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First Majestic Silver Corp AG

BASIC MATERIALS · SILVER
i

Market dataready · fetched 2026-10-21T17:48:00.648Z

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 · 2026-10-21T17:47:51.740386179Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:59.738376+00:00

Share price$16.00
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$1.01$2.03$3.04$4.05$14.05$14.91$15.76$16.62$17.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AG spot · $15.99AG PRICE$0.34$0.11$0.14$0.18$0.21$0.25$0.29$0.34$0.40$0.46$0.52$0.58$2.52$0.27$0.11$0.14$0.18$0.21$0.25$0.40$1.24$2.08$2.92$3.76$0.90$2.36
PutsExpensive2.55×
CallsExpensive1.37×
SkewBearish+38.50 pp
Implied moveBearish±$0.69
TiltBearish40.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.92289.7%26.7%14.26197.1%12.6%
25Δ16.6167.4%4.5%15.5459.1%3.5%
30Δ16.4160.7%3.4%15.6458.9%3.1%
35Δ16.3161.2%3.1%15.7358.7%2.8%
40Δ16.2161.6%2.7%15.8358.5%2.4%
45Δ16.1162.1%2.3%15.9258.2%2.0%
50Δ16.0262.5%1.9%16.1268.1%1.8%
55Δ15.9262.4%1.7%16.87133.3%2.3%
60Δ15.8262.1%1.4%17.63198.4%2.8%
65Δ15.7261.8%1.2%18.39263.6%3.3%
70Δ15.6361.5%1.0%19.15328.8%3.8%
75Δ15.5361.2%0.7%16.7779.7%0.8%
80Δ13.85255.2%2.3%18.17167.5%1.1%

20Δ

Calls
Pseudo strike
19.92
IV
289.7%
B/E move
26.7%
Puts
Pseudo strike
14.26
IV
197.1%
B/E move
12.6%

25Δ

Calls
Pseudo strike
16.61
IV
67.4%
B/E move
4.5%
Puts
Pseudo strike
15.54
IV
59.1%
B/E move
3.5%

30Δ

Calls
Pseudo strike
16.41
IV
60.7%
B/E move
3.4%
Puts
Pseudo strike
15.64
IV
58.9%
B/E move
3.1%

35Δ

Calls
Pseudo strike
16.31
IV
61.2%
B/E move
3.1%
Puts
Pseudo strike
15.73
IV
58.7%
B/E move
2.8%

40Δ

Calls
Pseudo strike
16.21
IV
61.6%
B/E move
2.7%
Puts
Pseudo strike
15.83
IV
58.5%
B/E move
2.4%

45Δ

Calls
Pseudo strike
16.11
IV
62.1%
B/E move
2.3%
Puts
Pseudo strike
15.92
IV
58.2%
B/E move
2.0%

50Δ

Calls
Pseudo strike
16.02
IV
62.5%
B/E move
1.9%
Puts
Pseudo strike
16.12
IV
68.1%
B/E move
1.8%

55Δ

Calls
Pseudo strike
15.92
IV
62.4%
B/E move
1.7%
Puts
Pseudo strike
16.87
IV
133.3%
B/E move
2.3%

60Δ

Calls
Pseudo strike
15.82
IV
62.1%
B/E move
1.4%
Puts
Pseudo strike
17.63
IV
198.4%
B/E move
2.8%

65Δ

Calls
Pseudo strike
15.72
IV
61.8%
B/E move
1.2%
Puts
Pseudo strike
18.39
IV
263.6%
B/E move
3.3%

70Δ

Calls
Pseudo strike
15.63
IV
61.5%
B/E move
1.0%
Puts
Pseudo strike
19.15
IV
328.8%
B/E move
3.8%

75Δ

Calls
Pseudo strike
15.53
IV
61.2%
B/E move
0.7%
Puts
Pseudo strike
16.77
IV
79.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
13.85
IV
255.2%
B/E move
2.3%
Puts
Pseudo strike
18.17
IV
167.5%
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%