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Aurora Cannabis Inc. Common Shares ACB

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Market datapartial · fetched 2026-10-23T05:54:11.267Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:38:42.982426317Z

FundamentalsAlpha Vantage · unavailable

Share price$3.96
1D+1.5%
AH$3.90$3.94$3.98$4.02$4.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMACB
Sold putSold callAH

Aurora Cannabis Inc. Common Shares options

Live interpolated ACB call and put midpoint premiums by absolute delta.Aurora Cannabis Inc. Common Shares$0.07$1.22$2.37$3.52$4.67$1.18$2.59$4.00$5.41$6.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ACB spot · $3.96ACB PRICE$0.20$0.32$0.44$0.56$0.69$0.54$0.35$0.42$0.68$0.94$1.20$1.45$1.83$0.72$0.98$1.24$1.50$1.76$1.84$0.42$1.18$1.95$2.96$4.34
PutsExpensive2.94×
CallsExpensive2.75×
SkewBullish-6.88 pp
Implied moveBearish±$0.77
TiltBearish32.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.69132.7%48.6%3.70151.6%24.7%
25Δ6.25184.4%65.9%3.97181.5%24.6%
30Δ6.81236.2%83.2%4.23211.4%24.5%
35Δ7.37288.0%100.4%4.49241.4%24.4%
40Δ7.93339.8%117.7%4.76271.3%24.3%
45Δ6.47238.4%76.8%4.91276.1%22.5%
50Δ4.73116.9%28.3%4.1566.4%5.7%
55Δ3.8989.3%8.8%4.84125.0%7.7%
60Δ3.69129.7%10.3%5.53183.7%9.6%
65Δ3.49170.2%11.8%6.49236.8%10.7%
70Δ3.29210.6%13.3%7.93272.0%9.5%
75Δ3.09251.1%14.8%
80Δ2.70322.5%14.5%

20Δ

Calls
Pseudo strike
5.69
IV
132.7%
B/E move
48.6%
Puts
Pseudo strike
3.70
IV
151.6%
B/E move
24.7%

25Δ

Calls
Pseudo strike
6.25
IV
184.4%
B/E move
65.9%
Puts
Pseudo strike
3.97
IV
181.5%
B/E move
24.6%

30Δ

Calls
Pseudo strike
6.81
IV
236.2%
B/E move
83.2%
Puts
Pseudo strike
4.23
IV
211.4%
B/E move
24.5%

35Δ

Calls
Pseudo strike
7.37
IV
288.0%
B/E move
100.4%
Puts
Pseudo strike
4.49
IV
241.4%
B/E move
24.4%

40Δ

Calls
Pseudo strike
7.93
IV
339.8%
B/E move
117.7%
Puts
Pseudo strike
4.76
IV
271.3%
B/E move
24.3%

45Δ

Calls
Pseudo strike
6.47
IV
238.4%
B/E move
76.8%
Puts
Pseudo strike
4.91
IV
276.1%
B/E move
22.5%

50Δ

Calls
Pseudo strike
4.73
IV
116.9%
B/E move
28.3%
Puts
Pseudo strike
4.15
IV
66.4%
B/E move
5.7%

55Δ

Calls
Pseudo strike
3.89
IV
89.3%
B/E move
8.8%
Puts
Pseudo strike
4.84
IV
125.0%
B/E move
7.7%

60Δ

Calls
Pseudo strike
3.69
IV
129.7%
B/E move
10.3%
Puts
Pseudo strike
5.53
IV
183.7%
B/E move
9.6%

65Δ

Calls
Pseudo strike
3.49
IV
170.2%
B/E move
11.8%
Puts
Pseudo strike
6.49
IV
236.8%
B/E move
10.7%

70Δ

Calls
Pseudo strike
3.29
IV
210.6%
B/E move
13.3%
Puts
Pseudo strike
7.93
IV
272.0%
B/E move
9.5%

75Δ

Calls
Pseudo strike
3.09
IV
251.1%
B/E move
14.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.70
IV
322.5%
B/E move
14.5%
Puts
Pseudo strike
IV
B/E move

Options history

ACB106.02115.58125.142026-10-20: 107.34%2026-10-21: 123.82%Oct 20Oct 21
Table
DateIV
107.34%
123.82%