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Sunshine Silver Mining & Refining Company SSMR

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Market datapartial · fetched 2026-10-22T17:47:51.740Z

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 · 2026-10-22T17:47:49.351061056Z

FundamentalsAlpha Vantage · unavailable

Share price$13.53
1D+7.1%
$12.57$12.83$13.09$13.35$13.615:30 AM6:30 AM9:00 AM1:00 PMSSMR
Sold putSold call

Sunshine Silver Mining & Refining Company options

Live interpolated SSMR call and put midpoint premiums by absolute delta.Sunshine Silver Mining & Refining Company$0.00$2.98$5.96$8.94$11.91$9.23$11.19$13.16$15.12$17.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SSMR spot · $13.53SSMR PRICE$0.27$0.35$0.42$0.54$0.68$0.82$0.96$1.10$1.24$1.38$1.52$2.67$4.06$0.38$0.48$0.59$0.77$0.97$1.16$1.36$1.55$1.75$1.95$5.25$8.43$11.05
PutsExpensive1.06×
CallsFair0.96×
SkewBearish+22.35 pp
Implied moveBearish±$2.32
TiltBearish38.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.5067.7%23.9%11.3377.3%19.0%
25Δ15.8665.7%19.8%11.8874.8%15.7%
30Δ15.2263.6%15.6%12.4372.2%12.4%
35Δ14.7962.9%13.3%12.8171.7%11.0%
40Δ14.4762.9%12.0%13.1771.5%9.8%
45Δ14.1562.9%10.7%13.5271.3%8.6%
50Δ13.8462.9%9.4%13.8871.0%7.5%
55Δ13.5262.9%8.1%14.2370.8%6.3%
60Δ13.2062.9%6.7%14.5970.6%5.1%
65Δ12.8863.0%5.4%14.9570.3%3.9%
70Δ12.5663.0%4.1%18.10128.8%5.0%
75Δ11.3289.9%3.4%21.25171.3%5.2%
80Δ9.87123.4%2.9%24.04182.8%4.0%

20Δ

Calls
Pseudo strike
16.50
IV
67.7%
B/E move
23.9%
Puts
Pseudo strike
11.33
IV
77.3%
B/E move
19.0%

25Δ

Calls
Pseudo strike
15.86
IV
65.7%
B/E move
19.8%
Puts
Pseudo strike
11.88
IV
74.8%
B/E move
15.7%

30Δ

Calls
Pseudo strike
15.22
IV
63.6%
B/E move
15.6%
Puts
Pseudo strike
12.43
IV
72.2%
B/E move
12.4%

35Δ

Calls
Pseudo strike
14.79
IV
62.9%
B/E move
13.3%
Puts
Pseudo strike
12.81
IV
71.7%
B/E move
11.0%

40Δ

Calls
Pseudo strike
14.47
IV
62.9%
B/E move
12.0%
Puts
Pseudo strike
13.17
IV
71.5%
B/E move
9.8%

45Δ

Calls
Pseudo strike
14.15
IV
62.9%
B/E move
10.7%
Puts
Pseudo strike
13.52
IV
71.3%
B/E move
8.6%

50Δ

Calls
Pseudo strike
13.84
IV
62.9%
B/E move
9.4%
Puts
Pseudo strike
13.88
IV
71.0%
B/E move
7.5%

55Δ

Calls
Pseudo strike
13.52
IV
62.9%
B/E move
8.1%
Puts
Pseudo strike
14.23
IV
70.8%
B/E move
6.3%

60Δ

Calls
Pseudo strike
13.20
IV
62.9%
B/E move
6.7%
Puts
Pseudo strike
14.59
IV
70.6%
B/E move
5.1%

65Δ

Calls
Pseudo strike
12.88
IV
63.0%
B/E move
5.4%
Puts
Pseudo strike
14.95
IV
70.3%
B/E move
3.9%

70Δ

Calls
Pseudo strike
12.56
IV
63.0%
B/E move
4.1%
Puts
Pseudo strike
18.10
IV
128.8%
B/E move
5.0%

75Δ

Calls
Pseudo strike
11.32
IV
89.9%
B/E move
3.4%
Puts
Pseudo strike
21.25
IV
171.3%
B/E move
5.2%

80Δ

Calls
Pseudo strike
9.87
IV
123.4%
B/E move
2.9%
Puts
Pseudo strike
24.04
IV
182.8%
B/E move
4.0%

Options history

No recorded observations