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Silvercorp Metals Inc SVM

BASIC MATERIALS · SILVER
i

Market dataready · fetched 2026-10-22T23:45:11.571Z

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 · 2026-10-22T22:45:09.675962975Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:45:09.821763+00:00

Share price$8.67
1D-4.7%
AH$8.45$8.61$8.77$8.93$9.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSVM
Sold putSold callAH

Silvercorp Metals Inc options

Live interpolated SVM call and put midpoint premiums by absolute delta.Silvercorp Metals Inc$0.09$0.87$1.66$2.44$3.23$6.17$7.67$9.17$10.67$12.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SVM spot · $8.67SVM PRICE$0.17$0.22$0.31$0.41$0.50$0.60$0.69$0.78$0.88$0.97$1.07$1.16$1.25$0.22$0.35$0.49$0.62$0.76$0.90$1.03$1.17$1.30$1.44$1.57$2.23$3.00
PutsCheap0.92×
CallsCheap0.92×
SkewBearish+12.55 pp
Implied moveBearish±$1.72
TiltBearish25.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.5179.9%34.7%7.5765.4%15.1%
25Δ9.9059.2%16.8%7.8166.4%14.0%
30Δ9.7059.1%15.5%8.0567.3%12.8%
35Δ9.4959.1%14.2%8.2968.3%11.6%
40Δ9.2959.0%12.9%8.5369.3%10.4%
45Δ9.0858.9%11.7%8.7670.2%9.2%
50Δ8.8858.8%10.4%9.0071.2%8.1%
55Δ8.6858.7%9.1%9.2472.2%6.9%
60Δ8.4758.6%7.8%9.4873.1%5.7%
65Δ8.2758.5%6.6%9.7274.1%4.5%
70Δ8.0658.4%5.3%9.9575.0%3.3%
75Δ7.8658.3%4.0%10.6783.0%2.7%
80Δ7.6558.3%2.7%11.4992.6%2.1%

20Δ

Calls
Pseudo strike
11.51
IV
79.9%
B/E move
34.7%
Puts
Pseudo strike
7.57
IV
65.4%
B/E move
15.1%

25Δ

Calls
Pseudo strike
9.90
IV
59.2%
B/E move
16.8%
Puts
Pseudo strike
7.81
IV
66.4%
B/E move
14.0%

30Δ

Calls
Pseudo strike
9.70
IV
59.1%
B/E move
15.5%
Puts
Pseudo strike
8.05
IV
67.3%
B/E move
12.8%

35Δ

Calls
Pseudo strike
9.49
IV
59.1%
B/E move
14.2%
Puts
Pseudo strike
8.29
IV
68.3%
B/E move
11.6%

40Δ

Calls
Pseudo strike
9.29
IV
59.0%
B/E move
12.9%
Puts
Pseudo strike
8.53
IV
69.3%
B/E move
10.4%

45Δ

Calls
Pseudo strike
9.08
IV
58.9%
B/E move
11.7%
Puts
Pseudo strike
8.76
IV
70.2%
B/E move
9.2%

50Δ

Calls
Pseudo strike
8.88
IV
58.8%
B/E move
10.4%
Puts
Pseudo strike
9.00
IV
71.2%
B/E move
8.1%

55Δ

Calls
Pseudo strike
8.68
IV
58.7%
B/E move
9.1%
Puts
Pseudo strike
9.24
IV
72.2%
B/E move
6.9%

60Δ

Calls
Pseudo strike
8.47
IV
58.6%
B/E move
7.8%
Puts
Pseudo strike
9.48
IV
73.1%
B/E move
5.7%

65Δ

Calls
Pseudo strike
8.27
IV
58.5%
B/E move
6.6%
Puts
Pseudo strike
9.72
IV
74.1%
B/E move
4.5%

70Δ

Calls
Pseudo strike
8.06
IV
58.4%
B/E move
5.3%
Puts
Pseudo strike
9.95
IV
75.0%
B/E move
3.3%

75Δ

Calls
Pseudo strike
7.86
IV
58.3%
B/E move
4.0%
Puts
Pseudo strike
10.67
IV
83.0%
B/E move
2.7%

80Δ

Calls
Pseudo strike
7.65
IV
58.3%
B/E move
2.7%
Puts
Pseudo strike
11.49
IV
92.6%
B/E move
2.1%

Options history

No recorded observations