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Silvercorp Metals Inc. Common Shares SVM

BASIC MATERIALS · SILVER
i

Market dataready · fetched 2026-11-12T02:07:00.009Z

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 · 2026-11-12T01:00:00.083849584Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:01:29.244025+00:00

Share price$9.22
1D-4.0%
AH$9.15$9.27$9.39$9.51$9.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSVM
Sold putSold callAH

Silvercorp Metals Inc. Common Shares options

Live interpolated SVM call and put midpoint premiums by absolute delta.Silvercorp Metals Inc. Common Shares$0.10$0.30$0.50$0.69$0.89$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICESVM PRICE$0.12$0.15$0.21$0.27$0.32$0.38$0.44$0.49$0.55$0.61$0.67$0.72$0.78$0.84
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.6580.9%16.8%7.78120.3%17.9%
25Δ10.0672.4%10.7%7.97115.2%16.4%
30Δ8.16110.2%15.0%
35Δ8.35105.1%13.5%
40Δ8.54100.1%12.1%
45Δ8.7395.0%10.7%
50Δ8.9290.0%9.2%
55Δ9.1184.9%7.8%
60Δ9.3079.9%6.3%
65Δ9.4974.8%4.9%
70Δ9.6869.8%3.4%
75Δ9.8764.7%2.0%
80Δ

20Δ

Calls
Pseudo strike
10.65
IV
80.9%
B/E move
16.8%
Puts
Pseudo strike
7.78
IV
120.3%
B/E move
17.9%

25Δ

Calls
Pseudo strike
10.06
IV
72.4%
B/E move
10.7%
Puts
Pseudo strike
7.97
IV
115.2%
B/E move
16.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.16
IV
110.2%
B/E move
15.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.35
IV
105.1%
B/E move
13.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.54
IV
100.1%
B/E move
12.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.73
IV
95.0%
B/E move
10.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.92
IV
90.0%
B/E move
9.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.11
IV
84.9%
B/E move
7.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.30
IV
79.9%
B/E move
6.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.49
IV
74.8%
B/E move
4.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.68
IV
69.8%
B/E move
3.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.87
IV
64.7%
B/E move
2.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend62.29%
Daily EOD
SVM62.2%62.3%62.4%2026-10-19: 62.29%Oct 19
1 observations2026-10-19 — 2026-10-19
Table
DateIV (%)
62.29%