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Sunshine Silver Mining & Refining Company SSMR

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Market datapartial · fetched 2026-10-22T21:03:50.487Z

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 · 2026-10-22T20:10:00.001555851Z

FundamentalsAlpha Vantage · unavailable

Share price$13.17
1D+4.2%
AH$12.57$12.82$13.07$13.32$13.565:30 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$0.05$1.99$3.93$5.87$7.82$9.17$11.03$12.88$14.74$16.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SSMR spot · $13.17SSMR PRICE$0.26$0.33$0.44$0.57$0.70$0.83$0.96$1.09$1.22$1.35$1.82$2.31$2.79$0.36$0.44$0.53$0.62$0.80$0.98$1.16$1.34$1.52$1.70$1.88$2.06$7.26
PutsCheap0.80×
CallsCheap0.94×
SkewBearish+1.64 pp
Implied moveBearish±$2.11
TiltBearish17.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.0367.4%23.7%10.9182.7%19.9%
25Δ15.2664.3%18.3%11.4676.0%16.4%
30Δ14.7863.6%15.6%12.0169.3%12.8%
35Δ14.4664.0%14.1%12.5363.2%9.5%
40Δ14.1364.3%12.6%12.8462.7%8.6%
45Δ13.8164.7%11.1%13.1462.1%7.6%
50Δ13.4865.1%9.6%13.4561.5%6.7%
55Δ13.1665.5%8.2%13.7560.9%5.7%
60Δ12.8365.9%6.7%14.0660.3%4.8%
65Δ12.5166.3%5.2%14.3659.7%3.8%
70Δ11.9573.8%4.5%14.6759.1%2.9%
75Δ11.3881.5%3.9%14.9758.5%1.9%
80Δ10.8089.2%3.2%20.01141.3%3.2%

20Δ

Calls
Pseudo strike
16.03
IV
67.4%
B/E move
23.7%
Puts
Pseudo strike
10.91
IV
82.7%
B/E move
19.9%

25Δ

Calls
Pseudo strike
15.26
IV
64.3%
B/E move
18.3%
Puts
Pseudo strike
11.46
IV
76.0%
B/E move
16.4%

30Δ

Calls
Pseudo strike
14.78
IV
63.6%
B/E move
15.6%
Puts
Pseudo strike
12.01
IV
69.3%
B/E move
12.8%

35Δ

Calls
Pseudo strike
14.46
IV
64.0%
B/E move
14.1%
Puts
Pseudo strike
12.53
IV
63.2%
B/E move
9.5%

40Δ

Calls
Pseudo strike
14.13
IV
64.3%
B/E move
12.6%
Puts
Pseudo strike
12.84
IV
62.7%
B/E move
8.6%

45Δ

Calls
Pseudo strike
13.81
IV
64.7%
B/E move
11.1%
Puts
Pseudo strike
13.14
IV
62.1%
B/E move
7.6%

50Δ

Calls
Pseudo strike
13.48
IV
65.1%
B/E move
9.6%
Puts
Pseudo strike
13.45
IV
61.5%
B/E move
6.7%

55Δ

Calls
Pseudo strike
13.16
IV
65.5%
B/E move
8.2%
Puts
Pseudo strike
13.75
IV
60.9%
B/E move
5.7%

60Δ

Calls
Pseudo strike
12.83
IV
65.9%
B/E move
6.7%
Puts
Pseudo strike
14.06
IV
60.3%
B/E move
4.8%

65Δ

Calls
Pseudo strike
12.51
IV
66.3%
B/E move
5.2%
Puts
Pseudo strike
14.36
IV
59.7%
B/E move
3.8%

70Δ

Calls
Pseudo strike
11.95
IV
73.8%
B/E move
4.5%
Puts
Pseudo strike
14.67
IV
59.1%
B/E move
2.9%

75Δ

Calls
Pseudo strike
11.38
IV
81.5%
B/E move
3.9%
Puts
Pseudo strike
14.97
IV
58.5%
B/E move
1.9%

80Δ

Calls
Pseudo strike
10.80
IV
89.2%
B/E move
3.2%
Puts
Pseudo strike
20.01
IV
141.3%
B/E move
3.2%

Options history

No recorded observations