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Aurora Cannabis Inc. Common Shares ACB

i

Market datapartial · fetched 2026-11-12T16:05:54.256Z

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 · 2026-11-12T16:05:47.483056726Z

FundamentalsAlpha Vantage · unavailable

Share price$5.03
1D+0.3%
$4.98$5.01$5.04$5.06$5.095:30 AM6:30 AM9:00 AM1:00 PMACB
Sold putSold call

Aurora Cannabis Inc. Common Shares options

Live interpolated ACB call and put midpoint premiums by absolute delta.Aurora Cannabis Inc. Common Shares$0.12$0.88$1.63$2.38$3.13$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEACB PRICE$0.20$0.31$0.42$0.52$0.63$0.73$2.91
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ5.0061.8%3.5%
60Δ4.8766.5%3.1%
65Δ4.7571.2%2.7%7.37393.2%11.3%
70Δ4.6275.8%2.4%
75Δ4.5080.5%2.0%
80Δ4.3785.2%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
5.00
IV
61.8%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
4.87
IV
66.5%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
4.75
IV
71.2%
B/E move
2.7%
Puts
Pseudo strike
7.37
IV
393.2%
B/E move
11.3%

70Δ

Calls
Pseudo strike
4.62
IV
75.8%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
4.50
IV
80.5%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
4.37
IV
85.2%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend130.41%
Daily close
ACB47.6%165.8%284.0%2026-08-21: 89.94%2026-08-24: 70.63%2026-08-25: 84.50%2026-08-26: 88.37%2026-08-27: 96.56%2026-08-28: 93.79%2026-08-31: 90.40%2026-09-01: 100.92%2026-09-02: 98.49%2026-09-04: 63.90%2026-09-21: 103.24%2026-09-29: 95.10%2026-10-02: 65.78%2026-10-06: 148.90%2026-10-07: 141.27%2026-10-08: 190.89%2026-10-13: 267.67%2026-10-16: 77.01%2026-10-19: 95.18%2026-10-20: 96.53%2026-10-21: 124.97%2026-10-22: 72.06%2026-10-23: 69.74%2026-10-27: 194.89%2026-10-28: 144.08%2026-10-29: 118.90%2026-10-30: 130.41%Aug 21Oct 6Oct 30
27 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
89.94%
70.63%
84.50%
88.37%
96.56%
93.79%
90.40%
100.92%
98.49%
63.90%
103.24%
95.10%
65.78%
148.90%
141.27%
190.89%
267.67%
77.01%
95.18%
96.53%
124.97%
72.06%
69.74%
194.89%
144.08%
118.90%
130.41%