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Coeur Mining, Inc. CDE

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-11-10T22:27:04.153Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:39:21.657526436Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-10T22:17:17.560381+00:00

Share price$15.35
1D-1.5%
AH$15.11$15.32$15.53$15.74$15.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCDE
Sold putSold callAH

Coeur Mining, Inc. options

Live interpolated CDE call and put midpoint premiums by absolute delta.Coeur Mining, Inc.$0.08$0.34$0.60$0.86$1.12$14.07$14.81$15.55$16.30$17.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CDE spot · $15.35CDE PRICE$0.11$0.14$0.19$0.24$0.29$0.34$0.40$0.47$0.53$0.60$0.72$0.84$0.96$0.13$0.16$0.20$0.23$0.29$0.34$0.40$0.45$0.58$0.72$0.85$0.95$1.05
PutsExpensive1.27×
CallsExpensive1.45×
SkewBullish-0.80 pp
Implied moveBalanced±$0.80
TiltBearish4.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.2871.3%6.7%14.5078.1%6.3%
25Δ16.0669.5%5.6%14.6874.7%5.4%
30Δ15.9170.0%4.9%14.8571.4%4.5%
35Δ15.7871.6%4.4%15.0268.5%3.7%
40Δ15.6573.2%3.8%15.1468.1%3.2%
45Δ15.5274.8%3.3%15.2667.7%2.8%
50Δ15.3974.5%2.9%15.3867.3%2.4%
55Δ15.2673.8%2.5%15.5066.9%2.0%
60Δ15.1373.2%2.1%15.6771.5%1.7%
65Δ15.0072.5%1.6%15.8376.0%1.5%
70Δ14.8473.9%1.4%16.0080.6%1.3%
75Δ14.6875.4%1.1%16.1476.8%1.0%
80Δ14.5176.8%0.8%16.2872.8%0.8%

20Δ

Calls
Pseudo strike
16.28
IV
71.3%
B/E move
6.7%
Puts
Pseudo strike
14.50
IV
78.1%
B/E move
6.3%

25Δ

Calls
Pseudo strike
16.06
IV
69.5%
B/E move
5.6%
Puts
Pseudo strike
14.68
IV
74.7%
B/E move
5.4%

30Δ

Calls
Pseudo strike
15.91
IV
70.0%
B/E move
4.9%
Puts
Pseudo strike
14.85
IV
71.4%
B/E move
4.5%

35Δ

Calls
Pseudo strike
15.78
IV
71.6%
B/E move
4.4%
Puts
Pseudo strike
15.02
IV
68.5%
B/E move
3.7%

40Δ

Calls
Pseudo strike
15.65
IV
73.2%
B/E move
3.8%
Puts
Pseudo strike
15.14
IV
68.1%
B/E move
3.2%

45Δ

Calls
Pseudo strike
15.52
IV
74.8%
B/E move
3.3%
Puts
Pseudo strike
15.26
IV
67.7%
B/E move
2.8%

50Δ

Calls
Pseudo strike
15.39
IV
74.5%
B/E move
2.9%
Puts
Pseudo strike
15.38
IV
67.3%
B/E move
2.4%

55Δ

Calls
Pseudo strike
15.26
IV
73.8%
B/E move
2.5%
Puts
Pseudo strike
15.50
IV
66.9%
B/E move
2.0%

60Δ

Calls
Pseudo strike
15.13
IV
73.2%
B/E move
2.1%
Puts
Pseudo strike
15.67
IV
71.5%
B/E move
1.7%

65Δ

Calls
Pseudo strike
15.00
IV
72.5%
B/E move
1.6%
Puts
Pseudo strike
15.83
IV
76.0%
B/E move
1.5%

70Δ

Calls
Pseudo strike
14.84
IV
73.9%
B/E move
1.4%
Puts
Pseudo strike
16.00
IV
80.6%
B/E move
1.3%

75Δ

Calls
Pseudo strike
14.68
IV
75.4%
B/E move
1.1%
Puts
Pseudo strike
16.14
IV
76.8%
B/E move
1.0%

80Δ

Calls
Pseudo strike
14.51
IV
76.8%
B/E move
0.8%
Puts
Pseudo strike
16.28
IV
72.8%
B/E move
0.8%

Options history

IV · four-Friday blend73.43%
Daily close
CDE51.9%64.1%76.4%2026-08-12: 67.85%2026-08-13: 63.27%2026-08-14: 59.06%2026-08-17: 61.24%2026-08-18: 62.43%2026-08-19: 64.39%2026-08-20: 66.21%2026-08-21: 63.10%2026-08-24: 68.23%2026-08-25: 69.34%2026-08-26: 69.34%2026-08-27: 66.47%2026-08-28: 61.90%2026-08-31: 63.03%2026-09-01: 64.65%2026-09-02: 64.17%2026-09-03: 63.28%2026-09-04: 61.72%2026-09-08: 64.13%2026-09-09: 68.20%2026-09-10: 67.62%2026-09-11: 61.30%2026-09-14: 63.59%2026-09-15: 65.19%2026-09-16: 66.49%2026-09-17: 63.46%2026-09-18: 59.28%2026-09-21: 62.51%2026-09-22: 61.23%2026-09-23: 59.52%2026-09-24: 58.65%2026-09-25: 56.01%2026-09-28: 58.95%2026-09-29: 59.11%2026-09-30: 57.69%2026-10-01: 57.96%2026-10-02: 53.56%2026-10-05: 56.08%2026-10-06: 56.52%2026-10-07: 56.30%2026-10-08: 56.86%2026-10-09: 53.79%2026-10-12: 57.77%2026-10-13: 59.30%2026-10-14: 60.97%2026-10-15: 62.57%2026-10-16: 60.01%2026-10-19: 62.30%2026-10-20: 64.82%2026-10-21: 65.79%2026-10-22: 74.67%2026-10-23: 66.04%2026-10-26: 71.22%2026-10-27: 70.51%2026-10-28: 71.92%2026-10-29: 72.97%2026-10-30: 73.43%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
67.85%
63.27%
59.06%
61.24%
62.43%
64.39%
66.21%
63.10%
68.23%
69.34%
69.34%
66.47%
61.90%
63.03%
64.65%
64.17%
63.28%
61.72%
64.13%
68.20%
67.62%
61.30%
63.59%
65.19%
66.49%
63.46%
59.28%
62.51%
61.23%
59.52%
58.65%
56.01%
58.95%
59.11%
57.69%
57.96%
53.56%
56.08%
56.52%
56.30%
56.86%
53.79%
57.77%
59.30%
60.97%
62.57%
60.01%
62.30%
64.82%
65.79%
74.67%
66.04%
71.22%
70.51%
71.92%
72.97%
73.43%