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Ero Copper Corp. ERO

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Market datapartial · fetched 2026-10-22T18:31:53.171Z

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 · 2026-10-22T18:31:44.128432667Z

FundamentalsAlpha Vantage · unavailable

Share price$30.28
1D-0.9%
$29.94$30.11$30.29$30.46$30.635:30 AM6:30 AM9:00 AM1:00 PMERO
Sold putSold call

Ero Copper Corp. options

Live interpolated ERO call and put midpoint premiums by absolute delta.Ero Copper Corp.$0.40$1.89$3.37$4.85$6.34$21.55$26.38$31.21$36.04$40.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ERO spot · $30.27ERO PRICE$0.56$0.77$0.98$1.21$1.45$1.71$2.00$2.32$2.69$3.08$3.47$4.19$4.73$0.68$0.91$1.17$1.46$1.80$2.17$2.55$2.98$3.41$3.86$4.63$5.29$5.91
PutsCheap0.81×
CallsCheap0.94×
SkewBullish-1.02 pp
Implied moveBearish±$4.55
TiltBearish11.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.9464.1%20.6%26.4664.9%14.8%
25Δ35.0366.0%18.2%27.3164.4%12.8%
30Δ34.0966.3%15.8%28.0565.1%11.2%
35Δ33.2366.5%13.8%28.7765.1%9.8%
40Δ32.4166.1%11.8%29.4865.9%8.6%
45Δ31.6365.7%10.1%30.1966.6%7.5%
50Δ30.8965.5%8.6%30.9066.2%6.3%
55Δ30.1865.4%7.4%31.6365.9%5.4%
60Δ29.4765.9%6.2%32.3565.0%4.4%
65Δ28.7665.9%5.2%33.0863.6%3.5%
70Δ28.0664.8%4.1%34.0465.6%2.9%
75Δ27.1468.8%3.5%34.9264.6%2.1%
80Δ26.3467.4%2.6%35.7562.1%1.4%

20Δ

Calls
Pseudo strike
35.94
IV
64.1%
B/E move
20.6%
Puts
Pseudo strike
26.46
IV
64.9%
B/E move
14.8%

25Δ

Calls
Pseudo strike
35.03
IV
66.0%
B/E move
18.2%
Puts
Pseudo strike
27.31
IV
64.4%
B/E move
12.8%

30Δ

Calls
Pseudo strike
34.09
IV
66.3%
B/E move
15.8%
Puts
Pseudo strike
28.05
IV
65.1%
B/E move
11.2%

35Δ

Calls
Pseudo strike
33.23
IV
66.5%
B/E move
13.8%
Puts
Pseudo strike
28.77
IV
65.1%
B/E move
9.8%

40Δ

Calls
Pseudo strike
32.41
IV
66.1%
B/E move
11.8%
Puts
Pseudo strike
29.48
IV
65.9%
B/E move
8.6%

45Δ

Calls
Pseudo strike
31.63
IV
65.7%
B/E move
10.1%
Puts
Pseudo strike
30.19
IV
66.6%
B/E move
7.5%

50Δ

Calls
Pseudo strike
30.89
IV
65.5%
B/E move
8.6%
Puts
Pseudo strike
30.90
IV
66.2%
B/E move
6.3%

55Δ

Calls
Pseudo strike
30.18
IV
65.4%
B/E move
7.4%
Puts
Pseudo strike
31.63
IV
65.9%
B/E move
5.4%

60Δ

Calls
Pseudo strike
29.47
IV
65.9%
B/E move
6.2%
Puts
Pseudo strike
32.35
IV
65.0%
B/E move
4.4%

65Δ

Calls
Pseudo strike
28.76
IV
65.9%
B/E move
5.2%
Puts
Pseudo strike
33.08
IV
63.6%
B/E move
3.5%

70Δ

Calls
Pseudo strike
28.06
IV
64.8%
B/E move
4.1%
Puts
Pseudo strike
34.04
IV
65.6%
B/E move
2.9%

75Δ

Calls
Pseudo strike
27.14
IV
68.8%
B/E move
3.5%
Puts
Pseudo strike
34.92
IV
64.6%
B/E move
2.1%

80Δ

Calls
Pseudo strike
26.34
IV
67.4%
B/E move
2.6%
Puts
Pseudo strike
35.75
IV
62.1%
B/E move
1.4%

Options history

ERO57.5759.2260.872026-10-20: 57.80%2026-10-21: 60.64%Oct 20Oct 21
Table
DateIV
57.80%
60.64%