puts
Pseudo strike
10.19
IV
72.7%
B/E move
1.9%

80Δ

Calls
Pseudo strike
7.64
IV
95.8%
B/E move
2.8%
Puts
Pseudo strike
11.22
IV
95.6%
B/E move
1.7%

Options history

IV · four-Friday blend59.77%
Daily EOD
FSM58.9%59.4%59.8%2026-10-21: 58.99%2026-10-22: 59.77%Oct 21Oct 22
2 observations2026-10-21 — 2026-10-22
Table
DateIV (%)
58.99%
59.77%