IntraAlpha
Create free account Start free

Ivanhoe Electric Inc. IE

BASIC MATERIALS · COPPER
i

Market dataready · fetched 2026-11-07T02:05:41.597Z

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 · 2026-11-07T01:00:00.070160026Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-07T02:05:41.149146+00:00

Share price$7.58
1D+7.7%
AH$6.98$7.17$7.36$7.55$7.745:30 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.$0.10$0.49$0.89$1.28$1.68$5.83$6.67$7.52$8.36$9.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IE spot · $7.58IE PRICE$0.14$0.20$0.25$0.31$0.37$0.42$0.48$0.54$0.65$0.78$0.90$1.03$1.16$0.19$0.24$0.30$0.35$0.41$0.49$0.64$0.79$0.94$1.10$1.25$1.40$1.56
PutsCheap0.93×
CallsFair0.96×
SkewBearish+5.80 pp
Implied moveBearish±$1.12
TiltBearish14.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.9588.9%19.9%6.4596.2%17.4%
25Δ8.7588.4%18.0%6.6793.6%15.2%
30Δ8.5588.0%16.1%6.8991.1%13.0%
35Δ8.3587.5%14.2%7.1188.5%10.8%
40Δ8.1587.0%12.3%7.3386.0%8.7%
45Δ7.9586.6%10.4%7.5584.4%6.8%
50Δ7.7586.1%8.5%7.7685.7%6.1%
55Δ7.5585.7%6.7%7.9787.0%5.4%
60Δ7.3683.7%5.6%8.1788.3%4.6%
65Δ7.1881.2%4.9%8.3889.6%3.9%
70Δ6.9978.7%4.2%8.5990.9%3.2%
75Δ6.8176.2%3.5%8.8092.2%2.4%
80Δ6.6373.8%2.8%9.0193.8%1.7%

20Δ

Calls
Pseudo strike
8.95
IV
88.9%
B/E move
19.9%
Puts
Pseudo strike
6.45
IV
96.2%
B/E move
17.4%

25Δ

Calls
Pseudo strike
8.75
IV
88.4%
B/E move
18.0%
Puts
Pseudo strike
6.67
IV
93.6%
B/E move
15.2%

30Δ

Calls
Pseudo strike
8.55
IV
88.0%
B/E move
16.1%
Puts
Pseudo strike
6.89
IV
91.1%
B/E move
13.0%

35Δ

Calls
Pseudo strike
8.35
IV
87.5%
B/E move
14.2%
Puts
Pseudo strike
7.11
IV
88.5%
B/E move
10.8%

40Δ

Calls
Pseudo strike
8.15
IV
87.0%
B/E move
12.3%
Puts
Pseudo strike
7.33
IV
86.0%
B/E move
8.7%

45Δ

Calls
Pseudo strike
7.95
IV
86.6%
B/E move
10.4%
Puts
Pseudo strike
7.55
IV
84.4%
B/E move
6.8%

50Δ

Calls
Pseudo strike
7.75
IV
86.1%
B/E move
8.5%
Puts
Pseudo strike
7.76
IV
85.7%
B/E move
6.1%

55Δ

Calls
Pseudo strike
7.55
IV
85.7%
B/E move
6.7%
Puts
Pseudo strike
7.97
IV
87.0%
B/E move
5.4%

60Δ

Calls
Pseudo strike
7.36
IV
83.7%
B/E move
5.6%
Puts
Pseudo strike
8.17
IV
88.3%
B/E move
4.6%

65Δ

Calls
Pseudo strike
7.18
IV
81.2%
B/E move
4.9%
Puts
Pseudo strike
8.38
IV
89.6%
B/E move
3.9%

70Δ

Calls
Pseudo strike
6.99
IV
78.7%
B/E move
4.2%
Puts
Pseudo strike
8.59
IV
90.9%
B/E move
3.2%

75Δ

Calls
Pseudo strike
6.81
IV
76.2%
B/E move
3.5%
Puts
Pseudo strike
8.80
IV
92.2%
B/E move
2.4%

80Δ

Calls
Pseudo strike
6.63
IV
73.8%
B/E move
2.8%
Puts
Pseudo strike
9.01
IV
93.8%
B/E move
1.7%

Options history

IV · four-Friday blend77.70%
Daily close
IE69.3%75.2%81.1%2026-08-21: 76.03%2026-08-24: 74.10%2026-08-25: 75.98%2026-08-26: 74.33%2026-08-27: 73.23%2026-08-28: 74.32%2026-09-01: 71.12%2026-09-03: 72.04%2026-09-04: 70.08%2026-09-18: 77.92%2026-09-21: 78.70%2026-09-22: 79.43%2026-09-23: 78.59%2026-09-24: 76.03%2026-09-25: 76.93%2026-09-28: 78.39%2026-09-29: 78.60%2026-09-30: 75.44%2026-10-07: 76.65%2026-10-09: 80.26%2026-10-16: 74.25%2026-10-22: 75.95%2026-10-23: 77.70%2026-10-26: 76.23%2026-10-29: 76.19%2026-10-30: 77.70%Aug 21Sep 23Oct 30
26 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
76.03%
74.10%
75.98%
74.33%
73.23%
74.32%
71.12%
72.04%
70.08%
77.92%
78.70%
79.43%
78.59%
76.03%
76.93%
78.39%
78.60%
75.44%
76.65%
80.26%
74.25%
75.95%
77.70%
76.23%
76.19%
77.70%