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Ivanhoe Electric Inc. IE

BASIC MATERIALS · COPPER
i

Market dataready · fetched 2026-10-15T20:03:08.598Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:00.806029438Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:03:08.181166+00:00

Share price$8.73
1D+8.3%
AH$7.90$8.12$8.35$8.58$8.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIE
Sold putSold callAH

Ivanhoe Electric Inc. options

Live interpolated IE call and put midpoint premiums by absolute delta.Ivanhoe Electric Inc.$0.00$0.90$1.80$2.70$3.60$-3.05$0.35$3.75$7.15$10.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $8.73OPTION PRICELive IE spot · $8.73IE PRICE$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.29$0.41$0.53$0.64$0.76$0.88$0.99$1.11$1.23$1.34$1.46$2.09$3.34
PutsExpensive4.76×
CallsCheap-20.78×
SkewBearish+2631.01 pp
Implied moveBearish±$1.02
TiltBearish95.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.69-558.9%91.8%7.91255.5%12.7%
25Δ-2.99-848.0%134.0%8.11266.4%11.8%
30Δ-6.67-1137.1%176.1%8.31277.2%10.9%
35Δ-10.34-1426.2%218.2%8.51288.0%9.9%
40Δ-14.02-1715.3%260.3%8.70298.8%9.0%
45Δ-17.70-2004.4%302.4%8.90309.6%8.1%
50Δ-21.37-2293.5%344.5%9.10320.4%7.1%
55Δ-25.05-2582.7%386.7%9.30331.2%6.2%
60Δ-28.73-2871.8%428.8%9.50342.0%5.3%
65Δ-32.40-3160.9%470.9%9.69352.8%4.4%
70Δ-36.08-3450.0%513.0%9.89363.6%3.4%
75Δ-39.76-3739.1%555.1%10.57426.8%2.9%
80Δ-43.43-4028.2%597.2%11.83555.0%2.7%

20Δ

Calls
Pseudo strike
0.69
IV
-558.9%
B/E move
91.8%
Puts
Pseudo strike
7.91
IV
255.5%
B/E move
12.7%

25Δ

Calls
Pseudo strike
-2.99
IV
-848.0%
B/E move
134.0%
Puts
Pseudo strike
8.11
IV
266.4%
B/E move
11.8%

30Δ

Calls
Pseudo strike
-6.67
IV
-1137.1%
B/E move
176.1%
Puts
Pseudo strike
8.31
IV
277.2%
B/E move
10.9%

35Δ

Calls
Pseudo strike
-10.34
IV
-1426.2%
B/E move
218.2%
Puts
Pseudo strike
8.51
IV
288.0%
B/E move
9.9%

40Δ

Calls
Pseudo strike
-14.02
IV
-1715.3%
B/E move
260.3%
Puts
Pseudo strike
8.70
IV
298.8%
B/E move
9.0%

45Δ

Calls
Pseudo strike
-17.70
IV
-2004.4%
B/E move
302.4%
Puts
Pseudo strike
8.90
IV
309.6%
B/E move
8.1%

50Δ

Calls
Pseudo strike
-21.37
IV
-2293.5%
B/E move
344.5%
Puts
Pseudo strike
9.10
IV
320.4%
B/E move
7.1%

55Δ

Calls
Pseudo strike
-25.05
IV
-2582.7%
B/E move
386.7%
Puts
Pseudo strike
9.30
IV
331.2%
B/E move
6.2%

60Δ

Calls
Pseudo strike
-28.73
IV
-2871.8%
B/E move
428.8%
Puts
Pseudo strike
9.50
IV
342.0%
B/E move
5.3%

65Δ

Calls
Pseudo strike
-32.40
IV
-3160.9%
B/E move
470.9%
Puts
Pseudo strike
9.69
IV
352.8%
B/E move
4.4%

70Δ

Calls
Pseudo strike
-36.08
IV
-3450.0%
B/E move
513.0%
Puts
Pseudo strike
9.89
IV
363.6%
B/E move
3.4%

75Δ

Calls
Pseudo strike
-39.76
IV
-3739.1%
B/E move
555.1%
Puts
Pseudo strike
10.57
IV
426.8%
B/E move
2.9%

80Δ

Calls
Pseudo strike
-43.43
IV
-4028.2%
B/E move
597.2%
Puts
Pseudo strike
11.83
IV
555.0%
B/E move
2.7%