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Agnico Eagle Mines Limited AEM

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-10-21T17:00:16.207Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:00:06.20040705Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:00:15.330046+00:00

Share price$186.30
1D-0.5%
$186.15$186.56$186.97$187.38$187.795:30 AM6:30 AM9:00 AM1:00 PMAEM
Sold putSold call

Agnico Eagle Mines Limited options

Live interpolated AEM call and put midpoint premiums by absolute delta.Agnico Eagle Mines Limited$0.51$2.73$4.95$7.18$9.40$178.07$182.43$186.80$191.17$195.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AEM spot · $186.30AEM PRICE$0.78$1.04$1.31$1.64$1.98$2.35$2.80$3.26$3.75$4.33$4.91$6.46$8.76$0.75$0.99$1.26$1.55$1.85$2.23$2.64$3.05$3.57$4.13$4.69$5.37$6.07
PutsExpensive1.26×
CallsExpensive1.22×
SkewBullish-7.02 pp
Implied moveBullish±$5.44
TiltBullish6.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ192.6051.8%3.8%181.0146.7%3.2%
25Δ191.3951.2%3.3%182.1046.8%2.8%
30Δ190.2050.7%2.8%183.0746.6%2.4%
35Δ189.2250.7%2.4%183.9546.2%2.1%
40Δ188.2950.9%2.1%184.8445.9%1.8%
45Δ187.3651.1%1.8%185.6546.0%1.5%
50Δ186.4751.3%1.6%186.4646.1%1.3%
55Δ185.5851.5%1.4%187.2646.2%1.1%
60Δ184.6751.5%1.1%188.1046.3%0.9%
65Δ183.7451.2%1.0%188.9746.2%0.8%
70Δ182.8150.9%0.8%189.8446.2%0.6%
75Δ181.0958.1%0.7%190.7745.3%0.5%
80Δ178.6669.0%0.6%191.7244.2%0.4%

20Δ

Calls
Pseudo strike
192.60
IV
51.8%
B/E move
3.8%
Puts
Pseudo strike
181.01
IV
46.7%
B/E move
3.2%

25Δ

Calls
Pseudo strike
191.39
IV
51.2%
B/E move
3.3%
Puts
Pseudo strike
182.10
IV
46.8%
B/E move
2.8%

30Δ

Calls
Pseudo strike
190.20
IV
50.7%
B/E move
2.8%
Puts
Pseudo strike
183.07
IV
46.6%
B/E move
2.4%

35Δ

Calls
Pseudo strike
189.22
IV
50.7%
B/E move
2.4%
Puts
Pseudo strike
183.95
IV
46.2%
B/E move
2.1%

40Δ

Calls
Pseudo strike
188.29
IV
50.9%
B/E move
2.1%
Puts
Pseudo strike
184.84
IV
45.9%
B/E move
1.8%

45Δ

Calls
Pseudo strike
187.36
IV
51.1%
B/E move
1.8%
Puts
Pseudo strike
185.65
IV
46.0%
B/E move
1.5%

50Δ

Calls
Pseudo strike
186.47
IV
51.3%
B/E move
1.6%
Puts
Pseudo strike
186.46
IV
46.1%
B/E move
1.3%

55Δ

Calls
Pseudo strike
185.58
IV
51.5%
B/E move
1.4%
Puts
Pseudo strike
187.26
IV
46.2%
B/E move
1.1%

60Δ

Calls
Pseudo strike
184.67
IV
51.5%
B/E move
1.1%
Puts
Pseudo strike
188.10
IV
46.3%
B/E move
0.9%

65Δ

Calls
Pseudo strike
183.74
IV
51.2%
B/E move
1.0%
Puts
Pseudo strike
188.97
IV
46.2%
B/E move
0.8%

70Δ

Calls
Pseudo strike
182.81
IV
50.9%
B/E move
0.8%
Puts
Pseudo strike
189.84
IV
46.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
181.09
IV
58.1%
B/E move
0.7%
Puts
Pseudo strike
190.77
IV
45.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
178.66
IV
69.0%
B/E move
0.6%
Puts
Pseudo strike
191.72
IV
44.2%
B/E move
0.4%

Options history

AEM38.7748.7458.702026-07-23: 50.81%2026-07-24: 47.76%2026-07-27: 52.65%2026-07-28: 54.78%2026-07-29: 55.08%2026-07-30: 44.88%2026-07-31: 41.64%2026-08-03: 45.28%2026-08-04: 50.60%2026-08-05: 47.87%2026-08-06: 48.08%2026-08-07: 44.04%2026-08-10: 46.36%2026-08-11: 45.88%2026-08-12: 46.82%2026-08-13: 44.90%2026-08-14: 42.08%2026-08-17: 47.10%2026-08-18: 45.43%2026-08-19: 48.54%2026-08-20: 53.16%2026-08-21: 49.30%2026-08-24: 53.10%2026-08-25: 51.76%2026-08-26: 50.63%2026-08-27: 49.73%2026-08-28: 45.08%2026-08-31: 44.97%2026-09-01: 47.72%2026-09-02: 45.30%2026-09-03: 48.09%2026-09-04: 44.34%2026-09-08: 50.77%2026-09-09: 51.06%2026-09-10: 57.33%2026-09-11: 46.85%2026-09-14: 47.66%2026-09-15: 47.22%2026-09-16: 47.89%2026-09-17: 43.76%2026-09-18: 40.65%2026-09-21: 43.64%2026-09-22: 45.98%2026-09-23: 44.21%2026-09-24: 43.79%2026-09-25: 40.88%2026-09-28: 44.45%2026-09-29: 43.68%2026-09-30: 43.69%2026-10-01: 43.59%2026-10-02: 40.91%2026-10-05: 42.98%2026-10-06: 41.72%2026-10-07: 42.09%2026-10-08: 44.88%2026-10-09: 40.15%2026-10-12: 43.12%2026-10-13: 44.15%2026-10-14: 45.90%2026-10-15: 43.64%2026-10-16: 43.14%2026-10-19: 44.38%2026-10-20: 45.92%Jul 23Oct 20
Table
DateIV
50.81%
47.76%
52.65%
54.78%
55.08%
44.88%
41.64%
45.28%
50.60%
47.87%
48.08%
44.04%
46.36%
45.88%
46.82%
44.90%
42.08%
47.10%
45.43%
48.54%
53.16%
49.30%
53.10%
51.76%
50.63%
49.73%
45.08%
44.97%
47.72%
45.30%
48.09%
44.34%
50.77%
51.06%
57.33%
46.85%
47.66%
47.22%
47.89%
43.76%
40.65%
43.64%
45.98%
44.21%
43.79%
40.88%
44.45%
43.68%
43.69%
43.59%
40.91%
42.98%
41.72%
42.09%
44.88%
40.15%
43.12%
44.15%
45.90%
43.64%
43.14%
44.38%
45.92%