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Sunshine Silver Mining & Refining Company SSMR

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
i

Market dataready · fetched 2026-11-03T14:44:12.771Z

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 · 2026-11-03T14:43:15.321198432Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T14:44:12.064632+00:00

Share price$11.02
1D-0.9%
$11.01$11.04$11.07$11.10$11.135:30 AM6:30 AM9:00 AM1:00 PMSSMR
Sold putSold call

Sunshine Silver Mining & Refining Company options

Live interpolated SSMR call and put midpoint premiums by absolute delta.Sunshine Silver Mining & Refining Company$0.20$0.96$1.72$2.47$3.23$7.98$9.81$11.64$13.47$15.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SSMR spot · $11.02SSMR PRICE$0.28$0.31$0.42$0.68$0.95$1.21$1.47$1.73$2.00$2.26$2.51$2.76$3.01$0.33$0.36$0.63$1.01$1.40$1.79$2.18$2.57
Puts——
CallsExpensive1.67×
Skew——
Implied moveBearish±$3.66
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.52123.8%34.3%8.90125.8%22.2%
25Δ13.28100.1%23.4%9.7197.5%15.2%
30Δ12.3890.5%16.2%10.2897.4%12.4%
35Δ12.06105.5%15.7%10.72113.1%11.9%
40Δ11.74120.4%15.1%11.16128.8%11.5%
45Δ11.42135.4%14.6%11.59144.5%11.1%
50Δ11.10150.4%14.1%12.03160.2%10.6%
55Δ10.78165.3%13.6%12.47175.9%10.2%
60Δ10.46180.3%13.0%
65Δ10.14195.3%12.5%
70Δ9.73194.4%11.1%
75Δ9.24181.3%8.9%
80Δ8.75168.2%6.8%

20Δ

Calls
Pseudo strike
14.52
IV
123.8%
B/E move
34.3%
Puts
Pseudo strike
8.90
IV
125.8%
B/E move
22.2%

25Δ

Calls
Pseudo strike
13.28
IV
100.1%
B/E move
23.4%
Puts
Pseudo strike
9.71
IV
97.5%
B/E move
15.2%

30Δ

Calls
Pseudo strike
12.38
IV
90.5%
B/E move
16.2%
Puts
Pseudo strike
10.28
IV
97.4%
B/E move
12.4%

35Δ

Calls
Pseudo strike
12.06
IV
105.5%
B/E move
15.7%
Puts
Pseudo strike
10.72
IV
113.1%
B/E move
11.9%

40Δ

Calls
Pseudo strike
11.74
IV
120.4%
B/E move
15.1%
Puts
Pseudo strike
11.16
IV
128.8%
B/E move
11.5%

45Δ

Calls
Pseudo strike
11.42
IV
135.4%
B/E move
14.6%
Puts
Pseudo strike
11.59
IV
144.5%
B/E move
11.1%

50Δ

Calls
Pseudo strike
11.10
IV
150.4%
B/E move
14.1%
Puts
Pseudo strike
12.03
IV
160.2%
B/E move
10.6%

55Δ

Calls
Pseudo strike
10.78
IV
165.3%
B/E move
13.6%
Puts
Pseudo strike
12.47
IV
175.9%
B/E move
10.2%

60Δ

Calls
Pseudo strike
10.46
IV
180.3%
B/E move
13.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
10.14
IV
195.3%
B/E move
12.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
9.73
IV
194.4%
B/E move
11.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
9.24
IV
181.3%
B/E move
8.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
8.75
IV
168.2%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend86.34%
Daily EOD
SSMR60.0%74.1%88.3%2026-10-19: 80.90%2026-10-20: 64.17%2026-10-21: 63.01%2026-10-22: 61.91%2026-10-23: 63.12%2026-10-26: 64.33%2026-10-27: 80.04%2026-10-28: 78.27%2026-10-30: 86.34%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
80.90%
64.17%
63.01%
61.91%
63.12%
64.33%
80.04%
78.27%
86.34%