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Ero Copper Corp. ERO

i

Market datapartial · fetched 2026-11-12T01:14:43.081Z

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 · 2026-11-12T00:16:50.228635194Z

FundamentalsAlpha Vantage · unavailable

Share price$31.01
1D-1.3%
AH$30.53$30.78$31.03$31.27$31.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMERO
Sold putSold callAH

Ero Copper Corp. options

Live interpolated ERO call and put midpoint premiums by absolute delta.Ero Copper Corp.$0.21$1.05$1.89$2.73$3.57$25.48$28.29$31.09$33.90$36.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ERO spot · $31.01ERO PRICE$0.30$0.40$0.50$0.61$0.74$0.90$1.05$1.23$1.42$1.61$1.84$2.10$2.36$0.35$0.48$0.63$0.78$1.05$1.31$1.52$1.70$1.90$2.25$2.61$2.97$3.32
PutsCheap0.73×
CallsCheap0.59×
SkewBearish+10.96 pp
Implied moveBearish±$2.57
TiltBearish16.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.6256.6%9.4%28.7062.2%8.6%
25Δ33.1357.1%8.1%29.2161.6%7.4%
30Δ32.6856.6%7.0%29.6162.9%6.5%
35Δ32.2555.6%6.0%30.0164.4%5.8%
40Δ31.8655.3%5.1%30.4268.5%5.3%
45Δ31.5156.0%4.5%30.8272.7%4.8%
50Δ31.1756.6%3.9%31.2372.8%4.2%
55Δ30.8256.7%3.3%31.6469.6%3.4%
60Δ30.4756.5%2.8%32.0667.0%2.7%
65Δ30.1256.3%2.3%32.5668.1%2.3%
70Δ29.7555.8%1.9%33.0568.9%1.9%
75Δ29.3755.1%1.5%33.5467.2%1.4%
80Δ28.9954.4%1.1%34.0365.4%1.0%

20Δ

Calls
Pseudo strike
33.62
IV
56.6%
B/E move
9.4%
Puts
Pseudo strike
28.70
IV
62.2%
B/E move
8.6%

25Δ

Calls
Pseudo strike
33.13
IV
57.1%
B/E move
8.1%
Puts
Pseudo strike
29.21
IV
61.6%
B/E move
7.4%

30Δ

Calls
Pseudo strike
32.68
IV
56.6%
B/E move
7.0%
Puts
Pseudo strike
29.61
IV
62.9%
B/E move
6.5%

35Δ

Calls
Pseudo strike
32.25
IV
55.6%
B/E move
6.0%
Puts
Pseudo strike
30.01
IV
64.4%
B/E move
5.8%

40Δ

Calls
Pseudo strike
31.86
IV
55.3%
B/E move
5.1%
Puts
Pseudo strike
30.42
IV
68.5%
B/E move
5.3%

45Δ

Calls
Pseudo strike
31.51
IV
56.0%
B/E move
4.5%
Puts
Pseudo strike
30.82
IV
72.7%
B/E move
4.8%

50Δ

Calls
Pseudo strike
31.17
IV
56.6%
B/E move
3.9%
Puts
Pseudo strike
31.23
IV
72.8%
B/E move
4.2%

55Δ

Calls
Pseudo strike
30.82
IV
56.7%
B/E move
3.3%
Puts
Pseudo strike
31.64
IV
69.6%
B/E move
3.4%

60Δ

Calls
Pseudo strike
30.47
IV
56.5%
B/E move
2.8%
Puts
Pseudo strike
32.06
IV
67.0%
B/E move
2.7%

65Δ

Calls
Pseudo strike
30.12
IV
56.3%
B/E move
2.3%
Puts
Pseudo strike
32.56
IV
68.1%
B/E move
2.3%

70Δ

Calls
Pseudo strike
29.75
IV
55.8%
B/E move
1.9%
Puts
Pseudo strike
33.05
IV
68.9%
B/E move
1.9%

75Δ

Calls
Pseudo strike
29.37
IV
55.1%
B/E move
1.5%
Puts
Pseudo strike
33.54
IV
67.2%
B/E move
1.4%

80Δ

Calls
Pseudo strike
28.99
IV
54.4%
B/E move
1.1%
Puts
Pseudo strike
34.03
IV
65.4%
B/E move
1.0%

Options history

IV · four-Friday blend63.24%
Daily close
ERO53.2%60.5%67.8%2026-08-17: 59.90%2026-08-21: 60.32%2026-08-24: 62.45%2026-08-25: 62.36%2026-08-26: 61.37%2026-08-27: 60.13%2026-08-28: 59.91%2026-08-31: 61.54%2026-09-01: 61.84%2026-09-02: 60.72%2026-09-03: 60.33%2026-09-04: 59.03%2026-09-08: 66.77%2026-09-09: 64.36%2026-09-10: 64.56%2026-09-11: 61.87%2026-09-18: 62.56%2026-09-21: 62.02%2026-09-22: 62.07%2026-09-23: 61.87%2026-09-24: 61.30%2026-09-25: 60.42%2026-09-28: 61.56%2026-09-29: 62.33%2026-09-30: 62.89%2026-10-01: 60.29%2026-10-02: 61.26%2026-10-05: 59.97%2026-10-06: 62.02%2026-10-16: 60.02%2026-10-19: 54.20%2026-10-20: 57.85%2026-10-21: 60.65%2026-10-22: 63.01%2026-10-23: 57.03%2026-10-26: 60.30%2026-10-27: 62.94%2026-10-28: 59.82%2026-10-29: 59.51%2026-10-30: 63.24%Aug 17Sep 23Oct 30
40 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
59.90%
60.32%
62.45%
62.36%
61.37%
60.13%
59.91%
61.54%
61.84%
60.72%
60.33%
59.03%
66.77%
64.36%
64.56%
61.87%
62.56%
62.02%
62.07%
61.87%
61.30%
60.42%
61.56%
62.33%
62.89%
60.29%
61.26%
59.97%
62.02%
60.02%
54.20%
57.85%
60.65%
63.01%
57.03%
60.30%
62.94%
59.82%
59.51%
63.24%