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Compania de Minas Buenaventura S.A. BVN

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Market datapartial · fetched 2026-10-22T23:22:05.910Z

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 · 2026-10-22T23:00:00.002549176Z

FundamentalsAlpha Vantage · unavailable

Share price$28.49
1D-4.0%
AH$28.08$28.51$28.94$29.37$29.805:30 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.$0.45$2.02$3.58$5.15$6.72$22.74$25.83$28.91$32.00$35.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BVN spot · $28.49BVN PRICE$0.71$0.92$0.83$1.05$1.44$1.83$1.52$1.97$2.35$2.61$3.18$3.70$4.02$0.80$0.62$0.72$0.91$1.11$1.57$2.11$2.44$2.80$3.27$4.40$4.81$6.27
PutsFair1.04×
CallsExpensive1.61×
SkewBullish-9.07 pp
Implied moveBearish±$3.63
TiltBearish9.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.3888.3%30.2%24.5077.1%16.8%
25Δ35.6490.9%28.3%26.2948.3%9.9%
30Δ31.6258.8%13.9%26.9844.2%7.8%
35Δ30.9460.2%12.3%27.4444.4%6.9%
40Δ30.4868.0%12.0%27.9044.7%6.0%
45Δ30.0275.7%11.8%28.4351.0%5.7%
50Δ28.8551.4%6.6%28.9858.9%5.7%
55Δ28.3357.6%6.4%29.5758.2%4.8%
60Δ27.7860.7%5.7%30.1857.5%3.9%
65Δ27.1958.7%4.6%30.8557.9%3.2%
70Δ26.4462.4%4.0%32.0965.0%2.8%
75Δ25.7364.0%3.3%32.6963.2%2.1%
80Δ25.1460.1%2.4%34.3168.3%1.6%

20Δ

Calls
Pseudo strike
36.38
IV
88.3%
B/E move
30.2%
Puts
Pseudo strike
24.50
IV
77.1%
B/E move
16.8%

25Δ

Calls
Pseudo strike
35.64
IV
90.9%
B/E move
28.3%
Puts
Pseudo strike
26.29
IV
48.3%
B/E move
9.9%

30Δ

Calls
Pseudo strike
31.62
IV
58.8%
B/E move
13.9%
Puts
Pseudo strike
26.98
IV
44.2%
B/E move
7.8%

35Δ

Calls
Pseudo strike
30.94
IV
60.2%
B/E move
12.3%
Puts
Pseudo strike
27.44
IV
44.4%
B/E move
6.9%

40Δ

Calls
Pseudo strike
30.48
IV
68.0%
B/E move
12.0%
Puts
Pseudo strike
27.90
IV
44.7%
B/E move
6.0%

45Δ

Calls
Pseudo strike
30.02
IV
75.7%
B/E move
11.8%
Puts
Pseudo strike
28.43
IV
51.0%
B/E move
5.7%

50Δ

Calls
Pseudo strike
28.85
IV
51.4%
B/E move
6.6%
Puts
Pseudo strike
28.98
IV
58.9%
B/E move
5.7%

55Δ

Calls
Pseudo strike
28.33
IV
57.6%
B/E move
6.4%
Puts
Pseudo strike
29.57
IV
58.2%
B/E move
4.8%

60Δ

Calls
Pseudo strike
27.78
IV
60.7%
B/E move
5.7%
Puts
Pseudo strike
30.18
IV
57.5%
B/E move
3.9%

65Δ

Calls
Pseudo strike
27.19
IV
58.7%
B/E move
4.6%
Puts
Pseudo strike
30.85
IV
57.9%
B/E move
3.2%

70Δ

Calls
Pseudo strike
26.44
IV
62.4%
B/E move
4.0%
Puts
Pseudo strike
32.09
IV
65.0%
B/E move
2.8%

75Δ

Calls
Pseudo strike
25.73
IV
64.0%
B/E move
3.3%
Puts
Pseudo strike
32.69
IV
63.2%
B/E move
2.1%

80Δ

Calls
Pseudo strike
25.14
IV
60.1%
B/E move
2.4%
Puts
Pseudo strike
34.31
IV
68.3%
B/E move
1.6%

Options history

BVN52.6253.1453.652026-10-20: 52.69%2026-10-21: 53.58%Oct 20Oct 21
Table
DateIV
52.69%
53.58%