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Fortuna Mining Corp. FSM

i

Market datapartial · fetched 2026-11-11T13:46:53.454Z

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 · 2026-11-11T12:34:28.650143845Z

FundamentalsAlpha Vantage · unavailable

Share price$9.68
1D
Price history unavailable.

Fortuna Mining Corp. options

Live interpolated FSM call and put midpoint premiums by absolute delta.Fortuna Mining Corp.$0.05$0.82$1.58$2.35$3.11$7.90$8.74$9.58$10.41$11.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FSM spot · $9.68FSM PRICE$0.13$0.16$0.19$0.23$0.29$0.35$0.41$0.47$0.52$0.58$0.64$0.70$0.20$0.26$0.31$0.37$0.43$0.49$0.55$0.62$0.87$1.38$1.88$2.39$2.89
PutsExpensive1.22×
Calls——
Skew——
Implied moveBearish±$0.90
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.35108.7%15.8%
25Δ10.5362.6%10.1%8.71102.7%12.7%
30Δ10.3159.0%8.2%9.0397.2%9.9%
35Δ10.0955.4%6.2%9.2193.7%8.7%
40Δ9.9453.6%5.1%9.3890.2%7.6%
45Δ9.8353.0%4.6%9.5586.7%6.4%
50Δ9.7352.4%4.1%9.7383.2%5.2%
55Δ9.6251.8%3.6%9.9079.7%4.1%
60Δ9.5251.1%3.1%10.2481.2%3.2%
65Δ9.4150.5%2.6%10.7889.1%2.8%
70Δ9.3149.9%2.1%11.3397.0%2.4%
75Δ9.2049.3%1.7%11.88105.0%2.0%
80Δ9.0948.7%1.2%12.42112.9%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.35
IV
108.7%
B/E move
15.8%

25Δ

Calls
Pseudo strike
10.53
IV
62.6%
B/E move
10.1%
Puts
Pseudo strike
8.71
IV
102.7%
B/E move
12.7%

30Δ

Calls
Pseudo strike
10.31
IV
59.0%
B/E move
8.2%
Puts
Pseudo strike
9.03
IV
97.2%
B/E move
9.9%

35Δ

Calls
Pseudo strike
10.09
IV
55.4%
B/E move
6.2%
Puts
Pseudo strike
9.21
IV
93.7%
B/E move
8.7%

40Δ

Calls
Pseudo strike
9.94
IV
53.6%
B/E move
5.1%
Puts
Pseudo strike
9.38
IV
90.2%
B/E move
7.6%

45Δ

Calls
Pseudo strike
9.83
IV
53.0%
B/E move
4.6%
Puts
Pseudo strike
9.55
IV
86.7%
B/E move
6.4%

50Δ

Calls
Pseudo strike
9.73
IV
52.4%
B/E move
4.1%
Puts
Pseudo strike
9.73
IV
83.2%
B/E move
5.2%

55Δ

Calls
Pseudo strike
9.62
IV
51.8%
B/E move
3.6%
Puts
Pseudo strike
9.90
IV
79.7%
B/E move
4.1%

60Δ

Calls
Pseudo strike
9.52
IV
51.1%
B/E move
3.1%
Puts
Pseudo strike
10.24
IV
81.2%
B/E move
3.2%

65Δ

Calls
Pseudo strike
9.41
IV
50.5%
B/E move
2.6%
Puts
Pseudo strike
10.78
IV
89.1%
B/E move
2.8%

70Δ

Calls
Pseudo strike
9.31
IV
49.9%
B/E move
2.1%
Puts
Pseudo strike
11.33
IV
97.0%
B/E move
2.4%

75Δ

Calls
Pseudo strike
9.20
IV
49.3%
B/E move
1.7%
Puts
Pseudo strike
11.88
IV
105.0%
B/E move
2.0%

80Δ

Calls
Pseudo strike
9.09
IV
48.7%
B/E move
1.2%
Puts
Pseudo strike
12.42
IV
112.9%
B/E move
1.5%

Options history

IV · four-Friday blend59.77%
Daily EOD
FSM58.9%59.4%59.8%2026-10-21: 58.99%2026-10-22: 59.77%Oct 21Oct 22
2 observations2026-10-21 — 2026-10-22
Table
DateIV (%)
58.99%
59.77%