ERO · Ero Copper Corp.

Track ERO — free Ask ALVIS about ERO

$25.20 -0.40 (-1.56%) At close · Jul 29

Market Cap

$2.64B

104.28M

Options Chain

15-min delayed Underlying $25.20 · today Options Calculator

Positioning

Aug 21, 2026 · 22 days to expiry · 24 contracts

Put / call OI

0.14

Call-heavy positioning

Open interest

50,849

contracts outstanding

Volume

439

traded today

Max pain

$25.00

$0.20 below spot

ATM implied vol

67.1%

market's expected move

Open interest by strike

Calls Puts

12.5

17.5

22.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 22d Sep 18 50d Oct 16 78d Nov 20 113d Dec 18 141d Jan 15 169d Mar 19 232d Jun 17 322d Sep 17 414d Jan 21 540d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
13	2	—	—	$18.23		$0.08	-0.032	178.8%	75	19
Call · $12.5 In the money Last $18.23 Breakeven $30.73 Implied vol — Delta — Gamma — Theta — Vega — Open interest 13 Model this call Put · $12.5 Last $0.08 Breakeven $12.42 Implied vol 178.8% Delta -0.032 ≈3% ITM Gamma 0.006 Theta -0.018 Vega 0.004 Open interest 19 Model this put
0	—	—	—	—		$0.05	-0.033	129.9%	1	14
Call · $15 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $15 Last $0.05 Breakeven $14.95 Implied vol 129.9% Delta -0.033 ≈3% ITM Gamma 0.009 Theta -0.013 Vega 0.005 Open interest 14 Model this put
8	1	—	—	$9.16		$0.10	-0.037	93.7%	2	83
Call · $17.5 In the money Last $9.16 Breakeven $26.66 Implied vol — Delta — Gamma — Theta — Vega — Open interest 8 Model this call Put · $17.5 Last $0.10 Breakeven $17.40 Implied vol 93.7% Delta -0.037 ≈4% ITM Gamma 0.013 Theta -0.011 Vega 0.005 Open interest 83 Model this put
41	5	—	—	$6.00		$0.27	-0.1	88.2%	77	344
Call · $20 In the money Last $6.00 Breakeven $26.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 41 Model this call Put · $20 Last $0.27 Breakeven $19.73 Implied vol 88.2% Delta -0.1 ≈10% ITM Gamma 0.031 Theta -0.022 Vega 0.01 Open interest 344 Model this put
272	1	59.7%	0.842	$3.62		$0.72	-0.216	81.4%	69	1.7k
Call · $22.5 In the money Last $3.62 Breakeven $26.12 Implied vol 59.7% Delta 0.842 ≈84% ITM Gamma 0.063 Theta -0.022 Vega 0.016 Open interest 272 Model this call Put · $22.5 Last $0.72 Breakeven $21.78 Implied vol 81.4% Delta -0.216 ≈22% ITM Gamma 0.056 Theta -0.034 Vega 0.021 Open interest 1.7k Model this put
919	21	53%	0.626	$2.32		$1.65	-0.395	81.1%	41	3.4k
Call · $25 In the money Last $2.32 Breakeven $27.32 Implied vol 53% Delta 0.626 ≈63% ITM Gamma 0.112 Theta -0.03 Vega 0.025 Open interest 919 Model this call Put · $25 Last $1.65 Breakeven $23.35 Implied vol 81.1% Delta -0.395 ≈40% ITM Gamma 0.074 Theta -0.043 Vega 0.025 Open interest 3.4k Model this put
Underlying $25.20
8.4k	44	67.6%	0.214	$0.50		$4.85	-0.718	87.9%	46	345
Call · $30 Last $0.50 Breakeven $30.50 Implied vol 67.6% Delta 0.214 ≈21% ITM Gamma 0.067 Theta -0.028 Vega 0.019 Open interest 8.4k Model this call Put · $30 In the money Last $4.85 Breakeven $25.15 Implied vol 87.9% Delta -0.718 ≈72% ITM Gamma 0.061 Theta -0.041 Vega 0.024 Open interest 345 Model this put
13.7k	19	77.8%	0.071	$0.17		$9.15	-0.878	95.4%	2	324
Call · $35 Last $0.17 Breakeven $35.17 Implied vol 77.8% Delta 0.071 ≈7% ITM Gamma 0.027 Theta -0.015 Vega 0.008 Open interest 13.7k Model this call Put · $35 In the money Last $9.15 Breakeven $25.85 Implied vol 95.4% Delta -0.878 ≈88% ITM Gamma 0.034 Theta -0.025 Vega 0.013 Open interest 324 Model this put
11.5k	7	96.4%	0.042	$0.05		$10.11	-0.899	124.4%	1	28
Call · $40 Last $0.05 Breakeven $40.05 Implied vol 96.4% Delta 0.042 ≈4% ITM Gamma 0.015 Theta -0.012 Vega 0.008 Open interest 11.5k Model this call Put · $40 In the money Last $10.11 Breakeven $29.89 Implied vol 124.4% Delta -0.899 ≈90% ITM Gamma 0.023 Theta -0.029 Vega 0.014 Open interest 28 Model this put
9.5k	2	115.5%	0.036	$0.15		—	-0.856	174.1%	—	0
Call · $45 Last $0.15 Breakeven $45.15 Implied vol 115.5% Delta 0.036 ≈4% ITM Gamma 0.011 Theta -0.013 Vega 0.004 Open interest 9.5k Model this call Put · $45 In the money Last — Breakeven — Implied vol 174.1% Delta -0.856 ≈86% ITM Gamma 0.021 Theta -0.053 Vega 0.015 Open interest 0 Model this put
97	1	154.6%	0.065	$0.10		—	-0.894	183%	—	0
Call · $50 Last $0.10 Breakeven $50.10 Implied vol 154.6% Delta 0.065 ≈6% ITM Gamma 0.013 Theta -0.028 Vega 0.009 Open interest 97 Model this call Put · $50 In the money Last — Breakeven — Implied vol 183% Delta -0.894 ≈89% ITM Gamma 0.016 Theta -0.045 Vega 0.015 Open interest 0 Model this put
201	20	152.2%	0.036	$0.28		$25.10	-0.894	206.5%	2	0
Call · $55 Last $0.28 Breakeven $55.28 Implied vol 152.2% Delta 0.036 ≈4% ITM Gamma 0.008 Theta -0.017 Vega 0.005 Open interest 201 Model this call Put · $55 In the money Last $25.10 Breakeven $29.90 Implied vol 206.5% Delta -0.894 ≈89% ITM Gamma 0.014 Theta -0.051 Vega 0.009 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1853860 CUSIP 296006109 13F (30d) 34 filings 34 filers Visit website Investor relations