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Sprott Inc. SII

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-12T00:52:16.132Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options 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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.002908747Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:50:14.520479+00:00

Share price$113.14
1D-2.3%
AH$113$114$115$116$1175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSII
Sold putSold callAH

Sprott Inc. options

Live interpolated SII call and put midpoint premiums by absolute delta.Sprott Inc.$0.87$3.27$5.66$8.06$10.46$97.61$106.06$114.50$122.94$131.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SII spot · $113.14SII PRICE$1.13$1.51$1.89$2.29$2.68$3.09$3.63$4.17$4.71$5.25$6.60$8.13$9.77$1.46$1.87$2.34$2.81$3.18$3.50$3.83$4.15$4.95$6.02$7.10$8.18$9.36
PutsCheap0.81×
CallsCheap0.65×
SkewBearish+1.11 pp
Implied moveBearish±$7.45
TiltBearish3.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ122.5355.4%9.3%103.6670.3%9.7%
25Δ120.9857.6%8.3%106.0066.4%8.0%
30Δ119.4358.5%7.2%107.7464.8%6.8%
35Δ117.9056.8%6.2%109.4763.2%5.7%
40Δ116.3655.2%5.2%110.8560.0%4.8%
45Δ114.8753.6%4.3%112.0856.0%4.0%
50Δ113.7152.8%3.7%113.3152.1%3.2%
55Δ112.5451.9%3.2%114.5448.1%2.4%
60Δ111.3851.0%2.6%115.8847.6%2.0%
65Δ110.2150.1%2.1%117.2849.2%1.7%
70Δ108.5153.4%1.7%118.6950.8%1.4%
75Δ106.6957.7%1.5%120.1052.2%1.1%
80Δ104.7762.2%1.2%121.6050.0%0.8%

20Δ

Calls
Pseudo strike
122.53
IV
55.4%
B/E move
9.3%
Puts
Pseudo strike
103.66
IV
70.3%
B/E move
9.7%

25Δ

Calls
Pseudo strike
120.98
IV
57.6%
B/E move
8.3%
Puts
Pseudo strike
106.00
IV
66.4%
B/E move
8.0%

30Δ

Calls
Pseudo strike
119.43
IV
58.5%
B/E move
7.2%
Puts
Pseudo strike
107.74
IV
64.8%
B/E move
6.8%

35Δ

Calls
Pseudo strike
117.90
IV
56.8%
B/E move
6.2%
Puts
Pseudo strike
109.47
IV
63.2%
B/E move
5.7%

40Δ

Calls
Pseudo strike
116.36
IV
55.2%
B/E move
5.2%
Puts
Pseudo strike
110.85
IV
60.0%
B/E move
4.8%

45Δ

Calls
Pseudo strike
114.87
IV
53.6%
B/E move
4.3%
Puts
Pseudo strike
112.08
IV
56.0%
B/E move
4.0%

50Δ

Calls
Pseudo strike
113.71
IV
52.8%
B/E move
3.7%
Puts
Pseudo strike
113.31
IV
52.1%
B/E move
3.2%

55Δ

Calls
Pseudo strike
112.54
IV
51.9%
B/E move
3.2%
Puts
Pseudo strike
114.54
IV
48.1%
B/E move
2.4%

60Δ

Calls
Pseudo strike
111.38
IV
51.0%
B/E move
2.6%
Puts
Pseudo strike
115.88
IV
47.6%
B/E move
2.0%

65Δ

Calls
Pseudo strike
110.21
IV
50.1%
B/E move
2.1%
Puts
Pseudo strike
117.28
IV
49.2%
B/E move
1.7%

70Δ

Calls
Pseudo strike
108.51
IV
53.4%
B/E move
1.7%
Puts
Pseudo strike
118.69
IV
50.8%
B/E move
1.4%

75Δ

Calls
Pseudo strike
106.69
IV
57.7%
B/E move
1.5%
Puts
Pseudo strike
120.10
IV
52.2%
B/E move
1.1%

80Δ

Calls
Pseudo strike
104.77
IV
62.2%
B/E move
1.2%
Puts
Pseudo strike
121.60
IV
50.0%
B/E move
0.8%

Options history

IV · four-Friday blend48.77%
Daily EOD
SII41.7%45.5%49.3%2026-10-19: 42.63%2026-10-20: 43.51%2026-10-21: 42.20%2026-10-22: 44.86%2026-10-23: 44.30%2026-10-26: 45.32%2026-10-27: 45.39%2026-10-28: 43.68%2026-10-29: 46.43%2026-10-30: 48.77%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
42.63%
43.51%
42.20%
44.86%
44.30%
45.32%
45.39%
43.68%
46.43%
48.77%