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SSR Mining Inc. Common Stock SSRM

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Market datapartial · fetched 2026-10-22T21:59:20.074Z

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 · 2026-10-22T21:28:48.322584714Z

FundamentalsAlpha Vantage · unavailable

Share price$29.26
1D-3.7%
AH$28.97$29.33$29.69$30.05$30.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSSRM
Sold putSold callAH

SSR Mining Inc. Common Stock options

Live interpolated SSRM call and put midpoint premiums by absolute delta.SSR Mining Inc. Common Stock$0.41$1.67$2.93$4.18$5.44$21.75$25.85$29.94$34.04$38.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SSRM spot · $29.26SSRM PRICE$0.55$0.63$0.85$1.06$1.26$1.47$1.72$2.05$2.42$2.81$3.23$4.05$4.71$0.68$0.90$1.09$1.25$1.57$1.91$2.26$2.68$3.12$3.53$4.28$4.74$5.07
PutsCheap0.86×
CallsExpensive1.11×
SkewBearish+0.51 pp
Implied moveBearish±$3.98
TiltBearish10.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.8364.9%20.9%25.5166.3%15.1%
25Δ32.9955.1%14.9%26.3266.2%13.1%
30Δ32.4057.9%13.6%27.1662.9%10.9%
35Δ31.7759.7%12.2%27.9158.8%8.9%
40Δ31.0458.9%10.4%28.5459.8%7.8%
45Δ30.3757.4%8.8%29.1561.1%6.9%
50Δ29.7357.4%7.5%29.7961.2%5.9%
55Δ29.1459.1%6.6%30.4761.7%5.0%
60Δ28.5160.6%5.7%31.1561.9%4.2%
65Δ27.8661.7%4.8%31.8160.6%3.4%
70Δ27.1962.0%4.0%32.7462.9%2.7%
75Δ26.2368.7%3.5%33.4160.5%2.0%
80Δ25.3469.9%2.7%33.9656.2%1.3%

20Δ

Calls
Pseudo strike
34.83
IV
64.9%
B/E move
20.9%
Puts
Pseudo strike
25.51
IV
66.3%
B/E move
15.1%

25Δ

Calls
Pseudo strike
32.99
IV
55.1%
B/E move
14.9%
Puts
Pseudo strike
26.32
IV
66.2%
B/E move
13.1%

30Δ

Calls
Pseudo strike
32.40
IV
57.9%
B/E move
13.6%
Puts
Pseudo strike
27.16
IV
62.9%
B/E move
10.9%

35Δ

Calls
Pseudo strike
31.77
IV
59.7%
B/E move
12.2%
Puts
Pseudo strike
27.91
IV
58.8%
B/E move
8.9%

40Δ

Calls
Pseudo strike
31.04
IV
58.9%
B/E move
10.4%
Puts
Pseudo strike
28.54
IV
59.8%
B/E move
7.8%

45Δ

Calls
Pseudo strike
30.37
IV
57.4%
B/E move
8.8%
Puts
Pseudo strike
29.15
IV
61.1%
B/E move
6.9%

50Δ

Calls
Pseudo strike
29.73
IV
57.4%
B/E move
7.5%
Puts
Pseudo strike
29.79
IV
61.2%
B/E move
5.9%

55Δ

Calls
Pseudo strike
29.14
IV
59.1%
B/E move
6.6%
Puts
Pseudo strike
30.47
IV
61.7%
B/E move
5.0%

60Δ

Calls
Pseudo strike
28.51
IV
60.6%
B/E move
5.7%
Puts
Pseudo strike
31.15
IV
61.9%
B/E move
4.2%

65Δ

Calls
Pseudo strike
27.86
IV
61.7%
B/E move
4.8%
Puts
Pseudo strike
31.81
IV
60.6%
B/E move
3.4%

70Δ

Calls
Pseudo strike
27.19
IV
62.0%
B/E move
4.0%
Puts
Pseudo strike
32.74
IV
62.9%
B/E move
2.7%

75Δ

Calls
Pseudo strike
26.23
IV
68.7%
B/E move
3.5%
Puts
Pseudo strike
33.41
IV
60.5%
B/E move
2.0%

80Δ

Calls
Pseudo strike
25.34
IV
69.9%
B/E move
2.7%
Puts
Pseudo strike
33.96
IV
56.2%
B/E move
1.3%

Options history

No recorded observations