SSRMSSR Mining Inc.
SSRM Options Overview
IV is elevated with bullish flow. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
SSRM Gamma Walls
Value
Is IV priced right?
Measures whether options are cheap, fair, or rich relative to historical and peer
IV Rank 81.9% — elevated vs history
IV/HV 0.97x — IV ≤ HV
Sector percentile 75% — above sector median
Front/Back 0.97x — contango
Put/Call IV 1.16x — elevated
ATM IV 61.3% — normal range
Effective IV 82.2% (ATM 61.3% + spread 10.4% + bias) — expensive
Total drag 13.05% (spread 10.45% + slippage 2.60%) — high friction
Vega efficiency 2.03 (vega 2.123 / spread 10.45%) — spread drag
Sentiment
Bullish or bearish?
Analyzes
Conviction-weighted: -32% (strong bearish) — Raw: -31%
|OI skew| 39.0% — call-heavy
Vol skew +75.9%, OI skew +39.0% — aligned
0-DTE 0%, far-OTM 15%, avg DTE 30
OI change +0.0% (5d) — stable
ITM: +14%, ATM: -31%, OTM: -34% — neutral (ITM/ATM divergent)
Sector P/C percentile 21% — very bullish vs sector
Activity
Unusual activity?
Detects volume surges,
Volume 1.0x avg — normal
Vol/OI 4.1% — normal turnover
1 day(s) elevated — may be one-day event
OI change +1.2% (5d) — stable
Sector activity percentile 80% — very active vs sector
Large trade volume 68% — heavy institutional
Aggressive execution 35% — patient
Conviction -32 (bearish) — moderate
Liquidity
Can I trade efficiently?
Evaluates
Spread 10.4% — wide
OI 54,109 — deep
Volume 2,223/day — adequate
$0.52 to cross — expensive
0 liquid strikes — limited options
Sector spread percentile 86% — much wider than sector
Depth 191.8 contracts (bid:110.2 ask:81.6) — adequate
Avg slippage 2.60% — poor
Timing
Is now a good time?
Considers earnings proximity,
Slope -2.6% — flat/unclear
IV percentile 82% — seller opportunity
IV kink -0.2pts — no clear event
θ/ν ratio 24.89 — favors income trades
3 liquid expirations — flexible
caution advised: FOMC in 5d; CPI in 0d (HIGH)
Spread ratio 1.00x — stable
Flow -32% @ 66% consistency — moderate (bearish)
Score 98 (ITM 20% + inst 68%) — HIGH institutional
Directional Strategy Fit
For educational purposes only. Not investment advice.
The Options Desk tracks the move options price into every US earnings report the week of Sep 7, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.