IntraAlpha
Create free account Start free

Compania de Minas Buenaventura S.A. BVN

i

Market datapartial · fetched 2026-11-12T03:09:39.459Z

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 · 2026-11-12T00:00:00.001638558Z

FundamentalsAlpha Vantage · unavailable

Share price$26.10
1D-3.3%
AH$25.79$26.11$26.43$26.76$27.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBVN
Sold putSold callAH

Compania de Minas Buenaventura S.A. options

Live interpolated BVN call and put midpoint premiums by absolute delta.Compania de Minas Buenaventura S.A.$0.65$1.25$1.85$2.45$3.05$20.91$23.76$26.61$29.45$32.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BVN spot · $26.10BVN PRICE$0.72$0.99$1.25$1.52$1.77$2.02$2.12$2.23$2.33$1.07$1.07$0.86$0.93$1.01$1.17$1.36$1.55$2.71$2.79$2.87
Puts——
Calls——
Skew——
Implied moveBullish±$2.43
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.06203.6%23.4%
25Δ22.82157.5%16.7%
30Δ
35Δ25.0584.0%7.3%
40Δ26.7860.2%5.3%25.4876.2%6.0%
45Δ26.5069.9%5.3%25.9168.3%4.6%
50Δ26.2379.7%5.3%26.2766.2%3.8%
55Δ25.9287.7%5.1%26.6165.7%3.3%
60Δ25.4787.4%4.4%26.9565.2%2.7%
65Δ25.0287.1%3.6%
70Δ24.7279.9%2.8%28.1884.3%2.4%
75Δ24.4372.4%2.1%28.4176.1%1.9%
80Δ24.1464.9%1.4%28.6467.8%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.06
IV
203.6%
B/E move
23.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.82
IV
157.5%
B/E move
16.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.05
IV
84.0%
B/E move
7.3%

40Δ

Calls
Pseudo strike
26.78
IV
60.2%
B/E move
5.3%
Puts
Pseudo strike
25.48
IV
76.2%
B/E move
6.0%

45Δ

Calls
Pseudo strike
26.50
IV
69.9%
B/E move
5.3%
Puts
Pseudo strike
25.91
IV
68.3%
B/E move
4.6%

50Δ

Calls
Pseudo strike
26.23
IV
79.7%
B/E move
5.3%
Puts
Pseudo strike
26.27
IV
66.2%
B/E move
3.8%

55Δ

Calls
Pseudo strike
25.92
IV
87.7%
B/E move
5.1%
Puts
Pseudo strike
26.61
IV
65.7%
B/E move
3.3%

60Δ

Calls
Pseudo strike
25.47
IV
87.4%
B/E move
4.4%
Puts
Pseudo strike
26.95
IV
65.2%
B/E move
2.7%

65Δ

Calls
Pseudo strike
25.02
IV
87.1%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
24.72
IV
79.9%
B/E move
2.8%
Puts
Pseudo strike
28.18
IV
84.3%
B/E move
2.4%

75Δ

Calls
Pseudo strike
24.43
IV
72.4%
B/E move
2.1%
Puts
Pseudo strike
28.41
IV
76.1%
B/E move
1.9%

80Δ

Calls
Pseudo strike
24.14
IV
64.9%
B/E move
1.4%
Puts
Pseudo strike
28.64
IV
67.8%
B/E move
1.3%

Options history

IV · four-Friday blend54.78%
Daily close
BVN46.8%63.9%81.0%2026-08-13: 56.32%2026-08-14: 54.14%2026-08-17: 60.80%2026-08-18: 67.16%2026-08-19: 72.83%2026-08-20: 78.65%2026-08-21: 57.16%2026-08-24: 58.00%2026-08-25: 56.77%2026-08-26: 57.68%2026-08-27: 55.42%2026-08-28: 57.53%2026-08-31: 57.09%2026-09-01: 55.11%2026-09-02: 56.65%2026-09-03: 57.48%2026-09-04: 53.03%2026-09-08: 59.14%2026-09-09: 57.08%2026-09-10: 57.13%2026-09-11: 54.01%2026-09-14: 57.11%2026-09-15: 65.62%2026-09-16: 73.13%2026-09-18: 56.99%2026-09-21: 56.79%2026-09-22: 56.83%2026-09-23: 57.16%2026-09-24: 56.44%2026-09-25: 55.13%2026-09-28: 54.35%2026-09-29: 53.26%2026-09-30: 52.25%2026-10-01: 52.21%2026-10-02: 53.30%2026-10-05: 52.84%2026-10-06: 52.33%2026-10-07: 54.91%2026-10-08: 51.65%2026-10-09: 52.13%2026-10-12: 50.96%2026-10-13: 58.71%2026-10-14: 70.28%2026-10-15: 67.87%2026-10-16: 49.17%2026-10-19: 52.37%2026-10-20: 52.02%2026-10-21: 53.65%2026-10-22: 55.54%2026-10-23: 57.69%2026-10-26: 57.85%2026-10-27: 53.31%2026-10-28: 58.29%2026-10-29: 60.46%2026-10-30: 54.78%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
56.32%
54.14%
60.80%
67.16%
72.83%
78.65%
57.16%
58.00%
56.77%
57.68%
55.42%
57.53%
57.09%
55.11%
56.65%
57.48%
53.03%
59.14%
57.08%
57.13%
54.01%
57.11%
65.62%
73.13%
56.99%
56.79%
56.83%
57.16%
56.44%
55.13%
54.35%
53.26%
52.25%
52.21%
53.30%
52.84%
52.33%
54.91%
51.65%
52.13%
50.96%
58.71%
70.28%
67.87%
49.17%
52.37%
52.02%
53.65%
55.54%
57.69%
57.85%
53.31%
58.29%
60.46%
54.78%