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SBSW

D/B/A Sibanye-Stillwater LimiteClose $11.84EOD only

Max Pain

$14.00

Next expiry Jun 18, 2026

Expected Move

±$1.70

14.4% from close

Price Gap

+2.16

Distance to max pain

IV Rank

Low premium

P/C OI

0.29

Slightly call-heavy

Consensus

—

No reports available

Published snapshot: May 20, 2026 close

End-of-day snapshot

This page reflects SBSW options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot

May 20, 2026 close

SBSW Options Chain

Data as of market close May 20, 2026

Expiration

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row

Next expiry (DTE 29)

Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.

Open Interest by Strike

IV Skew

Volume by Strike

Calls

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
5.00	7.44	5.80	8.00	0.00	12	12	171.9%	0.979	0.0089	-0.006	0.002	0.004
6.00	6.42	5.40	6.20	0.00	2	12	218.4%	0.922	0.0200	-0.019	0.005	0.004
9.00	4.55	2.05	3.10	0.00	60	99	99.2%	0.871	0.0634	-0.013	0.007	0.006
10.00	2.03	1.75	2.30	0.16	16	54	63.1%	0.855	0.1083	-0.009	0.008	0.006
11.00	1.28	1.25	1.40	0.23	48	315	64.4%	0.697	0.1627	-0.014	0.012	0.005
12.00	0.75	0.70	0.90	0.18	35	303	64.5%	0.514	0.1853	-0.015	0.013	0.004
13.00	0.39	0.40	0.45	0.09	93	743	62.5%	0.336	0.1749	-0.014	0.012	0.003
14.00	0.20	0.20	0.25	0.00	153	2,686	63.3%	0.203	0.1337	-0.011	0.009	0.002
15.00	0.13	0.10	0.15	0.03	63	3,040	65.6%	0.121	0.0921	-0.008	0.007	0.001
16.00	0.11	0.05	0.10	0.01	2	2,240	68.8%	0.075	0.0617	-0.006	0.005	0.001
17.00	0.07	0.05	0.10	0.02	183	826	78.9%	0.067	0.0492	-0.006	0.004	0.001
18.00	0.25	0.00	0.10	0.00	3	134	81.6%	0.045	0.0351	-0.005	0.003	0.000
19.00	0.08	0.00	0.10	0.00	1	66	89.8%	0.042	0.0299	-0.005	0.003	0.000
20.00	0.05	0.00	0.30	0.00	2	121	120.7%	0.087	0.0392	-0.011	0.005	0.001
21.00	0.05	0.00	0.05	0.00	1	7	93.8%	0.022	0.0165	-0.003	0.002	0.000

Puts

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
5.00	0.25	0.00	0.25	0.00	0	1	200.0%	-0.035	0.0115	-0.009	0.003	-0.000
8.00	0.75	0.00	0.10	0.00	0	2	83.6%	-0.036	0.0285	-0.004	0.003	-0.000
9.00	0.08	0.05	0.10	-0.02	5	72	68.8%	-0.063	0.0540	-0.005	0.004	-0.001
10.00	0.17	0.15	0.20	-0.08	7	1,502	61.7%	-0.141	0.1084	-0.008	0.007	-0.001
11.00	0.45	0.40	0.45	-0.13	130	1,978	59.4%	-0.293	0.1737	-0.011	0.011	-0.003
12.00	0.90	0.85	0.95	-0.15	13	1,487	60.1%	-0.490	0.1990	-0.013	0.013	-0.005
13.00	1.60	1.45	1.65	-0.21	12	1,355	59.8%	-0.674	0.1807	-0.011	0.012	-0.008
14.00	2.64	2.10	3.10	0.40	1	1,944	83.6%	-0.719	0.1209	-0.015	0.011	-0.009
15.00	3.01	3.00	4.10	0.00	1	760	95.6%	-0.767	0.0958	-0.015	0.010	-0.010
16.00	4.51	3.80	5.00	1.85	3	20	93.4%	-0.841	0.0777	-0.011	0.008	-0.011
17.00	3.51	4.90	5.90	0.00	15	55	105.5%	-0.855	0.0649	-0.012	0.008	-0.012
18.00	4.47	5.80	7.30	0.00	41	0	134.4%	-0.818	0.0589	-0.019	0.009	-0.013
19.00	7.75	6.60	8.30	0.00	0	0	132.8%	-0.857	0.0509	-0.015	0.008	-0.014
20.00	8.70	7.60	9.30	0.00	0	0	142.2%	-0.864	0.0460	-0.016	0.007	-0.015
21.00	9.51	8.60	10.30	0.00	0	0	151.0%	-0.870	0.0420	-0.016	0.007	-0.016

How to Read the Chain

Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.

How to scan it

Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.

What matters first

Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.

What can mislead you

Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.

Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.