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AEMAgnico Eagle Mines Ltd.

Options Analysis Report
Market Cap $104.4B|NYSE
● 2026-08-31$206.25
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +39.6%YTD +21.0%7D -5.3%
13,983
30D
±12.7%
3%

AEM Options Overview

unusual activity. No clear edge detected.

REWARDS

RISK ANALYSIS

6.0VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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AEM Gamma Walls

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Value

Is IV priced right?

7.7
ExpensiveCheap

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

levels.

Risk Checks6/9 checks passed
≤35%

IV Rank 67.2% — elevated vs history

<1.05x

IV/HV 0.72x — IV ≤ HV

Sector Relative≤50%

Sector percentile 50% — above sector median

<1.1x

Front/Back 0.95x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 42.9% — normal range

<80%

Effective IV 61.3% (ATM 42.9% + spread 9.2% + bias) — good value

<3.0%

Total drag 15.58% (spread 9.22% + slippage 6.36%) — high friction

≥5.0

Vega efficiency 20.82 (vega 19.194 / spread 9.22%) — efficient

Sentiment

Bullish or bearish?

5.2
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bearish - Strong signal (Conviction: -36%, Raw: -37%)
|net sentiment| ≥25%

Conviction-weighted: -36% (strong bearish) — Raw: -37%

≥15%

|OI skew| 15.1% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +48.7%, OI skew +15.1% — aligned

≥2/3 conditions

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

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: -50%, ATM: -17%, OTM: -42% — strong bearish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 41% — bullish vs sector

Activity

Unusual activity?

5.1
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed
≥1.5x

Volume 1.3x avg — normal

≥15%

Vol/OI 8.6% — normal turnover

≥2 days

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

≥5%

OI change +4.6% (5d) — building

Sector Relative≥60%

Sector activity percentile 92% — very active vs sector

≥30%

Large trade volume 14% — mostly retail

≥60%

Aggressive execution 25% — patient

≥30

Conviction -36 (bearish) — moderate

Liquidity

Can I trade efficiently?

4.4
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 162,232 — deep

≥500

Volume 13,983/day — active

≤$0.50

$0.46 to cross — cheap

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 73% — wider than sector

≥100 contracts

Depth 157.5 contracts (bid:75.6 ask:81.9) — adequate

<1.0%

Avg slippage 6.36% — poor

Timing

Is now a good time?

7.3
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed
|slope| ≥5%

Slope -4.9% — flat/unclear

<30 or >70

IV percentile 67% — neutral

≥10pts kink

IV kink -1.4pts — no clear event

<0.5 or >2.0

θ/ν ratio 92.19 — favors income trades

≥3 expirations

5 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -36% @ 68% consistency — moderate (bearish)

≥40 composite score

Score 44 (ITM 20% + inst 14%) — moderate institutional

Directional Strategy Fit

Option Buyers
Long Calls6.3
bullishIV cheap, mixed flow
Long Puts6.1
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.5
bullishIV too cheap, mixed flow
Covered Call4.3
bearishIV too cheap, mixed flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, 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.

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