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SSR Mining Inc. Common Stock SSRM

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-11-12T00:47:17.595Z

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 · 2026-11-12T00:29:26.442089367Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:46:49.158185+00:00

Share price$27.59
1D-1.5%
AH$27.89$28.06$28.22$28.39$28.555:30 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$0.13$1.16$2.19$3.23$4.26$21.53$24.82$28.12$31.42$34.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SSRM spot · $27.59SSRM PRICE$0.35$0.47$0.60$0.74$0.90$1.09$1.26$1.43$1.61$2.12$2.66$3.26$3.96$0.24$0.35$0.47$0.58$0.69$0.79$0.88$0.98$1.15$1.36$1.56
Puts——
CallsCheap0.61×
Skew——
Implied moveBullish±$2.15
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.6072.3%12.2%26.0346.8%6.5%
25Δ30.1776.5%11.1%26.3048.8%6.0%
30Δ29.6877.6%9.8%26.5750.9%5.4%
35Δ29.1576.8%8.3%26.8453.0%4.8%
40Δ28.6977.5%7.3%27.1153.2%4.2%
45Δ28.2678.7%6.4%27.3950.9%3.6%
50Δ27.8478.7%5.5%27.6648.5%2.9%
55Δ27.4276.5%4.6%27.9346.2%2.3%
60Δ26.9974.4%3.7%28.2245.9%1.9%
65Δ26.4285.3%3.4%28.5146.3%1.6%
70Δ25.8095.3%3.2%28.8046.7%1.3%
75Δ25.08103.2%2.7%
80Δ24.23109.7%2.2%

20Δ

Calls
Pseudo strike
30.60
IV
72.3%
B/E move
12.2%
Puts
Pseudo strike
26.03
IV
46.8%
B/E move
6.5%

25Δ

Calls
Pseudo strike
30.17
IV
76.5%
B/E move
11.1%
Puts
Pseudo strike
26.30
IV
48.8%
B/E move
6.0%

30Δ

Calls
Pseudo strike
29.68
IV
77.6%
B/E move
9.8%
Puts
Pseudo strike
26.57
IV
50.9%
B/E move
5.4%

35Δ

Calls
Pseudo strike
29.15
IV
76.8%
B/E move
8.3%
Puts
Pseudo strike
26.84
IV
53.0%
B/E move
4.8%

40Δ

Calls
Pseudo strike
28.69
IV
77.5%
B/E move
7.3%
Puts
Pseudo strike
27.11
IV
53.2%
B/E move
4.2%

45Δ

Calls
Pseudo strike
28.26
IV
78.7%
B/E move
6.4%
Puts
Pseudo strike
27.39
IV
50.9%
B/E move
3.6%

50Δ

Calls
Pseudo strike
27.84
IV
78.7%
B/E move
5.5%
Puts
Pseudo strike
27.66
IV
48.5%
B/E move
2.9%

55Δ

Calls
Pseudo strike
27.42
IV
76.5%
B/E move
4.6%
Puts
Pseudo strike
27.93
IV
46.2%
B/E move
2.3%

60Δ

Calls
Pseudo strike
26.99
IV
74.4%
B/E move
3.7%
Puts
Pseudo strike
28.22
IV
45.9%
B/E move
1.9%

65Δ

Calls
Pseudo strike
26.42
IV
85.3%
B/E move
3.4%
Puts
Pseudo strike
28.51
IV
46.3%
B/E move
1.6%

70Δ

Calls
Pseudo strike
25.80
IV
95.3%
B/E move
3.2%
Puts
Pseudo strike
28.80
IV
46.7%
B/E move
1.3%

75Δ

Calls
Pseudo strike
25.08
IV
103.2%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
24.23
IV
109.7%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend61.15%
Daily EOD
SSRM54.6%58.1%61.6%2026-10-19: 56.00%2026-10-20: 55.10%2026-10-21: 56.14%2026-10-22: 56.68%2026-10-23: 55.98%2026-10-26: 56.64%2026-10-27: 56.99%2026-10-28: 56.97%2026-10-29: 57.25%2026-10-30: 61.15%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
56.00%
55.10%
56.14%
56.68%
55.98%
56.64%
56.99%
56.97%
57.25%
61.15%