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Sprott Inc. SII

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Market datapartial · fetched 2026-10-23T02:23:27.730Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.003480912Z

FundamentalsAlpha Vantage · unavailable

Share price$106.23
1D+1.0%
AH$103.01$103.98$104.94$105.91$106.875:30 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.$0.99$5.21$9.43$13.65$17.88$84.01$95.56$107.11$118.66$130.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SII spot · $106.23SII PRICE$1.44$1.93$2.42$3.04$3.66$4.35$5.13$5.92$6.88$7.96$9.04$10.71$12.52$2.00$2.48$2.99$3.86$4.72$5.64$6.65$7.65$8.79$9.97$11.29$13.56$16.66
PutsCheap0.84×
CallsCheap0.85×
SkewBearish+3.94 pp
Implied moveBearish±$11.78
TiltBearish12.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ119.7945.7%14.1%94.4755.7%13.0%
25Δ117.3145.4%12.2%97.4151.8%10.6%
30Δ114.8745.2%10.4%100.1048.7%8.6%
35Δ112.9645.4%9.2%101.9749.4%7.6%
40Δ111.0645.6%8.0%103.8550.2%6.7%
45Δ109.2245.8%6.9%105.7450.5%5.8%
50Δ107.4845.8%6.0%107.6450.2%4.9%
55Δ105.7345.9%5.1%109.5449.8%4.1%
60Δ103.9546.0%4.3%111.4449.0%3.4%
65Δ102.1546.1%3.7%113.3448.1%2.7%
70Δ100.3546.3%3.0%115.3647.4%2.0%
75Δ98.1047.3%2.4%118.1248.5%1.6%
80Δ95.7548.6%1.9%121.6851.0%1.1%

20Δ

Calls
Pseudo strike
119.79
IV
45.7%
B/E move
14.1%
Puts
Pseudo strike
94.47
IV
55.7%
B/E move
13.0%

25Δ

Calls
Pseudo strike
117.31
IV
45.4%
B/E move
12.2%
Puts
Pseudo strike
97.41
IV
51.8%
B/E move
10.6%

30Δ

Calls
Pseudo strike
114.87
IV
45.2%
B/E move
10.4%
Puts
Pseudo strike
100.10
IV
48.7%
B/E move
8.6%

35Δ

Calls
Pseudo strike
112.96
IV
45.4%
B/E move
9.2%
Puts
Pseudo strike
101.97
IV
49.4%
B/E move
7.6%

40Δ

Calls
Pseudo strike
111.06
IV
45.6%
B/E move
8.0%
Puts
Pseudo strike
103.85
IV
50.2%
B/E move
6.7%

45Δ

Calls
Pseudo strike
109.22
IV
45.8%
B/E move
6.9%
Puts
Pseudo strike
105.74
IV
50.5%
B/E move
5.8%

50Δ

Calls
Pseudo strike
107.48
IV
45.8%
B/E move
6.0%
Puts
Pseudo strike
107.64
IV
50.2%
B/E move
4.9%

55Δ

Calls
Pseudo strike
105.73
IV
45.9%
B/E move
5.1%
Puts
Pseudo strike
109.54
IV
49.8%
B/E move
4.1%

60Δ

Calls
Pseudo strike
103.95
IV
46.0%
B/E move
4.3%
Puts
Pseudo strike
111.44
IV
49.0%
B/E move
3.4%

65Δ

Calls
Pseudo strike
102.15
IV
46.1%
B/E move
3.7%
Puts
Pseudo strike
113.34
IV
48.1%
B/E move
2.7%

70Δ

Calls
Pseudo strike
100.35
IV
46.3%
B/E move
3.0%
Puts
Pseudo strike
115.36
IV
47.4%
B/E move
2.0%

75Δ

Calls
Pseudo strike
98.10
IV
47.3%
B/E move
2.4%
Puts
Pseudo strike
118.12
IV
48.5%
B/E move
1.6%

80Δ

Calls
Pseudo strike
95.75
IV
48.6%
B/E move
1.9%
Puts
Pseudo strike
121.68
IV
51.0%
B/E move
1.1%

Options history

No recorded observations