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Aura Minerals Inc. Common Shares AUGO

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Market datapartial · fetched 2026-10-23T23:11:09.289Z

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 · 2026-10-23T20:00:00.498751498Z

FundamentalsAlpha Vantage · unavailable

Share price$78.07
1D+0.3%
AH$75.76$76.73$77.70$78.67$79.645:30 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$0.88$6.20$11.53$16.86$22.18$58.48$68.14$77.80$87.46$97.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AUGO spot · $78.07AUGO PRICE$1.45$1.84$2.39$2.95$3.63$4.32$5.07$6.00$6.94$8.10$9.55$11.05$13.07$2.14$2.67$3.38$4.12$4.97$5.94$6.90$8.21$9.56$11.35$13.58$16.24$20.65
PutsFair1.01×
CallsCheap0.93×
SkewBearish+7.19 pp
Implied moveBearish±$11.97
TiltBearish17.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.0265.9%21.0%66.4979.6%17.6%
25Δ89.0660.8%16.4%69.5574.5%14.3%
30Δ87.0862.1%14.6%71.8072.8%12.4%
35Δ85.1063.4%12.8%73.9271.8%10.6%
40Δ83.2564.0%11.3%75.9571.1%9.1%
45Δ81.4164.5%9.8%77.8770.7%7.9%
50Δ79.5865.1%8.4%79.8070.3%6.6%
55Δ77.7965.9%7.3%81.8770.5%5.7%
60Δ75.9966.6%6.2%83.9470.8%4.7%
65Δ74.0567.9%5.2%86.3772.0%3.9%
70Δ71.9569.9%4.4%89.1674.2%3.2%
75Δ69.8171.9%3.6%92.3775.8%2.5%
80Δ67.1873.6%2.8%97.2481.5%1.9%

20Δ

Calls
Pseudo strike
93.02
IV
65.9%
B/E move
21.0%
Puts
Pseudo strike
66.49
IV
79.6%
B/E move
17.6%

25Δ

Calls
Pseudo strike
89.06
IV
60.8%
B/E move
16.4%
Puts
Pseudo strike
69.55
IV
74.5%
B/E move
14.3%

30Δ

Calls
Pseudo strike
87.08
IV
62.1%
B/E move
14.6%
Puts
Pseudo strike
71.80
IV
72.8%
B/E move
12.4%

35Δ

Calls
Pseudo strike
85.10
IV
63.4%
B/E move
12.8%
Puts
Pseudo strike
73.92
IV
71.8%
B/E move
10.6%

40Δ

Calls
Pseudo strike
83.25
IV
64.0%
B/E move
11.3%
Puts
Pseudo strike
75.95
IV
71.1%
B/E move
9.1%

45Δ

Calls
Pseudo strike
81.41
IV
64.5%
B/E move
9.8%
Puts
Pseudo strike
77.87
IV
70.7%
B/E move
7.9%

50Δ

Calls
Pseudo strike
79.58
IV
65.1%
B/E move
8.4%
Puts
Pseudo strike
79.80
IV
70.3%
B/E move
6.6%

55Δ

Calls
Pseudo strike
77.79
IV
65.9%
B/E move
7.3%
Puts
Pseudo strike
81.87
IV
70.5%
B/E move
5.7%

60Δ

Calls
Pseudo strike
75.99
IV
66.6%
B/E move
6.2%
Puts
Pseudo strike
83.94
IV
70.8%
B/E move
4.7%

65Δ

Calls
Pseudo strike
74.05
IV
67.9%
B/E move
5.2%
Puts
Pseudo strike
86.37
IV
72.0%
B/E move
3.9%

70Δ

Calls
Pseudo strike
71.95
IV
69.9%
B/E move
4.4%
Puts
Pseudo strike
89.16
IV
74.2%
B/E move
3.2%

75Δ

Calls
Pseudo strike
69.81
IV
71.9%
B/E move
3.6%
Puts
Pseudo strike
92.37
IV
75.8%
B/E move
2.5%

80Δ

Calls
Pseudo strike
67.18
IV
73.6%
B/E move
2.8%
Puts
Pseudo strike
97.24
IV
81.5%
B/E move
1.9%

Options history

AUGO65.1466.7968.442026-10-20: 66.94%2026-10-21: 65.37%2026-10-22: 68.21%Oct 20Oct 22
Table
DateIV
66.94%
65.37%
68.21%