Share price$43.41
1D-3.0%
Sold putSold call
Pan American Silver Corp. PAAS
BASIC MATERIALS · GOLDi
Market dataready · fetched 2026-10-21T16:58:20.363Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T16:58:19.888080581Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:58:20.041234+00:00
Pan American Silver Corp. options
PutsFair1.00×
CallsFair1.04×
SkewBullish-14.90 pp
Implied moveBalanced±$1.40
TiltBullish16.4% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 45.01 | 56.6% | 4.1% | 41.97 | 55.2% | 3.8% |
| 25Δ | 44.72 | 57.1% | 3.6% | 42.30 | 52.9% | 3.2% |
| 30Δ | 44.43 | 57.5% | 3.2% | 42.57 | 51.8% | 2.7% |
| 35Δ | 44.17 | 57.1% | 2.7% | 42.80 | 51.7% | 2.3% |
| 40Δ | 43.91 | 56.7% | 2.3% | 43.02 | 51.8% | 2.0% |
| 45Δ | 43.68 | 56.3% | 2.0% | 43.23 | 52.3% | 1.8% |
| 50Δ | 43.45 | 56.2% | 1.7% | 43.44 | 52.8% | 1.5% |
| 55Δ | 43.22 | 56.6% | 1.5% | 43.66 | 53.1% | 1.3% |
| 60Δ | 42.99 | 57.0% | 1.2% | 43.88 | 53.3% | 1.1% |
| 65Δ | 42.74 | 57.4% | 1.0% | 44.11 | 53.0% | 0.9% |
| 70Δ | 42.39 | 63.8% | 0.9% | 44.33 | 52.1% | 0.7% |
| 75Δ | 41.51 | 94.2% | 1.1% | 44.54 | 50.2% | 0.6% |
| 80Δ | 39.94 | 142.7% | 1.2% | 44.67 | 45.4% | 0.4% |
20Δ
- Pseudo strike
- 45.01
- IV
- 56.6%
- B/E move
- 4.1%
- Pseudo strike
- 41.97
- IV
- 55.2%
- B/E move
- 3.8%
25Δ
- Pseudo strike
- 44.72
- IV
- 57.1%
- B/E move
- 3.6%
- Pseudo strike
- 42.30
- IV
- 52.9%
- B/E move
- 3.2%
30Δ
- Pseudo strike
- 44.43
- IV
- 57.5%
- B/E move
- 3.2%
- Pseudo strike
- 42.57
- IV
- 51.8%
- B/E move
- 2.7%
35Δ
- Pseudo strike
- 44.17
- IV
- 57.1%
- B/E move
- 2.7%
- Pseudo strike
- 42.80
- IV
- 51.7%
- B/E move
- 2.3%
40Δ
- Pseudo strike
- 43.91
- IV
- 56.7%
- B/E move
- 2.3%
- Pseudo strike
- 43.02
- IV
- 51.8%
- B/E move
- 2.0%
45Δ
- Pseudo strike
- 43.68
- IV
- 56.3%
- B/E move
- 2.0%
- Pseudo strike
- 43.23
- IV
- 52.3%
- B/E move
- 1.8%
50Δ
- Pseudo strike
- 43.45
- IV
- 56.2%
- B/E move
- 1.7%
- Pseudo strike
- 43.44
- IV
- 52.8%
- B/E move
- 1.5%
55Δ
- Pseudo strike
- 43.22
- IV
- 56.6%
- B/E move
- 1.5%
- Pseudo strike
- 43.66
- IV
- 53.1%
- B/E move
- 1.3%
60Δ
- Pseudo strike
- 42.99
- IV
- 57.0%
- B/E move
- 1.2%
- Pseudo strike
- 43.88
- IV
- 53.3%
- B/E move
- 1.1%
65Δ
- Pseudo strike
- 42.74
- IV
- 57.4%
- B/E move
- 1.0%
- Pseudo strike
- 44.11
- IV
- 53.0%
- B/E move
- 0.9%
70Δ
- Pseudo strike
- 42.39
- IV
- 63.8%
- B/E move
- 0.9%
- Pseudo strike
- 44.33
- IV
- 52.1%
- B/E move
- 0.7%
75Δ
- Pseudo strike
- 41.51
- IV
- 94.2%
- B/E move
- 1.1%
- Pseudo strike
- 44.54
- IV
- 50.2%
- B/E move
- 0.6%
80Δ
- Pseudo strike
- 39.94
- IV
- 142.7%
- B/E move
- 1.2%
- Pseudo strike
- 44.67
- IV
- 45.4%
- B/E move
- 0.4%
Options history
Table
| Date | IV |
|---|---|
| 48.80% | |
| 48.08% |