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AEMAgnico Eagle Mines Ltd.

Options Analysis Report
Market Cap $99.6B|NYSE
● 2026-09-11$196.68
NEUTRAL
Analysis: 2026-09-10 EOD data
1Y +27.9%YTD +15.4%7D -3.9%
4,758
30D
±14.7%
7%

AEM Options Overview

IV is elevated. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

5.2VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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AEM Gamma Walls

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Value

Is IV priced right?

6.4
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 73.4% — elevated vs history

<1.05x

IV/HV 0.89x — IV ≤ HV

Sector Relative≤50%

Sector percentile 56% — above sector median

<1.1x

Front/Back 1.12x — backwardation

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 51.5% — normal range

<80%

Effective IV 69.8% (ATM 51.5% + spread 9.2% + bias) — fair

<3.0%

Total drag 14.57% (spread 9.17% + slippage 5.40%) — high friction

≥5.0

Vega efficiency 26.55 (vega 24.345 / spread 9.17%) — efficient

Sentiment

Bullish or bearish?

6.3
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Moderate signal (Conviction: -5%, Raw: -16%)
|net sentiment| ≥25%

Conviction-weighted: -5% (neutral) — Raw: -16%

≥15%

|OI skew| 14.2% — balanced

Same sign, |vol skew| ≥10%

Vol skew +40.6%, OI skew +14.2% — aligned

≥2/3 conditions

0-DTE 46%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +44%, ATM: -42%, OTM: -9% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 48% — neutral vs sector

Activity

Unusual activity?

2.7
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.5x avg — normal

≥15%

Vol/OI 2.9% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change +0.4% (5d) — stable

Sector Relative≥60%

Sector activity percentile 70% — active vs sector

≥30%

Large trade volume 8% — mostly retail

≥60%

Aggressive execution 25% — patient

≥30

Conviction -5 (bearish) — mixed

Liquidity

Can I trade efficiently?

4.1
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks4/8 checks passed
≤5.0%

Spread 9.2% — wide

≥10,000

OI 162,680 — deep

≥500

Volume 4,758/day — adequate

≤$0.50

$0.46 to cross — cheap

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 75% — wider than sector

≥100 contracts

Depth 114.0 contracts (bid:58.4 ask:55.6) — adequate

<1.0%

Avg slippage 5.40% — poor

Timing

Is now a good time?

6.3
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks5/9 checks passed
|slope| ≥5%

Slope +12.3% — backwardation

<30 or >70

IV percentile 73% — seller opportunity

≥10pts kink

IV kink 4.5pts — no clear event

<0.5 or >2.0

θ/ν ratio 144.82 — favors income trades

≥3 expirations

5 liquid expirations — flexible

≥60% (safe)

caution advised: FOMC in 5d; CPI in 0d (HIGH)

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -5% @ 53% consistency — unclear

≥40 composite score

Score 38 (ITM 20% + inst 8%) — retail dominated

Directional Strategy Fit

Option Buyers
Long Calls6.0
bullishIV cheap, bullish flow
Long Puts5.1
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put5.1
bullishIV too cheap, bullish flow
Covered Call4.1
bearishIV too cheap, bullish flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Sep 7, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

More on AEM

AEM gamma wallsAEM option chainAEM max painAEM expected moveAEM IV rankAEM put/call ratioAEM options flow