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First Majestic Silver Corp AG

BASIC MATERIALS · SILVER
i

Market dataready · fetched 2026-10-21T16:59:46.403Z

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 · 2026-10-21T16:59:26.800919014Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:46.048112+00:00

Share price$15.99
1D-0.7%
$15.93$16.00$16.06$16.12$16.195:30 AM6:30 AM9:00 AM1:00 PMAG
Sold putSold call

First Majestic Silver Corp options

Live interpolated AG call and put midpoint premiums by absolute delta.First Majestic Silver Corp$0.00$0.98$1.96$2.93$3.91$14.07$14.93$15.79$16.65$17.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AG spot · $15.98AG PRICE$0.34$0.15$0.14$0.18$0.21$0.24$0.28$0.34$0.40$0.46$0.52$0.58$2.66$0.28$0.11$0.15$0.19$0.23$0.26$0.35$1.17$1.99$2.81$3.63$0.97$2.31
PutsExpensive2.52×
CallsExpensive1.42×
SkewBearish+31.66 pp
Implied moveBearish±$0.63
TiltBearish37.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.98292.3%27.1%14.21199.8%12.8%
25Δ17.0599.4%7.6%15.5458.9%3.5%
30Δ16.4263.1%3.6%15.6359.6%3.1%
35Δ16.3162.4%3.2%15.7260.3%2.8%
40Δ16.2161.8%2.7%15.8260.9%2.5%
45Δ16.1161.2%2.3%15.9161.6%2.1%
50Δ16.0160.6%1.9%16.0465.9%1.8%
55Δ15.9160.8%1.6%16.79127.1%2.2%
60Δ15.8161.0%1.4%17.54188.3%2.7%
65Δ15.7161.3%1.2%18.29249.6%3.1%
70Δ15.6161.5%1.0%19.04310.8%3.6%
75Δ15.5261.7%0.7%16.8284.0%0.8%
80Δ13.73270.2%2.5%18.12162.0%1.1%

20Δ

Calls
Pseudo strike
19.98
IV
292.3%
B/E move
27.1%
Puts
Pseudo strike
14.21
IV
199.8%
B/E move
12.8%

25Δ

Calls
Pseudo strike
17.05
IV
99.4%
B/E move
7.6%
Puts
Pseudo strike
15.54
IV
58.9%
B/E move
3.5%

30Δ

Calls
Pseudo strike
16.42
IV
63.1%
B/E move
3.6%
Puts
Pseudo strike
15.63
IV
59.6%
B/E move
3.1%

35Δ

Calls
Pseudo strike
16.31
IV
62.4%
B/E move
3.2%
Puts
Pseudo strike
15.72
IV
60.3%
B/E move
2.8%

40Δ

Calls
Pseudo strike
16.21
IV
61.8%
B/E move
2.7%
Puts
Pseudo strike
15.82
IV
60.9%
B/E move
2.5%

45Δ

Calls
Pseudo strike
16.11
IV
61.2%
B/E move
2.3%
Puts
Pseudo strike
15.91
IV
61.6%
B/E move
2.1%

50Δ

Calls
Pseudo strike
16.01
IV
60.6%
B/E move
1.9%
Puts
Pseudo strike
16.04
IV
65.9%
B/E move
1.8%

55Δ

Calls
Pseudo strike
15.91
IV
60.8%
B/E move
1.6%
Puts
Pseudo strike
16.79
IV
127.1%
B/E move
2.2%

60Δ

Calls
Pseudo strike
15.81
IV
61.0%
B/E move
1.4%
Puts
Pseudo strike
17.54
IV
188.3%
B/E move
2.7%

65Δ

Calls
Pseudo strike
15.71
IV
61.3%
B/E move
1.2%
Puts
Pseudo strike
18.29
IV
249.6%
B/E move
3.1%

70Δ

Calls
Pseudo strike
15.61
IV
61.5%
B/E move
1.0%
Puts
Pseudo strike
19.04
IV
310.8%
B/E move
3.6%

75Δ

Calls
Pseudo strike
15.52
IV
61.7%
B/E move
0.7%
Puts
Pseudo strike
16.82
IV
84.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
13.73
IV
270.2%
B/E move
2.5%
Puts
Pseudo strike
18.12
IV
162.0%
B/E move
1.1%

Options history

AG47.7268.7689.812026-07-23: 77.29%2026-07-24: 76.61%2026-07-27: 81.20%2026-07-28: 81.31%2026-07-29: 86.91%2026-07-30: 69.97%2026-07-31: 63.89%2026-08-03: 67.53%2026-08-04: 68.03%2026-08-05: 72.79%2026-08-06: 68.58%2026-08-07: 65.84%2026-08-10: 69.24%2026-08-11: 67.71%2026-08-12: 64.33%2026-08-13: 62.10%2026-08-14: 58.54%2026-08-17: 62.03%2026-08-18: 61.89%2026-08-19: 66.63%2026-08-20: 67.90%2026-08-21: 63.01%2026-08-24: 69.39%2026-08-25: 69.34%2026-08-26: 67.55%2026-08-27: 65.01%2026-08-28: 62.69%2026-08-31: 60.18%2026-09-01: 62.74%2026-09-02: 63.42%2026-09-03: 62.80%2026-09-04: 58.46%2026-09-08: 67.08%2026-09-09: 64.58%2026-09-10: 67.62%2026-09-11: 60.16%2026-09-14: 63.41%2026-09-15: 63.99%2026-09-16: 63.33%2026-09-17: 58.12%2026-09-18: 56.13%2026-09-21: 59.05%2026-09-22: 60.58%2026-09-23: 56.83%2026-09-24: 61.61%2026-09-25: 56.50%2026-09-28: 58.07%2026-09-29: 59.03%2026-09-30: 56.60%2026-10-01: 56.56%2026-10-02: 50.62%2026-10-05: 52.69%2026-10-06: 53.91%2026-10-07: 51.85%2026-10-08: 52.42%2026-10-09: 51.99%2026-10-12: 52.93%2026-10-13: 53.62%2026-10-14: 57.04%2026-10-15: 57.45%2026-10-16: 56.06%2026-10-19: 55.52%2026-10-20: 59.76%Jul 23Oct 20
Table
DateIV
77.29%
76.61%
81.20%
81.31%
86.91%
69.97%
63.89%
67.53%
68.03%
72.79%
68.58%
65.84%
69.24%
67.71%
64.33%
62.10%
58.54%
62.03%
61.89%
66.63%
67.90%
63.01%
69.39%
69.34%
67.55%
65.01%
62.69%
60.18%
62.74%
63.42%
62.80%
58.46%
67.08%
64.58%
67.62%
60.16%
63.41%
63.99%
63.33%
58.12%
56.13%
59.05%
60.58%
56.83%
61.61%
56.50%
58.07%
59.03%
56.60%
56.56%
50.62%
52.69%
53.91%
51.85%
52.42%
51.99%
52.93%
53.62%
57.04%
57.45%
56.06%
55.52%
59.76%