SSRMSSR Mining Inc.
Options Analysis Report•MINERAL ROYALTY TRADERS
Market Cap $7.1B|NASDAQ
● 2026-05-15$34.25
BULLISH
Analysis: 2026-05-14 EOD data
1Y +213.1%YTD +59.2%7D +0.1%
Options Vol
1,366
30D
Implied Move
±8.6%
IV Rank
43%
SSRM Options Overview
IV is elevated with bullish flow. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
5.1
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks5/9 checks passed
IV Rank
≤35%IV Rank 75.0% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 0.92x — IV ≤ HV
Sector Relative≤50%
Sector percentile 68% — above sector median
Term Structure
<1.1xFront/Back 0.95x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 63.6% — normal range
Spread-Adjusted Value
<80%Effective IV 94.1% (ATM 63.6% + spread 15.3% + bias) — expensive
Execution Efficiency
<3.0%Total drag 19.42% (spread 15.26% + slippage 4.16%) — high friction
Vega Efficiency
≥5.0Vega efficiency 6.97 (vega 10.641 / spread 15.26%) — acceptable
Sentiment
Bullish or bearish?
8.2
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksVery Bullish - Strong signal (Conviction: +47%, Raw: +35%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +47% (strong bullish) — Raw: +35%
OI Skew Magnitude
≥15%|OI skew| 41.2% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +36.0%, OI skew +41.2% — aligned
Conviction Quality
≥2/3 conditions0-DTE 38%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +71%, ATM: +81%, OTM: -25% — strong bullish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 57% — bearish vs sector
Activity
Unusual activity?
4.4
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks3/9 checks passed
Volume Surge
≥1.5xVolume 0.8x avg — normal
Turnover Rate
≥15%Vol/OI 2.4% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +5.1% (5d) — building
Sector Relative≥60%
Sector activity percentile 51% — neutral vs sector
Trade Quality
≥30%Large trade volume 46% — institutional presence
Execution Urgency
≥60%Aggressive execution 26% — patient
Flow Conviction
≥30Conviction +47 (bullish) — moderate
Liquidity
Can I trade efficiently?
3.0
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 15.3% — wide
Adequate OI
≥10,000OI 57,284 — deep
Active Volume
≥500Volume 1,366/day — adequate
Reasonable Cost
≤$0.50$0.76 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 82% — much wider than sector
Order Book Depth
≥100 contractsDepth 569.8 contracts (bid:335.6 ask:234.2) — deep
Execution Quality
<1.0%Avg slippage 4.16% — poor
Timing
Is now a good time?
7.7
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks8/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -5.2% — contango
IV Percentile Clarity
<30 or >70IV percentile 75% — seller opportunity
Event Detection
≥10pts kinkIV kink -1.3pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 695.50 — favors income trades
Expiration Distribution
≥3 expirations3 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No earnings detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +47% @ 74% consistency — STRONG directional (bullish)
Smart Money Timing
≥40 composite scoreScore 76 (ITM 20% + inst 46%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls6.2
bullishIV fair, bullish flow
Long Puts4.0
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.7
bullishIV fair, bullish flow
Covered Call3.8
bearishIV fair, bullish flow
For educational purposes only. Not investment advice.