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Pan American Silver Corp. PAAS

i

Market datapartial · fetched 2026-11-03T14:42:30.758Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-03T14:42:17.980506248Z

FundamentalsAlpha Vantage · unavailable

Share price$38.75
1D-0.8%
$38.70$38.88$39.07$39.25$39.435:30 AM6:30 AM9:00 AM1:00 PMPAAS
Sold putSold call

Pan American Silver Corp. options

Live interpolated PAAS call and put midpoint premiums by absolute delta.Pan American Silver Corp.$0.26$1.08$1.89$2.70$3.51$34.53$36.65$38.77$40.89$43.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PAAS spot · $38.75PAAS PRICE$0.35$0.45$0.60$0.75$0.90$1.07$1.24$1.43$1.60$1.94$2.23$2.60$3.22$0.42$0.51$0.65$0.80$0.97$1.19$1.36$1.56$1.83$2.13$2.44$2.81$3.28
PutsExpensive1.91×
CallsExpensive1.79×
SkewBullish-1.08 pp
Implied moveBearish±$2.60
TiltBearish4.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.7592.5%8.6%35.99102.9%8.2%
25Δ41.0588.4%7.1%36.7493.1%6.5%
30Δ40.6693.3%6.5%37.2292.7%5.6%
35Δ40.2294.4%5.7%37.6692.6%4.9%
40Δ39.7593.9%4.9%38.0992.1%4.2%
45Δ39.3394.2%4.2%38.4995.0%3.8%
50Δ38.9093.4%3.6%38.8991.8%3.1%
55Δ38.4992.3%3.0%39.3090.3%2.6%
60Δ38.1089.5%2.5%39.7291.0%2.2%
65Δ37.6494.1%2.1%40.1791.9%1.8%
70Δ37.1994.6%1.7%40.6290.9%1.5%
75Δ36.6995.9%1.4%41.1290.8%1.1%
80Δ35.96104.0%1.1%41.7091.0%0.9%

20Δ

Calls
Pseudo strike
41.75
IV
92.5%
B/E move
8.6%
Puts
Pseudo strike
35.99
IV
102.9%
B/E move
8.2%

25Δ

Calls
Pseudo strike
41.05
IV
88.4%
B/E move
7.1%
Puts
Pseudo strike
36.74
IV
93.1%
B/E move
6.5%

30Δ

Calls
Pseudo strike
40.66
IV
93.3%
B/E move
6.5%
Puts
Pseudo strike
37.22
IV
92.7%
B/E move
5.6%

35Δ

Calls
Pseudo strike
40.22
IV
94.4%
B/E move
5.7%
Puts
Pseudo strike
37.66
IV
92.6%
B/E move
4.9%

40Δ

Calls
Pseudo strike
39.75
IV
93.9%
B/E move
4.9%
Puts
Pseudo strike
38.09
IV
92.1%
B/E move
4.2%

45Δ

Calls
Pseudo strike
39.33
IV
94.2%
B/E move
4.2%
Puts
Pseudo strike
38.49
IV
95.0%
B/E move
3.8%

50Δ

Calls
Pseudo strike
38.90
IV
93.4%
B/E move
3.6%
Puts
Pseudo strike
38.89
IV
91.8%
B/E move
3.1%

55Δ

Calls
Pseudo strike
38.49
IV
92.3%
B/E move
3.0%
Puts
Pseudo strike
39.30
IV
90.3%
B/E move
2.6%

60Δ

Calls
Pseudo strike
38.10
IV
89.5%
B/E move
2.5%
Puts
Pseudo strike
39.72
IV
91.0%
B/E move
2.2%

65Δ

Calls
Pseudo strike
37.64
IV
94.1%
B/E move
2.1%
Puts
Pseudo strike
40.17
IV
91.9%
B/E move
1.8%

70Δ

Calls
Pseudo strike
37.19
IV
94.6%
B/E move
1.7%
Puts
Pseudo strike
40.62
IV
90.9%
B/E move
1.5%

75Δ

Calls
Pseudo strike
36.69
IV
95.9%
B/E move
1.4%
Puts
Pseudo strike
41.12
IV
90.8%
B/E move
1.1%

80Δ

Calls
Pseudo strike
35.96
IV
104.0%
B/E move
1.1%
Puts
Pseudo strike
41.70
IV
91.0%
B/E move
0.9%

Options history

IV · four-Friday blend67.80%
Daily close
PAAS40.8%55.3%69.8%2026-08-05: 61.98%2026-08-06: 60.52%2026-08-07: 58.54%2026-08-10: 59.68%2026-08-11: 61.85%2026-08-12: 65.86%2026-08-13: 50.51%2026-08-14: 47.53%2026-08-17: 50.44%2026-08-18: 50.15%2026-08-19: 51.02%2026-08-20: 51.78%2026-08-21: 48.21%2026-08-24: 52.15%2026-08-25: 54.41%2026-08-26: 52.79%2026-08-27: 52.43%2026-08-28: 47.60%2026-08-31: 49.51%2026-09-01: 49.97%2026-09-02: 47.73%2026-09-03: 50.09%2026-09-04: 46.62%2026-09-08: 53.82%2026-09-09: 53.41%2026-09-10: 54.99%2026-09-11: 46.78%2026-09-14: 53.19%2026-09-15: 52.54%2026-09-16: 51.84%2026-09-17: 48.52%2026-09-18: 45.84%2026-09-21: 50.64%2026-09-22: 49.77%2026-09-23: 47.77%2026-09-24: 49.57%2026-09-25: 46.70%2026-09-28: 50.50%2026-09-29: 49.39%2026-09-30: 50.21%2026-10-01: 49.50%2026-10-02: 43.42%2026-10-05: 45.00%2026-10-06: 46.46%2026-10-07: 47.49%2026-10-08: 44.59%2026-10-09: 42.81%2026-10-12: 46.44%2026-10-13: 45.98%2026-10-14: 49.39%2026-10-15: 48.35%2026-10-16: 46.51%2026-10-19: 48.84%2026-10-20: 48.11%2026-10-21: 50.04%2026-10-22: 53.27%2026-10-23: 50.44%2026-10-26: 57.11%2026-10-27: 54.72%2026-10-28: 64.37%2026-10-29: 55.26%2026-10-30: 67.80%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
61.98%
60.52%
58.54%
59.68%
61.85%
65.86%
50.51%
47.53%
50.44%
50.15%
51.02%
51.78%
48.21%
52.15%
54.41%
52.79%
52.43%
47.60%
49.51%
49.97%
47.73%
50.09%
46.62%
53.82%
53.41%
54.99%
46.78%
53.19%
52.54%
51.84%
48.52%
45.84%
50.64%
49.77%
47.77%
49.57%
46.70%
50.50%
49.39%
50.21%
49.50%
43.42%
45.00%
46.46%
47.49%
44.59%
42.81%
46.44%
45.98%
49.39%
48.35%
46.51%
48.84%
48.11%
50.04%
53.27%
50.44%
57.11%
54.72%
64.37%
55.26%
67.80%