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SSR Mining Inc SSRM

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-10-22T23:26:41.641Z

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 · 2026-10-22T22:23:02.170123902Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:20:36.629624+00:00

Share price$29.67
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 options

Live interpolated SSRM call and put midpoint premiums by absolute delta.SSR Mining Inc$0.32$2.28$4.25$6.22$8.18$22.12$26.11$30.11$34.10$38.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SSRM spot · $29.67SSRM PRICE$0.53$0.66$0.79$1.00$1.19$1.37$1.55$1.83$2.13$2.47$2.82$3.17$3.83$0.73$0.96$1.15$1.40$1.77$2.15$2.59$3.09$3.56$4.43$4.89$5.64$7.61
PutsFair0.96×
CallsFair0.97×
SkewBearish+15.48 pp
Implied moveBearish±$4.14
TiltBearish26.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.9761.5%19.6%25.6870.3%15.9%
25Δ33.6357.1%15.5%26.5869.2%13.6%
30Δ32.5553.0%12.4%27.4665.6%11.3%
35Δ31.9955.2%11.2%28.2363.8%9.6%
40Δ31.3254.1%9.5%28.9066.1%8.6%
45Δ30.6852.6%8.0%29.6067.1%7.5%
50Δ30.0850.7%6.6%30.3368.1%6.5%
55Δ29.5351.2%5.7%31.1069.3%5.6%
60Δ28.9952.1%4.9%31.8668.8%4.6%
65Δ28.4252.4%4.1%32.9273.0%4.0%
70Δ27.8552.3%3.4%33.6570.0%3.1%
75Δ27.2851.2%2.6%34.6369.3%2.3%
80Δ26.4754.0%2.1%36.7578.1%1.8%

20Δ

Calls
Pseudo strike
34.97
IV
61.5%
B/E move
19.6%
Puts
Pseudo strike
25.68
IV
70.3%
B/E move
15.9%

25Δ

Calls
Pseudo strike
33.63
IV
57.1%
B/E move
15.5%
Puts
Pseudo strike
26.58
IV
69.2%
B/E move
13.6%

30Δ

Calls
Pseudo strike
32.55
IV
53.0%
B/E move
12.4%
Puts
Pseudo strike
27.46
IV
65.6%
B/E move
11.3%

35Δ

Calls
Pseudo strike
31.99
IV
55.2%
B/E move
11.2%
Puts
Pseudo strike
28.23
IV
63.8%
B/E move
9.6%

40Δ

Calls
Pseudo strike
31.32
IV
54.1%
B/E move
9.5%
Puts
Pseudo strike
28.90
IV
66.1%
B/E move
8.6%

45Δ

Calls
Pseudo strike
30.68
IV
52.6%
B/E move
8.0%
Puts
Pseudo strike
29.60
IV
67.1%
B/E move
7.5%

50Δ

Calls
Pseudo strike
30.08
IV
50.7%
B/E move
6.6%
Puts
Pseudo strike
30.33
IV
68.1%
B/E move
6.5%

55Δ

Calls
Pseudo strike
29.53
IV
51.2%
B/E move
5.7%
Puts
Pseudo strike
31.10
IV
69.3%
B/E move
5.6%

60Δ

Calls
Pseudo strike
28.99
IV
52.1%
B/E move
4.9%
Puts
Pseudo strike
31.86
IV
68.8%
B/E move
4.6%

65Δ

Calls
Pseudo strike
28.42
IV
52.4%
B/E move
4.1%
Puts
Pseudo strike
32.92
IV
73.0%
B/E move
4.0%

70Δ

Calls
Pseudo strike
27.85
IV
52.3%
B/E move
3.4%
Puts
Pseudo strike
33.65
IV
70.0%
B/E move
3.1%

75Δ

Calls
Pseudo strike
27.28
IV
51.2%
B/E move
2.6%
Puts
Pseudo strike
34.63
IV
69.3%
B/E move
2.3%

80Δ

Calls
Pseudo strike
26.47
IV
54.0%
B/E move
2.1%
Puts
Pseudo strike
36.75
IV
78.1%
B/E move
1.8%

Options history

No recorded observations