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Pan American Silver Corp. PAAS

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Market datapartial · fetched 2026-11-10T22:17:53.467Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:44:58.315652801Z

FundamentalsAlpha Vantage · unavailable

Share price$39.88
1D-1.1%
AH$39.22$39.65$40.08$40.51$40.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPAAS
Sold putSold callAH

Pan American Silver Corp. options

Live interpolated PAAS call and put midpoint premiums by absolute delta.Pan American Silver Corp.$0.19$0.71$1.24$1.76$2.29$37.34$38.85$40.36$41.87$43.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PAAS spot · $39.88PAAS PRICE$0.24$0.32$0.43$0.54$0.64$0.76$0.90$1.04$1.28$1.60$1.78$1.96$2.14$0.25$0.33$0.43$0.51$0.52$0.66$0.81$0.93$1.03$1.19$1.41$1.73$1.94
PutsExpensive1.27×
CallsExpensive2.07×
SkewBullish-11.19 pp
Implied moveBullish±$1.71
TiltBullish7.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.8861.6%5.6%38.1858.8%4.9%
25Δ41.4560.4%4.8%38.5259.6%4.2%
30Δ41.1863.4%4.3%38.8160.6%3.8%
35Δ40.8864.9%3.9%39.1258.2%3.2%
40Δ40.5563.7%3.3%39.4749.6%2.3%
45Δ40.2564.0%2.8%39.7151.5%2.1%
50Δ39.9664.3%2.5%39.9454.2%1.9%
55Δ39.6764.1%2.1%40.1753.3%1.6%
60Δ39.3367.7%1.8%40.4051.1%1.3%
65Δ38.9574.8%1.7%40.6651.0%1.0%
70Δ38.6372.1%1.3%40.9552.4%0.9%
75Δ38.3268.8%1.0%41.3355.3%0.7%
80Δ38.0265.0%0.7%41.6053.7%0.5%

20Δ

Calls
Pseudo strike
41.88
IV
61.6%
B/E move
5.6%
Puts
Pseudo strike
38.18
IV
58.8%
B/E move
4.9%

25Δ

Calls
Pseudo strike
41.45
IV
60.4%
B/E move
4.8%
Puts
Pseudo strike
38.52
IV
59.6%
B/E move
4.2%

30Δ

Calls
Pseudo strike
41.18
IV
63.4%
B/E move
4.3%
Puts
Pseudo strike
38.81
IV
60.6%
B/E move
3.8%

35Δ

Calls
Pseudo strike
40.88
IV
64.9%
B/E move
3.9%
Puts
Pseudo strike
39.12
IV
58.2%
B/E move
3.2%

40Δ

Calls
Pseudo strike
40.55
IV
63.7%
B/E move
3.3%
Puts
Pseudo strike
39.47
IV
49.6%
B/E move
2.3%

45Δ

Calls
Pseudo strike
40.25
IV
64.0%
B/E move
2.8%
Puts
Pseudo strike
39.71
IV
51.5%
B/E move
2.1%

50Δ

Calls
Pseudo strike
39.96
IV
64.3%
B/E move
2.5%
Puts
Pseudo strike
39.94
IV
54.2%
B/E move
1.9%

55Δ

Calls
Pseudo strike
39.67
IV
64.1%
B/E move
2.1%
Puts
Pseudo strike
40.17
IV
53.3%
B/E move
1.6%

60Δ

Calls
Pseudo strike
39.33
IV
67.7%
B/E move
1.8%
Puts
Pseudo strike
40.40
IV
51.1%
B/E move
1.3%

65Δ

Calls
Pseudo strike
38.95
IV
74.8%
B/E move
1.7%
Puts
Pseudo strike
40.66
IV
51.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
38.63
IV
72.1%
B/E move
1.3%
Puts
Pseudo strike
40.95
IV
52.4%
B/E move
0.9%

75Δ

Calls
Pseudo strike
38.32
IV
68.8%
B/E move
1.0%
Puts
Pseudo strike
41.33
IV
55.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
38.02
IV
65.0%
B/E move
0.7%
Puts
Pseudo strike
41.60
IV
53.7%
B/E move
0.5%

Options history

IV · four-Friday blend67.80%
Daily close
PAAS40.8%55.3%69.8%2026-08-12: 65.86%2026-08-13: 50.51%2026-08-14: 47.53%2026-08-17: 50.44%2026-08-18: 50.15%2026-08-19: 51.02%2026-08-20: 51.78%2026-08-21: 48.21%2026-08-24: 52.15%2026-08-25: 54.41%2026-08-26: 52.79%2026-08-27: 52.43%2026-08-28: 47.60%2026-08-31: 49.51%2026-09-01: 49.97%2026-09-02: 47.73%2026-09-03: 50.09%2026-09-04: 46.62%2026-09-08: 53.82%2026-09-09: 53.41%2026-09-10: 54.99%2026-09-11: 46.78%2026-09-14: 53.19%2026-09-15: 52.54%2026-09-16: 51.84%2026-09-17: 48.52%2026-09-18: 45.84%2026-09-21: 50.64%2026-09-22: 49.77%2026-09-23: 47.77%2026-09-24: 49.57%2026-09-25: 46.70%2026-09-28: 50.50%2026-09-29: 49.39%2026-09-30: 50.21%2026-10-01: 49.50%2026-10-02: 43.42%2026-10-05: 45.00%2026-10-06: 46.46%2026-10-07: 47.49%2026-10-08: 44.59%2026-10-09: 42.81%2026-10-12: 46.44%2026-10-13: 45.98%2026-10-14: 49.39%2026-10-15: 48.35%2026-10-16: 46.51%2026-10-19: 48.84%2026-10-20: 48.11%2026-10-21: 50.04%2026-10-22: 53.27%2026-10-23: 50.44%2026-10-26: 57.11%2026-10-27: 54.72%2026-10-28: 64.37%2026-10-29: 55.26%2026-10-30: 67.80%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
65.86%
50.51%
47.53%
50.44%
50.15%
51.02%
51.78%
48.21%
52.15%
54.41%
52.79%
52.43%
47.60%
49.51%
49.97%
47.73%
50.09%
46.62%
53.82%
53.41%
54.99%
46.78%
53.19%
52.54%
51.84%
48.52%
45.84%
50.64%
49.77%
47.77%
49.57%
46.70%
50.50%
49.39%
50.21%
49.50%
43.42%
45.00%
46.46%
47.49%
44.59%
42.81%
46.44%
45.98%
49.39%
48.35%
46.51%
48.84%
48.11%
50.04%
53.27%
50.44%
57.11%
54.72%
64.37%
55.26%
67.80%