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Aura Minerals Inc. Common Shares AUGO

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Market datapartial · fetched 2026-10-22T23:23:45.334Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:00.626711175Z

FundamentalsAlpha Vantage · unavailable

Share price$78.55
1D-2.5%
AH$76.94$77.92$78.90$79.88$80.865:30 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$1.03$6.19$11.36$16.53$21.70$57.77$67.97$78.17$88.37$98.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AUGO spot · $78.55AUGO PRICE$1.58$2.02$2.51$3.03$3.67$4.37$5.07$5.91$6.76$7.71$9.27$10.83$12.37$2.09$2.81$3.54$4.28$5.30$6.46$7.60$8.67$9.75$11.28$12.95$16.45$20.21
PutsFair0.96×
CallsCheap0.90×
SkewBearish+8.22 pp
Implied moveBearish±$12.66
TiltBearish19.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ94.9270.2%22.9%67.4374.2%16.8%
25Δ91.2667.1%18.8%69.7875.8%14.7%
30Δ88.3965.2%15.7%72.0574.4%12.8%
35Δ85.9263.8%13.2%74.3172.7%10.8%
40Δ83.8363.4%11.4%76.4373.0%9.4%
45Δ81.9663.7%9.9%78.5074.3%8.3%
50Δ80.0963.9%8.4%80.5574.7%7.1%
55Δ78.3163.5%7.2%82.5472.7%6.0%
60Δ76.5463.1%6.0%84.5470.8%4.8%
65Δ74.7263.1%4.9%86.7870.0%3.9%
70Δ72.5765.7%4.2%89.1069.7%3.1%
75Δ70.4368.4%3.5%93.0674.9%2.5%
80Δ68.2867.3%2.7%97.3078.1%1.9%

20Δ

Calls
Pseudo strike
94.92
IV
70.2%
B/E move
22.9%
Puts
Pseudo strike
67.43
IV
74.2%
B/E move
16.8%

25Δ

Calls
Pseudo strike
91.26
IV
67.1%
B/E move
18.8%
Puts
Pseudo strike
69.78
IV
75.8%
B/E move
14.7%

30Δ

Calls
Pseudo strike
88.39
IV
65.2%
B/E move
15.7%
Puts
Pseudo strike
72.05
IV
74.4%
B/E move
12.8%

35Δ

Calls
Pseudo strike
85.92
IV
63.8%
B/E move
13.2%
Puts
Pseudo strike
74.31
IV
72.7%
B/E move
10.8%

40Δ

Calls
Pseudo strike
83.83
IV
63.4%
B/E move
11.4%
Puts
Pseudo strike
76.43
IV
73.0%
B/E move
9.4%

45Δ

Calls
Pseudo strike
81.96
IV
63.7%
B/E move
9.9%
Puts
Pseudo strike
78.50
IV
74.3%
B/E move
8.3%

50Δ

Calls
Pseudo strike
80.09
IV
63.9%
B/E move
8.4%
Puts
Pseudo strike
80.55
IV
74.7%
B/E move
7.1%

55Δ

Calls
Pseudo strike
78.31
IV
63.5%
B/E move
7.2%
Puts
Pseudo strike
82.54
IV
72.7%
B/E move
6.0%

60Δ

Calls
Pseudo strike
76.54
IV
63.1%
B/E move
6.0%
Puts
Pseudo strike
84.54
IV
70.8%
B/E move
4.8%

65Δ

Calls
Pseudo strike
74.72
IV
63.1%
B/E move
4.9%
Puts
Pseudo strike
86.78
IV
70.0%
B/E move
3.9%

70Δ

Calls
Pseudo strike
72.57
IV
65.7%
B/E move
4.2%
Puts
Pseudo strike
89.10
IV
69.7%
B/E move
3.1%

75Δ

Calls
Pseudo strike
70.43
IV
68.4%
B/E move
3.5%
Puts
Pseudo strike
93.06
IV
74.9%
B/E move
2.5%

80Δ

Calls
Pseudo strike
68.28
IV
67.3%
B/E move
2.7%
Puts
Pseudo strike
97.30
IV
78.1%
B/E move
1.9%

Options history

AUGO65.2466.1667.072026-10-20: 66.94%2026-10-21: 65.37%Oct 20Oct 21
Table
DateIV
66.94%
65.37%