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Ero Copper Corp ERO

BASIC MATERIALS · COPPER
i

Market dataready · fetched 2026-10-22T21:33:53.411Z

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 · 2026-10-22T21:30:33.080252176Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:33:52.533945+00:00

Share price$29.90
1D-0.9%
AH$29.94$30.11$30.29$30.46$30.635:30 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$0.45$1.94$3.42$4.90$6.39$21.19$26.12$31.05$35.98$40.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ERO spot · $29.90ERO PRICE$0.61$0.83$1.03$1.28$1.51$1.83$2.15$2.50$2.96$3.40$4.02$4.66$5.96$0.63$0.85$1.07$1.36$1.68$2.09$2.41$2.72$3.12$3.55$4.02$4.60$5.15
PutsCheap0.75×
CallsExpensive1.06×
SkewBullish-13.86 pp
Implied moveBearish±$4.56
TiltBalanced0.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.2871.5%23.4%26.3460.7%14.0%
25Δ35.1972.9%20.5%27.0861.6%12.3%
30Δ33.9871.0%17.1%27.8260.6%10.5%
35Δ33.0871.5%14.9%28.4961.3%9.3%
40Δ32.1670.1%12.6%29.1462.7%8.2%
45Δ31.3971.4%11.1%29.8164.8%7.3%
50Δ30.6272.1%9.6%30.4763.7%6.2%
55Δ29.8472.1%8.1%31.1261.7%5.0%
60Δ29.0774.7%7.1%31.7960.8%4.1%
65Δ28.2774.9%5.9%32.4659.6%3.3%
70Δ27.3777.8%5.0%33.1558.5%2.5%
75Δ26.4579.1%4.0%33.9357.8%1.9%
80Δ24.9990.7%3.5%34.6655.6%1.3%

20Δ

Calls
Pseudo strike
36.28
IV
71.5%
B/E move
23.4%
Puts
Pseudo strike
26.34
IV
60.7%
B/E move
14.0%

25Δ

Calls
Pseudo strike
35.19
IV
72.9%
B/E move
20.5%
Puts
Pseudo strike
27.08
IV
61.6%
B/E move
12.3%

30Δ

Calls
Pseudo strike
33.98
IV
71.0%
B/E move
17.1%
Puts
Pseudo strike
27.82
IV
60.6%
B/E move
10.5%

35Δ

Calls
Pseudo strike
33.08
IV
71.5%
B/E move
14.9%
Puts
Pseudo strike
28.49
IV
61.3%
B/E move
9.3%

40Δ

Calls
Pseudo strike
32.16
IV
70.1%
B/E move
12.6%
Puts
Pseudo strike
29.14
IV
62.7%
B/E move
8.2%

45Δ

Calls
Pseudo strike
31.39
IV
71.4%
B/E move
11.1%
Puts
Pseudo strike
29.81
IV
64.8%
B/E move
7.3%

50Δ

Calls
Pseudo strike
30.62
IV
72.1%
B/E move
9.6%
Puts
Pseudo strike
30.47
IV
63.7%
B/E move
6.2%

55Δ

Calls
Pseudo strike
29.84
IV
72.1%
B/E move
8.1%
Puts
Pseudo strike
31.12
IV
61.7%
B/E move
5.0%

60Δ

Calls
Pseudo strike
29.07
IV
74.7%
B/E move
7.1%
Puts
Pseudo strike
31.79
IV
60.8%
B/E move
4.1%

65Δ

Calls
Pseudo strike
28.27
IV
74.9%
B/E move
5.9%
Puts
Pseudo strike
32.46
IV
59.6%
B/E move
3.3%

70Δ

Calls
Pseudo strike
27.37
IV
77.8%
B/E move
5.0%
Puts
Pseudo strike
33.15
IV
58.5%
B/E move
2.5%

75Δ

Calls
Pseudo strike
26.45
IV
79.1%
B/E move
4.0%
Puts
Pseudo strike
33.93
IV
57.8%
B/E move
1.9%

80Δ

Calls
Pseudo strike
24.99
IV
90.7%
B/E move
3.5%
Puts
Pseudo strike
34.66
IV
55.6%
B/E move
1.3%

Options history

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