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Aura Minerals Inc. Common Shares AUGO

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-11-13T02:14:53.303Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-11-12T21:26:19.309533904Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:14:05.772125+00:00

Share price$77.94
1D+0.6%
AH$77.02$77.78$78.54$79.29$80.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAUGO
Sold putSold callAH

Aura Minerals Inc. Common Shares options

Live interpolated AUGO call and put midpoint premiums by absolute delta.Aura Minerals Inc. Common Shares$0.63$3.45$6.27$9.09$11.90$64.18$70.82$77.47$84.11$90.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AUGO spot · $77.94AUGO PRICE$0.94$1.20$1.57$1.95$2.32$2.70$3.10$3.50$3.89$4.29$4.96$6.15$7.33$1.08$1.44$1.80$2.21$2.86$3.50$4.15$4.79$5.68$6.61$7.54$8.67$11.09
PutsCheap0.87×
CallsCheap0.78×
SkewBearish+9.91 pp
Implied moveBearish±$7.25
TiltBearish16.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.8078.8%12.6%71.1676.7%10.1%
25Δ84.2970.9%9.7%72.5276.2%8.8%
30Δ83.1071.8%8.6%73.8875.6%7.5%
35Δ81.9172.7%7.6%75.2075.5%6.4%
40Δ80.7373.6%6.6%76.3577.0%5.7%
45Δ79.6173.2%5.6%77.5078.6%5.1%
50Δ78.6270.8%4.9%78.6580.2%4.4%
55Δ77.6368.3%4.1%79.8181.8%3.8%
60Δ76.6465.9%3.3%81.1281.9%3.2%
65Δ75.6563.5%2.6%82.4881.6%2.7%
70Δ74.5063.0%1.9%83.8381.4%2.1%
75Δ73.0566.1%1.6%85.3682.0%1.6%
80Δ71.6169.1%1.3%88.0587.9%1.3%

20Δ

Calls
Pseudo strike
86.80
IV
78.8%
B/E move
12.6%
Puts
Pseudo strike
71.16
IV
76.7%
B/E move
10.1%

25Δ

Calls
Pseudo strike
84.29
IV
70.9%
B/E move
9.7%
Puts
Pseudo strike
72.52
IV
76.2%
B/E move
8.8%

30Δ

Calls
Pseudo strike
83.10
IV
71.8%
B/E move
8.6%
Puts
Pseudo strike
73.88
IV
75.6%
B/E move
7.5%

35Δ

Calls
Pseudo strike
81.91
IV
72.7%
B/E move
7.6%
Puts
Pseudo strike
75.20
IV
75.5%
B/E move
6.4%

40Δ

Calls
Pseudo strike
80.73
IV
73.6%
B/E move
6.6%
Puts
Pseudo strike
76.35
IV
77.0%
B/E move
5.7%

45Δ

Calls
Pseudo strike
79.61
IV
73.2%
B/E move
5.6%
Puts
Pseudo strike
77.50
IV
78.6%
B/E move
5.1%

50Δ

Calls
Pseudo strike
78.62
IV
70.8%
B/E move
4.9%
Puts
Pseudo strike
78.65
IV
80.2%
B/E move
4.4%

55Δ

Calls
Pseudo strike
77.63
IV
68.3%
B/E move
4.1%
Puts
Pseudo strike
79.81
IV
81.8%
B/E move
3.8%

60Δ

Calls
Pseudo strike
76.64
IV
65.9%
B/E move
3.3%
Puts
Pseudo strike
81.12
IV
81.9%
B/E move
3.2%

65Δ

Calls
Pseudo strike
75.65
IV
63.5%
B/E move
2.6%
Puts
Pseudo strike
82.48
IV
81.6%
B/E move
2.7%

70Δ

Calls
Pseudo strike
74.50
IV
63.0%
B/E move
1.9%
Puts
Pseudo strike
83.83
IV
81.4%
B/E move
2.1%

75Δ

Calls
Pseudo strike
73.05
IV
66.1%
B/E move
1.6%
Puts
Pseudo strike
85.36
IV
82.0%
B/E move
1.6%

80Δ

Calls
Pseudo strike
71.61
IV
69.1%
B/E move
1.3%
Puts
Pseudo strike
88.05
IV
87.9%
B/E move
1.3%

Options history

IV · four-Friday blend69.98%
Daily EOD
AUGO65.0%67.7%70.3%2026-10-19: 67.01%2026-10-20: 66.94%2026-10-21: 65.37%2026-10-22: 68.21%2026-10-23: 67.49%2026-10-26: 68.21%2026-10-27: 66.93%2026-10-28: 66.49%2026-10-29: 66.68%2026-10-30: 69.98%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
67.01%
66.94%
65.37%
68.21%
67.49%
68.21%
66.93%
66.49%
66.68%
69.98%