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Sunshine Silver Mining & Refining Company SSMR

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
i

Market dataready · fetched 2026-11-12T01:28:18.401Z

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 · 2026-11-12T00:00:00.002135047Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T01:28:18.051086+00:00

Share price$14.11
1D-1.3%
AH$13.80$13.94$14.08$14.22$14.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSSMR
Sold putSold callAH

Sunshine Silver Mining & Refining Company options

Live interpolated SSMR call and put midpoint premiums by absolute delta.Sunshine Silver Mining & Refining Company$0.24$1.48$2.73$3.97$5.21$10.06$11.89$13.73$15.56$17.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SSMR spot · $14.11SSMR PRICE$0.49$0.58$0.67$0.93$1.21$1.50$1.79$2.07$2.36$3.06$3.97$0.38$0.47$0.66$0.85$1.04$1.23$1.42$1.62$2.08$2.78$3.47$4.16$4.85
PutsExpensive1.48×
Calls——
Skew——
Implied moveBearish±$2.64
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.85148.2%18.7%
25Δ12.67120.3%13.5%
30Δ16.24129.2%18.6%13.04122.6%12.3%
35Δ15.65123.5%15.0%13.40124.8%11.1%
40Δ15.07117.8%11.5%13.76127.1%9.9%
45Δ14.64126.3%10.4%14.12129.3%8.7%
50Δ14.24136.6%9.5%14.48131.6%7.5%
55Δ13.84146.9%8.7%14.84133.8%6.3%
60Δ13.44157.2%7.9%15.44137.7%5.3%
65Δ13.03167.5%7.0%16.24142.8%4.6%
70Δ12.63177.8%6.2%17.03148.0%3.9%
75Δ11.83207.9%5.6%17.83153.1%3.1%
80Δ10.85247.6%5.0%18.62158.3%2.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.85
IV
148.2%
B/E move
18.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.67
IV
120.3%
B/E move
13.5%

30Δ

Calls
Pseudo strike
16.24
IV
129.2%
B/E move
18.6%
Puts
Pseudo strike
13.04
IV
122.6%
B/E move
12.3%

35Δ

Calls
Pseudo strike
15.65
IV
123.5%
B/E move
15.0%
Puts
Pseudo strike
13.40
IV
124.8%
B/E move
11.1%

40Δ

Calls
Pseudo strike
15.07
IV
117.8%
B/E move
11.5%
Puts
Pseudo strike
13.76
IV
127.1%
B/E move
9.9%

45Δ

Calls
Pseudo strike
14.64
IV
126.3%
B/E move
10.4%
Puts
Pseudo strike
14.12
IV
129.3%
B/E move
8.7%

50Δ

Calls
Pseudo strike
14.24
IV
136.6%
B/E move
9.5%
Puts
Pseudo strike
14.48
IV
131.6%
B/E move
7.5%

55Δ

Calls
Pseudo strike
13.84
IV
146.9%
B/E move
8.7%
Puts
Pseudo strike
14.84
IV
133.8%
B/E move
6.3%

60Δ

Calls
Pseudo strike
13.44
IV
157.2%
B/E move
7.9%
Puts
Pseudo strike
15.44
IV
137.7%
B/E move
5.3%

65Δ

Calls
Pseudo strike
13.03
IV
167.5%
B/E move
7.0%
Puts
Pseudo strike
16.24
IV
142.8%
B/E move
4.6%

70Δ

Calls
Pseudo strike
12.63
IV
177.8%
B/E move
6.2%
Puts
Pseudo strike
17.03
IV
148.0%
B/E move
3.9%

75Δ

Calls
Pseudo strike
11.83
IV
207.9%
B/E move
5.6%
Puts
Pseudo strike
17.83
IV
153.1%
B/E move
3.1%

80Δ

Calls
Pseudo strike
10.85
IV
247.6%
B/E move
5.0%
Puts
Pseudo strike
18.62
IV
158.3%
B/E move
2.4%

Options history

IV · four-Friday blend86.34%
Daily EOD
SSMR60.0%74.1%88.3%2026-10-19: 80.90%2026-10-20: 64.17%2026-10-21: 63.01%2026-10-22: 61.91%2026-10-23: 63.12%2026-10-26: 64.33%2026-10-27: 80.04%2026-10-28: 78.27%2026-10-30: 86.34%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
80.90%
64.17%
63.01%
61.91%
63.12%
64.33%
80.04%
78.27%
86.34%