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FIRST MAJESTIC SILVER CORP AG

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Market datapartial · fetched 2026-11-10T22:20:09.310Z

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 · 2026-11-10T22:15:07.34532261Z

FundamentalsAlpha Vantage · unavailable

Share price$14.95
1D-1.1%
AH$14.77$14.93$15.09$15.25$15.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAG
Sold putSold callAH

FIRST MAJESTIC SILVER CORP options

Live interpolated AG call and put midpoint premiums by absolute delta.FIRST MAJESTIC SILVER CORP$0.08$0.34$0.60$0.86$1.12$13.85$14.46$15.06$15.67$16.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AG spot · $14.95AG PRICE$0.17$0.22$0.26$0.31$0.36$0.44$0.53$0.62$0.73$0.88$1.04$0.11$0.14$0.18$0.23$0.28$0.33$0.38$0.44$0.51$0.58$0.65$0.73$0.82
PutsExpensive1.22×
Calls——
Skew——
Implied moveBearish±$0.73
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.2166.8%5.7%
25Δ14.3765.8%4.8%
30Δ15.4868.4%4.7%14.5265.0%4.0%
35Δ15.3668.2%4.2%14.6465.5%3.6%
40Δ15.2368.1%3.6%14.7565.9%3.2%
45Δ15.1167.9%3.1%14.8766.3%2.7%
50Δ14.9868.1%2.6%14.9866.8%2.3%
55Δ14.8570.5%2.3%15.1066.1%2.0%
60Δ14.7272.8%2.0%15.2165.2%1.7%
65Δ14.5975.1%1.7%15.3364.3%1.4%
70Δ14.4477.8%1.4%15.4463.4%1.1%
75Δ14.2481.6%1.2%15.5661.3%0.8%
80Δ14.0585.3%0.9%15.6858.1%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.21
IV
66.8%
B/E move
5.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.37
IV
65.8%
B/E move
4.8%

30Δ

Calls
Pseudo strike
15.48
IV
68.4%
B/E move
4.7%
Puts
Pseudo strike
14.52
IV
65.0%
B/E move
4.0%

35Δ

Calls
Pseudo strike
15.36
IV
68.2%
B/E move
4.2%
Puts
Pseudo strike
14.64
IV
65.5%
B/E move
3.6%

40Δ

Calls
Pseudo strike
15.23
IV
68.1%
B/E move
3.6%
Puts
Pseudo strike
14.75
IV
65.9%
B/E move
3.2%

45Δ

Calls
Pseudo strike
15.11
IV
67.9%
B/E move
3.1%
Puts
Pseudo strike
14.87
IV
66.3%
B/E move
2.7%

50Δ

Calls
Pseudo strike
14.98
IV
68.1%
B/E move
2.6%
Puts
Pseudo strike
14.98
IV
66.8%
B/E move
2.3%

55Δ

Calls
Pseudo strike
14.85
IV
70.5%
B/E move
2.3%
Puts
Pseudo strike
15.10
IV
66.1%
B/E move
2.0%

60Δ

Calls
Pseudo strike
14.72
IV
72.8%
B/E move
2.0%
Puts
Pseudo strike
15.21
IV
65.2%
B/E move
1.7%

65Δ

Calls
Pseudo strike
14.59
IV
75.1%
B/E move
1.7%
Puts
Pseudo strike
15.33
IV
64.3%
B/E move
1.4%

70Δ

Calls
Pseudo strike
14.44
IV
77.8%
B/E move
1.4%
Puts
Pseudo strike
15.44
IV
63.4%
B/E move
1.1%

75Δ

Calls
Pseudo strike
14.24
IV
81.6%
B/E move
1.2%
Puts
Pseudo strike
15.56
IV
61.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
14.05
IV
85.3%
B/E move
0.9%
Puts
Pseudo strike
15.68
IV
58.1%
B/E move
0.6%

Options history

IV · four-Friday blend65.86%
Daily close
AG47.1%75.2%103.4%2026-08-12: 64.46%2026-08-13: 62.67%2026-08-14: 58.56%2026-08-17: 62.12%2026-08-18: 62.26%2026-08-19: 66.59%2026-08-20: 68.15%2026-08-21: 62.51%2026-08-24: 69.49%2026-08-25: 68.95%2026-08-26: 67.42%2026-08-27: 64.51%2026-08-28: 62.44%2026-08-31: 60.63%2026-09-01: 63.14%2026-09-02: 63.40%2026-09-03: 62.82%2026-09-04: 58.43%2026-09-08: 67.24%2026-09-09: 65.13%2026-09-10: 67.86%2026-09-11: 60.46%2026-09-14: 63.61%2026-09-15: 64.03%2026-09-16: 63.33%2026-09-17: 58.55%2026-09-18: 57.48%2026-09-21: 59.05%2026-09-22: 61.09%2026-09-23: 56.67%2026-09-24: 60.87%2026-09-25: 56.50%2026-09-28: 57.89%2026-09-29: 59.18%2026-09-30: 56.54%2026-10-01: 56.54%2026-10-02: 51.00%2026-10-05: 52.82%2026-10-06: 53.46%2026-10-07: 51.85%2026-10-08: 55.68%2026-10-09: 51.98%2026-10-12: 53.20%2026-10-13: 53.79%2026-10-14: 57.05%2026-10-15: 55.83%2026-10-16: 56.15%2026-10-19: 55.79%2026-10-20: 61.57%2026-10-21: 58.16%2026-10-22: 99.48%2026-10-23: 60.52%2026-10-26: 59.79%2026-10-27: 63.34%2026-10-28: 64.60%2026-10-29: 60.95%2026-10-30: 65.86%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
64.46%
62.67%
58.56%
62.12%
62.26%
66.59%
68.15%
62.51%
69.49%
68.95%
67.42%
64.51%
62.44%
60.63%
63.14%
63.40%
62.82%
58.43%
67.24%
65.13%
67.86%
60.46%
63.61%
64.03%
63.33%
58.55%
57.48%
59.05%
61.09%
56.67%
60.87%
56.50%
57.89%
59.18%
56.54%
56.54%
51.00%
52.82%
53.46%
51.85%
55.68%
51.98%
53.20%
53.79%
57.05%
55.83%
56.15%
55.79%
61.57%
58.16%
99.48%
60.52%
59.79%
63.34%
64.60%
60.95%
65.86%