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Sunshine Silver Mining & Refining Company SSMR

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
i

Market dataready · fetched 2026-10-24T04:22:00.022Z

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 · 2026-10-23T23:00:00.002006575Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:22:00.233639+00:00

Share price$13.23
1D+1.0%
AH$12.87$13.05$13.23$13.41$13.595:30 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$0.10$1.57$3.03$4.50$5.96$9.54$11.31$13.08$14.84$16.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SSMR spot · $13.23SSMR PRICE$0.26$0.33$0.44$0.57$0.71$0.85$0.99$1.13$1.27$1.41$1.76$2.15$2.54$0.34$0.44$0.53$0.65$0.85$1.05$1.26$1.46$1.66$1.86$2.07$3.54$5.54
PutsCheap0.87×
CallsFair0.95×
SkewBearish+1.34 pp
Implied moveBearish±$2.25
TiltBearish19.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.1369.8%23.9%11.1474.8%18.4%
25Δ15.4067.6%19.0%11.6372.0%15.4%
30Δ14.8566.7%15.6%12.1369.2%12.3%
35Δ14.5267.4%14.1%12.5867.1%9.8%
40Δ14.1968.0%12.7%12.9167.3%8.8%
45Δ13.8668.7%11.2%13.2467.5%7.9%
50Δ13.5369.4%9.8%13.5867.6%6.9%
55Δ13.2170.1%8.3%13.9167.8%5.9%
60Δ12.8870.8%6.9%14.2467.9%4.9%
65Δ12.5571.4%5.5%14.5768.1%3.9%
70Δ12.0773.8%4.6%14.9068.3%3.0%
75Δ11.5876.5%3.8%16.4680.8%2.4%
80Δ11.0979.1%3.0%18.5298.5%1.9%

20Δ

Calls
Pseudo strike
16.13
IV
69.8%
B/E move
23.9%
Puts
Pseudo strike
11.14
IV
74.8%
B/E move
18.4%

25Δ

Calls
Pseudo strike
15.40
IV
67.6%
B/E move
19.0%
Puts
Pseudo strike
11.63
IV
72.0%
B/E move
15.4%

30Δ

Calls
Pseudo strike
14.85
IV
66.7%
B/E move
15.6%
Puts
Pseudo strike
12.13
IV
69.2%
B/E move
12.3%

35Δ

Calls
Pseudo strike
14.52
IV
67.4%
B/E move
14.1%
Puts
Pseudo strike
12.58
IV
67.1%
B/E move
9.8%

40Δ

Calls
Pseudo strike
14.19
IV
68.0%
B/E move
12.7%
Puts
Pseudo strike
12.91
IV
67.3%
B/E move
8.8%

45Δ

Calls
Pseudo strike
13.86
IV
68.7%
B/E move
11.2%
Puts
Pseudo strike
13.24
IV
67.5%
B/E move
7.9%

50Δ

Calls
Pseudo strike
13.53
IV
69.4%
B/E move
9.8%
Puts
Pseudo strike
13.58
IV
67.6%
B/E move
6.9%

55Δ

Calls
Pseudo strike
13.21
IV
70.1%
B/E move
8.3%
Puts
Pseudo strike
13.91
IV
67.8%
B/E move
5.9%

60Δ

Calls
Pseudo strike
12.88
IV
70.8%
B/E move
6.9%
Puts
Pseudo strike
14.24
IV
67.9%
B/E move
4.9%

65Δ

Calls
Pseudo strike
12.55
IV
71.4%
B/E move
5.5%
Puts
Pseudo strike
14.57
IV
68.1%
B/E move
3.9%

70Δ

Calls
Pseudo strike
12.07
IV
73.8%
B/E move
4.6%
Puts
Pseudo strike
14.90
IV
68.3%
B/E move
3.0%

75Δ

Calls
Pseudo strike
11.58
IV
76.5%
B/E move
3.8%
Puts
Pseudo strike
16.46
IV
80.8%
B/E move
2.4%

80Δ

Calls
Pseudo strike
11.09
IV
79.1%
B/E move
3.0%
Puts
Pseudo strike
18.52
IV
98.5%
B/E move
1.9%

Options history

No recorded observations