SII · Sprott Inc.

Track SII — free Ask ALVIS about SII

$104.65 +1.65 (+1.60%)

Market Cap

$2.65B

25.78M

Options Chain

15-min delayed Underlying $104.65 · today Options Calculator

Positioning

Aug 21, 2026 · 25 days to expiry · 72 contracts

Put / call OI

0.19

Call-heavy positioning

Open interest

2,991

contracts outstanding

Volume

206

traded today

Max pain

$110.00

$5.35 above spot

ATM implied vol

56.4%

market's expected move

Open interest by strike · near the money

Calls Puts

100

105

110

115

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125

130

135

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145

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155

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250

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 25d Sep 18 53d Nov 20 116d Jan 15 172d Feb 19 207d Mar 19 235d Jan 21 543d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
1	1	103.7%	0.997	$73.67		$0.20	-0.022	158.6%	3	3
Call · $50 In the money Last $73.67 Breakeven $123.67 Implied vol 103.7% Delta 0.997 ≈100% ITM Gamma 0 Theta -0.004 Vega 0.002 Open interest 1 Model this call Put · $50 Last $0.20 Breakeven $49.80 Implied vol 158.6% Delta -0.022 ≈2% ITM Gamma 0.001 Theta -0.046 Vega 0.019 Open interest 3 Model this put
10	10	—	—	$94.40		—	-0.025	139.9%	—	0
Call · $55 In the money Last $94.40 Breakeven $149.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest 10 Model this call Put · $55 Last — Breakeven — Implied vol 139.9% Delta -0.025 ≈3% ITM Gamma 0.002 Theta -0.045 Vega 0.02 Open interest 0 Model this put
0	1	0.1%	0.999	$74.30		—	-0.028	123%	—	0
Call · $60 In the money Last $74.30 Breakeven $134.30 Implied vol 0.1% Delta 0.999 ≈100% ITM Gamma 0 Theta -0.002 Vega 0 Open interest 0 Model this call Put · $60 Last — Breakeven — Implied vol 123% Delta -0.028 ≈3% ITM Gamma 0.002 Theta -0.044 Vega 0.021 Open interest 0 Model this put
0	—	73.5%	0.995	—		—	-0.032	107.4%	—	0
Call · $65 In the money Last — Breakeven — Implied vol 73.5% Delta 0.995 ≈99% ITM Gamma 0.001 Theta -0.007 Vega 0.005 Open interest 0 Model this call Put · $65 Last — Breakeven — Implied vol 107.4% Delta -0.032 ≈3% ITM Gamma 0.002 Theta -0.042 Vega 0.022 Open interest 0 Model this put
1	1	74.8%	0.984	$54.50		$1.73	-0.037	93%	2	2
Call · $70 In the money Last $54.50 Breakeven $124.50 Implied vol 74.8% Delta 0.984 ≈98% ITM Gamma 0.002 Theta -0.018 Vega 0.011 Open interest 1 Model this call Put · $70 Last $1.73 Breakeven $68.27 Implied vol 93% Delta -0.037 ≈4% ITM Gamma 0.003 Theta -0.041 Vega 0.022 Open interest 2 Model this put
0	—	70.3%	0.973	—		$0.62	-0.043	79.7%	26	14
Call · $75 In the money Last — Breakeven — Implied vol 70.3% Delta 0.973 ≈97% ITM Gamma 0.003 Theta -0.027 Vega 0.023 Open interest 0 Model this call Put · $75 Last $0.62 Breakeven $74.38 Implied vol 79.7% Delta -0.043 ≈4% ITM Gamma 0.004 Theta -0.04 Vega 0.023 Open interest 14 Model this put
2	2	61.8%	0.96	$51.00		$0.56	-0.051	67.2%	1	3
Call · $80 In the money Last $51.00 Breakeven $131.00 Implied vol 61.8% Delta 0.96 ≈96% ITM Gamma 0.005 Theta -0.032 Vega 0.024 Open interest 2 Model this call Put · $80 Last $0.56 Breakeven $79.44 Implied vol 67.2% Delta -0.051 ≈5% ITM Gamma 0.006 Theta -0.038 Vega 0.024 Open interest 3 Model this put
48	28	66.8%	0.901	$48.00		$1.91	-0.138	81.4%	1	4
Call · $85 In the money Last $48.00 Breakeven $133.00 Implied vol 66.8% Delta 0.901 ≈90% ITM Gamma 0.01 Theta -0.068 Vega 0.043 Open interest 48 Model this call Put · $85 Last $1.91 Breakeven $83.09 Implied vol 81.4% Delta -0.138 ≈14% ITM Gamma 0.01 Theta -0.098 Vega 0.065 Open interest 4 Model this put
5	5	57.8%	0.86	$47.90		$1.00	-0.156	62.4%	1	24
Call · $90 In the money Last $47.90 Breakeven $137.90 Implied vol 57.8% Delta 0.86 ≈86% ITM Gamma 0.014 Theta -0.074 Vega 0.066 Open interest 5 Model this call Put · $90 Last $1.00 Breakeven $89.00 Implied vol 62.4% Delta -0.156 ≈16% ITM Gamma 0.014 Theta -0.081 Vega 0.066 Open interest 24 Model this put
42	5	56.6%	0.77	$10.80		$2.50	-0.233	57.6%	2	56
Call · $95 In the money Last $10.80 Breakeven $105.80 Implied vol 56.6% Delta 0.77 ≈77% ITM Gamma 0.02 Theta -0.099 Vega 0.09 Open interest 42 Model this call Put · $95 Last $2.50 Breakeven $92.50 Implied vol 57.6% Delta -0.233 ≈23% ITM Gamma 0.02 Theta -0.096 Vega 0.09 Open interest 56 Model this put
26	1	56.6%	0.652	$11.64		$4.85	-0.349	57.3%	25	39
Call · $100 In the money Last $11.64 Breakeven $111.64 Implied vol 56.6% Delta 0.652 ≈65% ITM Gamma 0.024 Theta -0.119 Vega 0.105 Open interest 26 Model this call Put · $100 Last $4.85 Breakeven $95.15 Implied vol 57.3% Delta -0.349 ≈35% ITM Gamma 0.024 Theta -0.115 Vega 0.105 Open interest 39 Model this put
Underlying $104.65
58	1	55.5%	0.524	$5.86		$6.35	-0.475	57.3%	9	46
Call · $105 Last $5.86 Breakeven $110.86 Implied vol 55.5% Delta 0.524 ≈52% ITM Gamma 0.027 Theta -0.126 Vega 0.108 Open interest 58 Model this call Put · $105 In the money Last $6.35 Breakeven $98.65 Implied vol 57.3% Delta -0.475 ≈48% ITM Gamma 0.026 Theta -0.124 Vega 0.108 Open interest 46 Model this put
248	6	57.4%	0.401	$3.60		$10.99	-0.587	62%	2	26
Call · $110 Last $3.60 Breakeven $113.60 Implied vol 57.4% Delta 0.401 ≈40% ITM Gamma 0.025 Theta -0.126 Vega 0.111 Open interest 248 Model this call Put · $110 In the money Last $10.99 Breakeven $99.01 Implied vol 62% Delta -0.587 ≈59% ITM Gamma 0.023 Theta -0.13 Vega 0.111 Open interest 26 Model this put
44	3	53.6%	0.276	$2.21		$12.47	-0.704	58.2%	1	8
Call · $115 Last $2.21 Breakeven $117.21 Implied vol 53.6% Delta 0.276 ≈28% ITM Gamma 0.023 Theta -0.101 Vega 0.1 Open interest 44 Model this call Put · $115 In the money Last $12.47 Breakeven $102.53 Implied vol 58.2% Delta -0.704 ≈70% ITM Gamma 0.022 Theta -0.106 Vega 0.1 Open interest 8 Model this put
226	2	54.3%	0.189	$1.45		$17.65	-0.788	59.2%	3	100
Call · $120 Last $1.45 Breakeven $121.45 Implied vol 54.3% Delta 0.189 ≈19% ITM Gamma 0.018 Theta -0.082 Vega 0.078 Open interest 226 Model this call Put · $120 In the money Last $17.65 Breakeven $102.35 Implied vol 59.2% Delta -0.788 ≈79% ITM Gamma 0.018 Theta -0.089 Vega 0.078 Open interest 100 Model this put
94	3	47.2%	0.083	$0.58		$21.10	-0.839	63.8%	5	42
Call · $125 Last $0.58 Breakeven $125.58 Implied vol 47.2% Delta 0.083 ≈8% ITM Gamma 0.012 Theta -0.041 Vega 0.054 Open interest 94 Model this call Put · $125 In the money Last $21.10 Breakeven $103.90 Implied vol 63.8% Delta -0.839 ≈84% ITM Gamma 0.014 Theta -0.081 Vega 0.078 Open interest 42 Model this put
329	1	54.8%	0.074	$0.60		$22.00	-0.848	74.8%	2	103
Call · $130 Last $0.60 Breakeven $130.60 Implied vol 54.8% Delta 0.074 ≈7% ITM Gamma 0.009 Theta -0.043 Vega 0.032 Open interest 329 Model this call Put · $130 In the money Last $22.00 Breakeven $108.00 Implied vol 74.8% Delta -0.848 ≈85% ITM Gamma 0.012 Theta -0.092 Vega 0.054 Open interest 103 Model this put
14	2	63.1%	0.072	$6.12		$13.90	-0.936	62.2%	1	9
Call · $135 Last $6.12 Breakeven $141.12 Implied vol 63.1% Delta 0.072 ≈7% ITM Gamma 0.008 Theta -0.048 Vega 0.032 Open interest 14 Model this call Put · $135 In the money Last $13.90 Breakeven $121.10 Implied vol 62.2% Delta -0.936 ≈94% ITM Gamma 0.008 Theta -0.038 Vega 0.031 Open interest 9 Model this put
933	1	66.5%	0.057	$2.30		$34.49	-0.946	67.2%	2	7
Call · $140 Last $2.30 Breakeven $142.30 Implied vol 66.5% Delta 0.057 ≈6% ITM Gamma 0.006 Theta -0.042 Vega 0.033 Open interest 933 Model this call Put · $140 In the money Last $34.49 Breakeven $105.51 Implied vol 67.2% Delta -0.946 ≈95% ITM Gamma 0.007 Theta -0.035 Vega 0.031 Open interest 7 Model this put
20	1	90.6%	0.105	$0.07		$16.47	-0.954	71.9%	1	1
Call · $145 Last $0.07 Breakeven $145.07 Implied vol 90.6% Delta 0.105 ≈10% ITM Gamma 0.007 Theta -0.091 Vega 0.057 Open interest 20 Model this call Put · $145 In the money Last $16.47 Breakeven $128.53 Implied vol 71.9% Delta -0.954 ≈95% ITM Gamma 0.005 Theta -0.032 Vega 0.03 Open interest 1 Model this put
71	6	93.7%	0.086	$2.89		$21.00	-0.957	78.1%	1	1
Call · $150 Last $2.89 Breakeven $152.89 Implied vol 93.7% Delta 0.086 ≈9% ITM Gamma 0.006 Theta -0.082 Vega 0.034 Open interest 71 Model this call Put · $150 In the money Last $21.00 Breakeven $129.00 Implied vol 78.1% Delta -0.957 ≈96% ITM Gamma 0.005 Theta -0.034 Vega 0.03 Open interest 1 Model this put
11	2	106.6%	0.101	$0.45		$22.85	-0.97	79.4%	2	0
Call · $155 Last $0.45 Breakeven $155.45 Implied vol 106.6% Delta 0.101 ≈10% ITM Gamma 0.006 Theta -0.104 Vega 0.059 Open interest 11 Model this call Put · $155 In the money Last $22.85 Breakeven $132.15 Implied vol 79.4% Delta -0.97 ≈97% ITM Gamma 0.004 Theta -0.025 Vega 0.015 Open interest 0 Model this put
17	2	113.6%	0.098	$1.35		—	-0.966	87.6%	—	0
Call · $160 Last $1.35 Breakeven $161.35 Implied vol 113.6% Delta 0.098 ≈10% ITM Gamma 0.006 Theta -0.109 Vega 0.06 Open interest 17 Model this call Put · $160 In the money Last — Breakeven — Implied vol 87.6% Delta -0.966 ≈97% ITM Gamma 0.004 Theta -0.031 Vega 0.016 Open interest 0 Model this put
12	1	95.8%	0.043	$0.85		—	-0.967	92.5%	—	0
Call · $165 Last $0.85 Breakeven $165.85 Implied vol 95.8% Delta 0.043 ≈4% ITM Gamma 0.003 Theta -0.048 Vega 0.035 Open interest 12 Model this call Put · $165 In the money Last — Breakeven — Implied vol 92.5% Delta -0.967 ≈97% ITM Gamma 0.003 Theta -0.032 Vega 0.016 Open interest 0 Model this put
166	7	101.1%	0.041	$2.50		—	-0.968	97.2%	—	0
Call · $170 Last $2.50 Breakeven $172.50 Implied vol 101.1% Delta 0.041 ≈4% ITM Gamma 0.003 Theta -0.05 Vega 0.018 Open interest 166 Model this call Put · $170 In the money Last — Breakeven — Implied vol 97.2% Delta -0.968 ≈97% ITM Gamma 0.003 Theta -0.032 Vega 0.016 Open interest 0 Model this put
8	1	107.7%	0.043	$5.50		$27.00	-0.974	98.7%	2	0
Call · $175 Last $5.50 Breakeven $180.50 Implied vol 107.7% Delta 0.043 ≈4% ITM Gamma 0.003 Theta -0.055 Vega 0.036 Open interest 8 Model this call Put · $175 In the money Last $27.00 Breakeven $148.00 Implied vol 98.7% Delta -0.974 ≈97% ITM Gamma 0.003 Theta -0.027 Vega 0.016 Open interest 0 Model this put
18	1	109.6%	0.038	$2.60		—	-0.97	106.3%	—	0
Call · $180 Last $2.60 Breakeven $182.60 Implied vol 109.6% Delta 0.038 ≈4% ITM Gamma 0.003 Theta -0.05 Vega 0.018 Open interest 18 Model this call Put · $180 In the money Last — Breakeven — Implied vol 106.3% Delta -0.97 ≈97% ITM Gamma 0.003 Theta -0.033 Vega 0.016 Open interest 0 Model this put
3	1	113.7%	0.037	$17.50		$36.20	-0.981	104.3%	1	0
Call · $185 Last $17.50 Breakeven $202.50 Implied vol 113.7% Delta 0.037 ≈4% ITM Gamma 0.003 Theta -0.051 Vega 0.019 Open interest 3 Model this call Put · $185 In the money Last $36.20 Breakeven $148.80 Implied vol 104.3% Delta -0.981 ≈98% ITM Gamma 0.002 Theta -0.022 Vega 0.015 Open interest 0 Model this put
6	6	125.1%	0.045	$1.53		—	-0.972	114.8%	—	0
Call · $190 Last $1.53 Breakeven $191.53 Implied vol 125.1% Delta 0.045 ≈5% ITM Gamma 0.003 Theta -0.066 Vega 0.038 Open interest 6 Model this call Put · $190 In the money Last — Breakeven — Implied vol 114.8% Delta -0.972 ≈97% ITM Gamma 0.002 Theta -0.034 Vega 0.017 Open interest 0 Model this put
1	1	138.9%	0.062	$6.20		—	-0.973	119%	—	0
Call · $195 Last $6.20 Breakeven $201.20 Implied vol 138.9% Delta 0.062 ≈6% ITM Gamma 0.003 Theta -0.093 Vega 0.038 Open interest 1 Model this call Put · $195 In the money Last — Breakeven — Implied vol 119% Delta -0.973 ≈97% ITM Gamma 0.002 Theta -0.034 Vega 0.017 Open interest 0 Model this put
14	1	125.3%	0.034	$2.90		—	-0.973	123%	—	0
Call · $200 Last $2.90 Breakeven $202.90 Implied vol 125.3% Delta 0.034 ≈3% ITM Gamma 0.002 Theta -0.052 Vega 0.019 Open interest 14 Model this call Put · $200 In the money Last — Breakeven — Implied vol 123% Delta -0.973 ≈97% ITM Gamma 0.002 Theta -0.035 Vega 0.017 Open interest 0 Model this put
7	6	132.6%	0.033	$1.35		—	-0.967	136.4%	—	0
Call · $210 Last $1.35 Breakeven $211.35 Implied vol 132.6% Delta 0.033 ≈3% ITM Gamma 0.002 Theta -0.053 Vega 0.02 Open interest 7 Model this call Put · $210 In the money Last — Breakeven — Implied vol 136.4% Delta -0.967 ≈97% ITM Gamma 0.002 Theta -0.047 Vega 0.018 Open interest 0 Model this put
8	1	139.6%	0.031	$1.15		—	-0.975	138.1%	—	0
Call · $220 Last $1.15 Breakeven $221.15 Implied vol 139.6% Delta 0.031 ≈3% ITM Gamma 0.002 Theta -0.054 Vega 0.02 Open interest 8 Model this call Put · $220 In the money Last — Breakeven — Implied vol 138.1% Delta -0.975 ≈97% ITM Gamma 0.002 Theta -0.036 Vega 0.017 Open interest 0 Model this put
14	1	146.2%	0.03	$0.25		—	-0.976	145.1%	—	0
Call · $230 Last $0.25 Breakeven $230.25 Implied vol 146.2% Delta 0.03 ≈3% ITM Gamma 0.002 Theta -0.054 Vega 0.021 Open interest 14 Model this call Put · $230 In the money Last — Breakeven — Implied vol 145.1% Delta -0.976 ≈98% ITM Gamma 0.002 Theta -0.037 Vega 0.017 Open interest 0 Model this put
31	1	152.6%	0.029	$0.25		—	-0.976	151.8%	—	0
Call · $240 Last $0.25 Breakeven $240.25 Implied vol 152.6% Delta 0.029 ≈3% ITM Gamma 0.002 Theta -0.055 Vega 0.021 Open interest 31 Model this call Put · $240 In the money Last — Breakeven — Implied vol 151.8% Delta -0.976 ≈98% ITM Gamma 0.002 Theta -0.038 Vega 0.017 Open interest 0 Model this put
15	1	158.8%	0.028	$0.25		—	-0.977	158.3%	—	0
Call · $250 Last $0.25 Breakeven $250.25 Implied vol 158.8% Delta 0.028 ≈3% ITM Gamma 0.001 Theta -0.056 Vega 0.021 Open interest 15 Model this call Put · $250 In the money Last — Breakeven — Implied vol 158.3% Delta -0.977 ≈98% ITM Gamma 0.002 Theta -0.039 Vega 0.018 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. The 24 strikes around the money are shown by default — switch to "All 36" for the wings. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1512920 CUSIP 852066208 13F (30d) 35 filings 35 filers Visit website Investor relations