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Agnico Eagle Mines Ltd. AEM

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-11-10T22:22:49.313Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:12:28.406955344Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-10T22:22:48.800185+00:00

Share price$191.00
1D-2.4%
AH$190$191$193$195$1965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAEM
Sold putSold callAH

Agnico Eagle Mines Ltd. options

Live interpolated AEM call and put midpoint premiums by absolute delta.Agnico Eagle Mines Ltd.$0.80$3.32$5.85$8.38$10.90$179.22$185.46$191.69$197.93$204.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AEM spot · $191.00AEM PRICE$1.07$1.49$1.83$2.13$2.75$3.38$3.88$4.36$5.37$6.38$7.18$8.22$9.81$1.12$1.46$1.87$2.28$2.67$3.08$3.66$4.24$5.33$6.44$7.32$8.48$10.17
PutsExpensive1.19×
CallsExpensive1.53×
SkewBullish-3.61 pp
Implied moveBullish±$7.54
TiltBalanced0.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ199.6956.1%5.1%183.2256.2%4.7%
25Δ198.2958.2%4.6%184.9455.2%3.9%
30Δ196.6857.3%3.9%186.3254.9%3.4%
35Δ194.8653.2%3.1%187.6854.4%2.9%
40Δ193.7456.2%2.9%188.9352.5%2.5%
45Δ192.6259.2%2.6%190.1650.9%2.1%
50Δ191.3757.9%2.2%191.2750.9%1.8%
55Δ190.1056.0%1.8%192.3851.0%1.5%
60Δ188.6959.0%1.6%193.7954.5%1.3%
65Δ187.2861.6%1.4%195.2157.6%1.2%
70Δ185.9460.1%1.1%196.5556.5%0.9%
75Δ184.4359.8%0.9%198.1256.7%0.7%
80Δ182.4962.3%0.7%200.1158.8%0.6%

20Δ

Calls
Pseudo strike
199.69
IV
56.1%
B/E move
5.1%
Puts
Pseudo strike
183.22
IV
56.2%
B/E move
4.7%

25Δ

Calls
Pseudo strike
198.29
IV
58.2%
B/E move
4.6%
Puts
Pseudo strike
184.94
IV
55.2%
B/E move
3.9%

30Δ

Calls
Pseudo strike
196.68
IV
57.3%
B/E move
3.9%
Puts
Pseudo strike
186.32
IV
54.9%
B/E move
3.4%

35Δ

Calls
Pseudo strike
194.86
IV
53.2%
B/E move
3.1%
Puts
Pseudo strike
187.68
IV
54.4%
B/E move
2.9%

40Δ

Calls
Pseudo strike
193.74
IV
56.2%
B/E move
2.9%
Puts
Pseudo strike
188.93
IV
52.5%
B/E move
2.5%

45Δ

Calls
Pseudo strike
192.62
IV
59.2%
B/E move
2.6%
Puts
Pseudo strike
190.16
IV
50.9%
B/E move
2.1%

50Δ

Calls
Pseudo strike
191.37
IV
57.9%
B/E move
2.2%
Puts
Pseudo strike
191.27
IV
50.9%
B/E move
1.8%

55Δ

Calls
Pseudo strike
190.10
IV
56.0%
B/E move
1.8%
Puts
Pseudo strike
192.38
IV
51.0%
B/E move
1.5%

60Δ

Calls
Pseudo strike
188.69
IV
59.0%
B/E move
1.6%
Puts
Pseudo strike
193.79
IV
54.5%
B/E move
1.3%

65Δ

Calls
Pseudo strike
187.28
IV
61.6%
B/E move
1.4%
Puts
Pseudo strike
195.21
IV
57.6%
B/E move
1.2%

70Δ

Calls
Pseudo strike
185.94
IV
60.1%
B/E move
1.1%
Puts
Pseudo strike
196.55
IV
56.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
184.43
IV
59.8%
B/E move
0.9%
Puts
Pseudo strike
198.12
IV
56.7%
B/E move
0.7%

80Δ

Calls
Pseudo strike
182.49
IV
62.3%
B/E move
0.7%
Puts
Pseudo strike
200.11
IV
58.8%
B/E move
0.6%

Options history

IV · four-Friday blend49.53%
Daily close
AEM38.8%48.8%58.9%2026-08-12: 46.87%2026-08-13: 45.41%2026-08-14: 42.07%2026-08-17: 47.29%2026-08-18: 45.45%2026-08-19: 48.53%2026-08-20: 53.12%2026-08-21: 49.54%2026-08-24: 53.01%2026-08-25: 52.04%2026-08-26: 51.85%2026-08-27: 49.49%2026-08-28: 45.04%2026-08-31: 44.97%2026-09-01: 47.68%2026-09-02: 45.20%2026-09-03: 48.09%2026-09-04: 44.64%2026-09-08: 50.93%2026-09-09: 50.90%2026-09-10: 57.49%2026-09-11: 47.15%2026-09-14: 47.75%2026-09-15: 47.21%2026-09-16: 47.85%2026-09-17: 44.35%2026-09-18: 40.80%2026-09-21: 43.64%2026-09-22: 46.21%2026-09-23: 44.58%2026-09-24: 43.74%2026-09-25: 40.88%2026-09-28: 44.44%2026-09-29: 43.63%2026-09-30: 43.50%2026-10-01: 43.68%2026-10-02: 41.02%2026-10-05: 42.99%2026-10-06: 41.72%2026-10-07: 42.31%2026-10-08: 44.84%2026-10-09: 40.18%2026-10-12: 43.20%2026-10-13: 44.45%2026-10-14: 45.96%2026-10-15: 43.69%2026-10-16: 43.15%2026-10-19: 44.33%2026-10-20: 46.05%2026-10-21: 45.36%2026-10-22: 49.33%2026-10-23: 47.20%2026-10-26: 50.46%2026-10-27: 49.98%2026-10-28: 51.93%2026-10-29: 49.56%2026-10-30: 49.53%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
46.87%
45.41%
42.07%
47.29%
45.45%
48.53%
53.12%
49.54%
53.01%
52.04%
51.85%
49.49%
45.04%
44.97%
47.68%
45.20%
48.09%
44.64%
50.93%
50.90%
57.49%
47.15%
47.75%
47.21%
47.85%
44.35%
40.80%
43.64%
46.21%
44.58%
43.74%
40.88%
44.44%
43.63%
43.50%
43.68%
41.02%
42.99%
41.72%
42.31%
44.84%
40.18%
43.20%
44.45%
45.96%
43.69%
43.15%
44.33%
46.05%
45.36%
49.33%
47.20%
50.46%
49.98%
51.93%
49.56%
49.53%