Share price$7.68
1D-3.8%
Sold putSold callAH
Endeavour Silver Corp. EXK
i
Market datapartial · fetched 2026-10-22T21:28:36.159Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T21:21:21.233494304Z
FundamentalsAlpha Vantage · unavailable
Endeavour Silver Corp. options
PutsFair1.00×
CallsExpensive1.26×
SkewBullish-4.76 pp
Implied moveBearish±$1.34
TiltBearish10.6% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.48 | 75.4% | 25.8% | 6.46 | 76.5% | 18.8% |
| 25Δ | 9.20 | 78.5% | 22.8% | 6.71 | 75.0% | 16.4% |
| 30Δ | 8.92 | 79.9% | 20.0% | 6.96 | 73.4% | 14.0% |
| 35Δ | 8.68 | 78.2% | 17.8% | 7.21 | 71.9% | 11.6% |
| 40Δ | 8.44 | 76.4% | 15.5% | 7.46 | 70.3% | 9.2% |
| 45Δ | 8.19 | 74.7% | 13.2% | 7.69 | 70.2% | 8.0% |
| 50Δ | 7.95 | 72.9% | 11.0% | 7.91 | 70.3% | 7.1% |
| 55Δ | 7.71 | 71.2% | 8.7% | 8.12 | 70.5% | 6.1% |
| 60Δ | 7.46 | 70.2% | 6.7% | 8.34 | 70.6% | 5.2% |
| 65Δ | 7.18 | 74.2% | 5.8% | 8.56 | 70.8% | 4.2% |
| 70Δ | 6.91 | 78.1% | 5.0% | 8.78 | 70.9% | 3.3% |
| 75Δ | 6.63 | 82.0% | 4.1% | 9.00 | 71.1% | 2.4% |
| 80Δ | 6.36 | 85.9% | 3.3% | 9.46 | 74.3% | 1.7% |
20Δ
- Pseudo strike
- 9.48
- IV
- 75.4%
- B/E move
- 25.8%
- Pseudo strike
- 6.46
- IV
- 76.5%
- B/E move
- 18.8%
25Δ
- Pseudo strike
- 9.20
- IV
- 78.5%
- B/E move
- 22.8%
- Pseudo strike
- 6.71
- IV
- 75.0%
- B/E move
- 16.4%
30Δ
- Pseudo strike
- 8.92
- IV
- 79.9%
- B/E move
- 20.0%
- Pseudo strike
- 6.96
- IV
- 73.4%
- B/E move
- 14.0%
35Δ
- Pseudo strike
- 8.68
- IV
- 78.2%
- B/E move
- 17.8%
- Pseudo strike
- 7.21
- IV
- 71.9%
- B/E move
- 11.6%
40Δ
- Pseudo strike
- 8.44
- IV
- 76.4%
- B/E move
- 15.5%
- Pseudo strike
- 7.46
- IV
- 70.3%
- B/E move
- 9.2%
45Δ
- Pseudo strike
- 8.19
- IV
- 74.7%
- B/E move
- 13.2%
- Pseudo strike
- 7.69
- IV
- 70.2%
- B/E move
- 8.0%
50Δ
- Pseudo strike
- 7.95
- IV
- 72.9%
- B/E move
- 11.0%
- Pseudo strike
- 7.91
- IV
- 70.3%
- B/E move
- 7.1%
55Δ
- Pseudo strike
- 7.71
- IV
- 71.2%
- B/E move
- 8.7%
- Pseudo strike
- 8.12
- IV
- 70.5%
- B/E move
- 6.1%
60Δ
- Pseudo strike
- 7.46
- IV
- 70.2%
- B/E move
- 6.7%
- Pseudo strike
- 8.34
- IV
- 70.6%
- B/E move
- 5.2%
65Δ
- Pseudo strike
- 7.18
- IV
- 74.2%
- B/E move
- 5.8%
- Pseudo strike
- 8.56
- IV
- 70.8%
- B/E move
- 4.2%
70Δ
- Pseudo strike
- 6.91
- IV
- 78.1%
- B/E move
- 5.0%
- Pseudo strike
- 8.78
- IV
- 70.9%
- B/E move
- 3.3%
75Δ
- Pseudo strike
- 6.63
- IV
- 82.0%
- B/E move
- 4.1%
- Pseudo strike
- 9.00
- IV
- 71.1%
- B/E move
- 2.4%
80Δ
- Pseudo strike
- 6.36
- IV
- 85.9%
- B/E move
- 3.3%
- Pseudo strike
- 9.46
- IV
- 74.3%
- B/E move
- 1.7%
Options history
Table
| Date | IV |
|---|---|
| 66.40% | |
| 68.15% |