Option Greeks measure how First Majestic Silver Corp (AG) option prices respond to changes in the stock price (delta and gamma), the passage of time (theta), implied volatility (vega), and interest rates (rho). These charts plot each Greek by strike, so you can see where an expiration's price risk, time decay, and volatility exposure are concentrated. AG implied volatility is near the bottom of its one-year range, which keeps delta and gamma in a narrower range of strikes than usual.
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AG Option Greeks FAQ
What are option Greeks?
Option Greeks measure how an option's price responds to changes in the stock price (delta and gamma), time (theta), implied volatility (vega), and interest rates (rho).
How do I read the AG Greeks charts?
Gamma, theta, and vega are largest for strikes near the First Majestic Silver stock price and shrink for strikes far above or below it. Theta grows as expiration gets closer, while vega is larger for expirations further out. Call delta runs from 0 to 1 and put delta from -1 to 0, near 0.50 and -0.50 at the money, and roughly estimates the chance that an option finishes in the money.
How does implied volatility affect AG's Greeks?
First Majestic Silver IV rank is 10, so implied volatility is near the bottom of its one-year range. Higher implied volatility raises option premiums and daily time decay (theta), and spreads delta and gamma across a wider range of strikes. Over the past year, 30-day implied volatility ranged from 51.5% to 111.5%. See the AG implied volatility history for a longer view.
How much gamma and delta do AG options carry in total?
Across all open First Majestic Silver options on Nov 4, 2026, net gamma exposure was $2.17M and net delta exposure was $52.01M per 1% move in the stock. The AG gamma exposure chart shows where that gamma sits by strike.
What is First Majestic Silver Corp?
First Majestic Silver Corp is in the business of production, development, exploration, and acquisition of mineral properties with a focus on silver and gold production in North America.