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Endeavour Silver Corp. EXK

BASIC MATERIALS · SILVER
i

Market dataready · fetched 2026-11-12T01:30:18.686Z

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 · 2026-11-12T00:55:34.46440029Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:30:18.257299+00:00

Share price$8.05
1D-0.2%
AH$8.08$8.14$8.21$8.28$8.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEXK
Sold putSold callAH

Endeavour Silver Corp. options

Live interpolated EXK call and put midpoint premiums by absolute delta.Endeavour Silver Corp.$0.07$0.41$0.76$1.10$1.44$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEEXK PRICE$0.11$0.16$0.22$0.28$0.33$0.39$0.45$0.51$0.56$0.62$0.68$0.83$1.34$0.11
Puts——
CallsCheap0.74×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.1283.9%14.7%7.2081.5%12.0%
25Δ8.9183.5%12.7%
30Δ8.7783.0%11.6%
35Δ8.6282.6%10.5%
40Δ8.4882.1%9.5%
45Δ8.3381.6%8.4%
50Δ8.1981.2%7.3%
55Δ8.0580.7%6.2%
60Δ7.9080.2%5.2%
65Δ7.7679.8%4.1%
70Δ7.6179.3%3.0%
75Δ7.3986.4%2.2%
80Δ6.87121.0%2.0%

20Δ

Calls
Pseudo strike
9.12
IV
83.9%
B/E move
14.7%
Puts
Pseudo strike
7.20
IV
81.5%
B/E move
12.0%

25Δ

Calls
Pseudo strike
8.91
IV
83.5%
B/E move
12.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
8.77
IV
83.0%
B/E move
11.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
8.62
IV
82.6%
B/E move
10.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
8.48
IV
82.1%
B/E move
9.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
8.33
IV
81.6%
B/E move
8.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
8.19
IV
81.2%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
8.05
IV
80.7%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
7.90
IV
80.2%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
7.76
IV
79.8%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
7.61
IV
79.3%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
7.39
IV
86.4%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
6.87
IV
121.0%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend69.27%
Daily EOD
EXK65.4%67.5%69.6%2026-10-19: 65.90%2026-10-20: 66.40%2026-10-21: 68.15%2026-10-22: 66.55%2026-10-23: 65.71%2026-10-26: 66.18%2026-10-27: 66.51%2026-10-28: 69.13%2026-10-29: 66.70%2026-10-30: 69.27%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
65.90%
66.40%
68.15%
66.55%
65.71%
66.18%
66.51%
69.13%
66.70%
69.27%