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Agnico Eagle Mines Limited AEM

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-10-21T17:48:08.829Z

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

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 · 2026-10-21T17:46:14.895118514Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:08.024900+00:00

Share price$186.29
1D-0.5%
$186.06$186.50$186.93$187.37$187.805:30 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$0.58$2.26$3.95$5.63$7.31$177.81$182.09$186.36$190.64$194.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AEM spot · $186.28AEM PRICE$0.76$1.01$1.25$1.58$1.90$2.25$2.65$3.06$3.52$4.17$4.81$5.73$6.82$0.77$1.03$1.32$1.63$1.94$2.33$2.75$3.16$3.70$4.29$4.87$5.82$6.78
PutsExpensive1.31×
CallsExpensive1.14×
SkewBullish-1.12 pp
Implied moveBalanced±$5.40
TiltBalanced1.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ192.4350.5%3.7%180.8847.9%3.3%
25Δ191.2149.5%3.2%181.9348.5%2.9%
30Δ189.9948.6%2.7%182.9248.7%2.5%
35Δ189.0948.7%2.4%183.8348.4%2.2%
40Δ188.1948.8%2.0%184.7548.1%1.9%
45Δ187.3048.8%1.8%185.6148.0%1.6%
50Δ186.4648.5%1.5%186.4448.0%1.4%
55Δ185.6148.3%1.3%187.2848.0%1.2%
60Δ184.7448.3%1.1%188.1648.0%1.0%
65Δ183.8049.0%0.9%189.0648.0%0.8%
70Δ182.8549.7%0.7%189.9648.1%0.6%
75Δ181.6751.2%0.6%191.1548.9%0.5%
80Δ180.3453.3%0.5%192.3549.8%0.4%

20Δ

Calls
Pseudo strike
192.43
IV
50.5%
B/E move
3.7%
Puts
Pseudo strike
180.88
IV
47.9%
B/E move
3.3%

25Δ

Calls
Pseudo strike
191.21
IV
49.5%
B/E move
3.2%
Puts
Pseudo strike
181.93
IV
48.5%
B/E move
2.9%

30Δ

Calls
Pseudo strike
189.99
IV
48.6%
B/E move
2.7%
Puts
Pseudo strike
182.92
IV
48.7%
B/E move
2.5%

35Δ

Calls
Pseudo strike
189.09
IV
48.7%
B/E move
2.4%
Puts
Pseudo strike
183.83
IV
48.4%
B/E move
2.2%

40Δ

Calls
Pseudo strike
188.19
IV
48.8%
B/E move
2.0%
Puts
Pseudo strike
184.75
IV
48.1%
B/E move
1.9%

45Δ

Calls
Pseudo strike
187.30
IV
48.8%
B/E move
1.8%
Puts
Pseudo strike
185.61
IV
48.0%
B/E move
1.6%

50Δ

Calls
Pseudo strike
186.46
IV
48.5%
B/E move
1.5%
Puts
Pseudo strike
186.44
IV
48.0%
B/E move
1.4%

55Δ

Calls
Pseudo strike
185.61
IV
48.3%
B/E move
1.3%
Puts
Pseudo strike
187.28
IV
48.0%
B/E move
1.2%

60Δ

Calls
Pseudo strike
184.74
IV
48.3%
B/E move
1.1%
Puts
Pseudo strike
188.16
IV
48.0%
B/E move
1.0%

65Δ

Calls
Pseudo strike
183.80
IV
49.0%
B/E move
0.9%
Puts
Pseudo strike
189.06
IV
48.0%
B/E move
0.8%

70Δ

Calls
Pseudo strike
182.85
IV
49.7%
B/E move
0.7%
Puts
Pseudo strike
189.96
IV
48.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
181.67
IV
51.2%
B/E move
0.6%
Puts
Pseudo strike
191.15
IV
48.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
180.34
IV
53.3%
B/E move
0.5%
Puts
Pseudo strike
192.35
IV
49.8%
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%