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Sunshine Silver Mining & Refining Company SSMR

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Market datapartial · fetched 2026-11-06T20:49:23.827Z

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 · 2026-11-06T20:49:21.832087266Z

FundamentalsAlpha Vantage · unavailable

Share price$13.21
1D+7.0%
$12.00$12.34$12.69$13.04$13.385:30 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$0.51$1.54$2.58$3.61$4.64$9.84$11.52$13.20$14.89$16.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ 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 PRICELive SSMR spot · $13.21SSMR PRICE$1.07$1.15$1.17$1.20$1.25$1.30$1.35$1.40$0.62$0.82$1.03$1.23$1.48$1.77$2.05$2.33$2.61$3.15$3.75$4.34
Puts——
Calls——
Skew——
Implied moveBearish±$3.30
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.44175.7%25.7%
25Δ11.05172.2%22.6%
30Δ20.27274.6%61.5%11.67168.8%19.4%
35Δ17.73239.2%42.9%12.28165.3%16.3%
40Δ15.86196.6%28.9%12.83162.2%14.1%
45Δ14.72167.7%20.5%13.35159.3%12.3%
50Δ14.17150.7%16.7%13.86156.3%10.6%
55Δ13.62133.7%13.0%14.38153.4%8.8%
60Δ13.07116.7%9.2%14.89150.5%7.1%
65Δ12.5299.7%5.4%15.58151.0%5.9%
70Δ16.32152.4%4.8%
75Δ17.06153.8%3.7%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.44
IV
175.7%
B/E move
25.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.05
IV
172.2%
B/E move
22.6%

30Δ

Calls
Pseudo strike
20.27
IV
274.6%
B/E move
61.5%
Puts
Pseudo strike
11.67
IV
168.8%
B/E move
19.4%

35Δ

Calls
Pseudo strike
17.73
IV
239.2%
B/E move
42.9%
Puts
Pseudo strike
12.28
IV
165.3%
B/E move
16.3%

40Δ

Calls
Pseudo strike
15.86
IV
196.6%
B/E move
28.9%
Puts
Pseudo strike
12.83
IV
162.2%
B/E move
14.1%

45Δ

Calls
Pseudo strike
14.72
IV
167.7%
B/E move
20.5%
Puts
Pseudo strike
13.35
IV
159.3%
B/E move
12.3%

50Δ

Calls
Pseudo strike
14.17
IV
150.7%
B/E move
16.7%
Puts
Pseudo strike
13.86
IV
156.3%
B/E move
10.6%

55Δ

Calls
Pseudo strike
13.62
IV
133.7%
B/E move
13.0%
Puts
Pseudo strike
14.38
IV
153.4%
B/E move
8.8%

60Δ

Calls
Pseudo strike
13.07
IV
116.7%
B/E move
9.2%
Puts
Pseudo strike
14.89
IV
150.5%
B/E move
7.1%

65Δ

Calls
Pseudo strike
12.52
IV
99.7%
B/E move
5.4%
Puts
Pseudo strike
15.58
IV
151.0%
B/E move
5.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.32
IV
152.4%
B/E move
4.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.06
IV
153.8%
B/E move
3.7%

80Δ

Calls
Pseudo strike
IV
B/E move
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%