Share price$43.34
1D-3.2%
Sold putSold call
Pan American Silver Corp. PAAS
BASIC MATERIALS · GOLDi
Market dataready · fetched 2026-10-21T17:48:49.280Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T17:48:45.179472774Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:48.831324+00:00
Pan American Silver Corp. options
PutsFair1.02×
CallsFair1.03×
SkewBullish-12.26 pp
Implied moveBalanced±$1.40
TiltBullish14.6% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 44.90 | 55.0% | 4.1% | 41.87 | 56.3% | 3.8% |
| 25Δ | 44.59 | 54.7% | 3.5% | 42.19 | 55.3% | 3.3% |
| 30Δ | 44.32 | 54.6% | 3.0% | 42.47 | 54.7% | 2.8% |
| 35Δ | 44.07 | 54.7% | 2.6% | 42.71 | 53.3% | 2.4% |
| 40Δ | 43.83 | 54.6% | 2.3% | 42.95 | 51.9% | 2.0% |
| 45Δ | 43.60 | 54.6% | 2.0% | 43.17 | 52.5% | 1.8% |
| 50Δ | 43.38 | 54.5% | 1.7% | 43.38 | 53.6% | 1.5% |
| 55Δ | 43.16 | 54.3% | 1.4% | 43.60 | 54.2% | 1.3% |
| 60Δ | 42.93 | 54.5% | 1.2% | 43.83 | 54.2% | 1.1% |
| 65Δ | 42.68 | 56.1% | 1.0% | 44.06 | 54.2% | 0.9% |
| 70Δ | 42.17 | 74.3% | 1.1% | 44.31 | 54.1% | 0.7% |
| 75Δ | 41.64 | 84.0% | 1.0% | 44.53 | 52.7% | 0.6% |
| 80Δ | 39.77 | 147.6% | 1.3% | 44.65 | 47.2% | 0.4% |
20Δ
- Pseudo strike
- 44.90
- IV
- 55.0%
- B/E move
- 4.1%
- Pseudo strike
- 41.87
- IV
- 56.3%
- B/E move
- 3.8%
25Δ
- Pseudo strike
- 44.59
- IV
- 54.7%
- B/E move
- 3.5%
- Pseudo strike
- 42.19
- IV
- 55.3%
- B/E move
- 3.3%
30Δ
- Pseudo strike
- 44.32
- IV
- 54.6%
- B/E move
- 3.0%
- Pseudo strike
- 42.47
- IV
- 54.7%
- B/E move
- 2.8%
35Δ
- Pseudo strike
- 44.07
- IV
- 54.7%
- B/E move
- 2.6%
- Pseudo strike
- 42.71
- IV
- 53.3%
- B/E move
- 2.4%
40Δ
- Pseudo strike
- 43.83
- IV
- 54.6%
- B/E move
- 2.3%
- Pseudo strike
- 42.95
- IV
- 51.9%
- B/E move
- 2.0%
45Δ
- Pseudo strike
- 43.60
- IV
- 54.6%
- B/E move
- 2.0%
- Pseudo strike
- 43.17
- IV
- 52.5%
- B/E move
- 1.8%
50Δ
- Pseudo strike
- 43.38
- IV
- 54.5%
- B/E move
- 1.7%
- Pseudo strike
- 43.38
- IV
- 53.6%
- B/E move
- 1.5%
55Δ
- Pseudo strike
- 43.16
- IV
- 54.3%
- B/E move
- 1.4%
- Pseudo strike
- 43.60
- IV
- 54.2%
- B/E move
- 1.3%
60Δ
- Pseudo strike
- 42.93
- IV
- 54.5%
- B/E move
- 1.2%
- Pseudo strike
- 43.83
- IV
- 54.2%
- B/E move
- 1.1%
65Δ
- Pseudo strike
- 42.68
- IV
- 56.1%
- B/E move
- 1.0%
- Pseudo strike
- 44.06
- IV
- 54.2%
- B/E move
- 0.9%
70Δ
- Pseudo strike
- 42.17
- IV
- 74.3%
- B/E move
- 1.1%
- Pseudo strike
- 44.31
- IV
- 54.1%
- B/E move
- 0.7%
75Δ
- Pseudo strike
- 41.64
- IV
- 84.0%
- B/E move
- 1.0%
- Pseudo strike
- 44.53
- IV
- 52.7%
- B/E move
- 0.6%
80Δ
- Pseudo strike
- 39.77
- IV
- 147.6%
- B/E move
- 1.3%
- Pseudo strike
- 44.65
- IV
- 47.2%
- B/E move
- 0.4%
Options history
Table
| Date | IV |
|---|---|
| 48.80% | |
| 48.08% |