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Ivanhoe Electric Inc. IE

BASIC MATERIALS · COPPER
i

Market dataready · fetched 2026-10-15T20:34:52.557Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.006339557Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:34:51.334886+00:00

Share price$8.73
1D+8.4%
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$3.74$7.13$10.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $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$2.08$3.34
PutsExpensive4.77×
CallsCheap-21.56×
SkewBearish+2660.58 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
20Δ0.69-565.2%91.8%7.91258.4%12.7%
25Δ-2.99-857.5%134.0%8.11269.3%11.8%
30Δ-6.67-1149.9%176.1%8.31280.3%10.9%
35Δ-10.34-1442.3%218.2%8.51291.2%9.9%
40Δ-14.02-1734.6%260.3%8.70302.1%9.0%
45Δ-17.70-2027.0%302.4%8.90313.0%8.1%
50Δ-21.37-2319.4%344.6%9.10323.9%7.1%
55Δ-25.05-2611.7%386.7%9.30334.9%6.2%
60Δ-28.73-2904.1%428.8%9.50345.8%5.3%
65Δ-32.41-3196.4%470.9%9.69356.7%4.4%
70Δ-36.08-3488.8%513.0%9.89367.6%3.4%
75Δ-39.76-3781.2%555.1%10.57431.6%2.9%
80Δ-43.44-4073.5%597.3%11.83561.2%2.7%

20Δ

Calls
Pseudo strike
0.69
IV
-565.2%
B/E move
91.8%
Puts
Pseudo strike
7.91
IV
258.4%
B/E move
12.7%

25Δ

Calls
Pseudo strike
-2.99
IV
-857.5%
B/E move
134.0%
Puts
Pseudo strike
8.11
IV
269.3%
B/E move
11.8%

30Δ

Calls
Pseudo strike
-6.67
IV
-1149.9%
B/E move
176.1%
Puts
Pseudo strike
8.31
IV
280.3%
B/E move
10.9%

35Δ

Calls
Pseudo strike
-10.34
IV
-1442.3%
B/E move
218.2%
Puts
Pseudo strike
8.51
IV
291.2%
B/E move
9.9%

40Δ

Calls
Pseudo strike
-14.02
IV
-1734.6%
B/E move
260.3%
Puts
Pseudo strike
8.70
IV
302.1%
B/E move
9.0%

45Δ

Calls
Pseudo strike
-17.70
IV
-2027.0%
B/E move
302.4%
Puts
Pseudo strike
8.90
IV
313.0%
B/E move
8.1%

50Δ

Calls
Pseudo strike
-21.37
IV
-2319.4%
B/E move
344.6%
Puts
Pseudo strike
9.10
IV
323.9%
B/E move
7.1%

55Δ

Calls
Pseudo strike
-25.05
IV
-2611.7%
B/E move
386.7%
Puts
Pseudo strike
9.30
IV
334.9%
B/E move
6.2%

60Δ

Calls
Pseudo strike
-28.73
IV
-2904.1%
B/E move
428.8%
Puts
Pseudo strike
9.50
IV
345.8%
B/E move
5.3%

65Δ

Calls
Pseudo strike
-32.41
IV
-3196.4%
B/E move
470.9%
Puts
Pseudo strike
9.69
IV
356.7%
B/E move
4.4%

70Δ

Calls
Pseudo strike
-36.08
IV
-3488.8%
B/E move
513.0%
Puts
Pseudo strike
9.89
IV
367.6%
B/E move
3.4%

75Δ

Calls
Pseudo strike
-39.76
IV
-3781.2%
B/E move
555.1%
Puts
Pseudo strike
10.57
IV
431.6%
B/E move
2.9%

80Δ

Calls
Pseudo strike
-43.44
IV
-4073.5%
B/E move
597.3%
Puts
Pseudo strike
11.83
IV
561.2%
B/E move
2.7%