Silvercorp Metals Inc. Common Shares (SVM) options flow
Price delayed 15 minutes
Options flow session · Last trade
The optional price chart loads separately. Recorded options trades are available below.
Session chart data
| Strike (USD) | Net GEX per 1% move (USD) |
|---|---|
| $2.50 | -$659 |
| $5 | -$3,387 |
| $7.50 | -$15,649 |
| $10 | $30,196 |
| $12.50 | $33,456 |
| $15 | $12,596 |
| $17.50 | $5,929 |
| $20 | $5,805 |
| $22.50 | $3,070 |
| $25 | $6,672 |
SVM session snapshot
Bullflow recorded 2 SVM options trades on Friday, October 30, 2026, totaling $31,749 in premium. Calls made up $11.35K (35.7%) across 1 trades and puts $20.40K (64.3%) across 1 trades, a put/call premium ratio of 1.80.
0 trades were sweeps and 2 were blocks. 0 filled at or above the ask, 2 at or below the bid and 0 at the mid. The largest was a $20,400 block of 400 Dec 18, 2026 $7.50 Put trade at 13:36:18 ET, filled at the bid.
SVM closed at $7.96, down 4.10% from the prior close. Net gamma exposure was $78.03K per 1% move at the Oct 30, 2026, 15:59:22 ET snapshot; the largest positive GEX strike was $12.50.
- Company
- Silvercorp Metals Inc. Common Shares
- Exchange
- NYSE American
- Sector
- Unavailable
- Close
- $7.96
SVM options flow statistics
- Total premium
- $31.75K
- Recorded trades
- 2
- Call premium
- $11.35K
- Put premium
- $20.40K
- Put/call premium ratio
- 1.80
- Avg premium per trade
- $15.87K
- Calls / puts (trades)
- 1 / 1
- Sweeps / blocks
- 0 / 2
- At or above ask
- 0
- At or below bid
- 2
- Largest trade
- $20.40K
- Last trade
Where the premium went
in calls
$31.75K · 2 trades
Premium
Trade type
Fill side
SVM largest options trades
| Time | Contract | C/P | Premium | Size | Fill | Type |
|---|---|---|---|---|---|---|
| SVM Dec 18, 2026 $7.50 | Put | $20,400 | 400 | Bid | Block | |
| SVM Dec 18, 2026 $7.50 | Call | $11,349 | 117 | Bid | Block |
Each of the 2 largest trades had a different contract.
The 2 largest trades total $31.75K of $31.75K
SVM gamma exposure
- Spot at snapshot
- $7.92
- Net GEX per 1% move
- $78.03K
- Largest positive strike
- $12.50
- Largest negative strike
- $7.50
Closing snapshot , 10 strikes across 6 expirations (Unavailable to Unavailable).
SVM options flow questions
What was the largest SVM options trade on October 30, 2026?
A $20,400 block of 400 SVM Dec 18, 2026 $7.50 Put trade at 13:36:18 ET, filled at the bid. It was the largest of 2 trades Bullflow recorded for SVM that session.
How much SVM options premium traded on October 30, 2026?
$31,749 across 2 recorded sweeps and blocks: $11,349 in calls (1 trades) and $20,400 in puts (1 trades).
Was SVM options flow bullish or bearish on October 30, 2026?
Calls were 35.7% of premium (put/call premium ratio 1.80). 2 of 2 trades filled at or below the bid and 0 at or above the ask. Premium and fill side do not show whether a trade opened or closed a position or was a hedge, so they do not establish direction on their own.
What are SVM's gamma exposure levels?
At the Oct 30, 2026 closing snapshot (15:59:22 ET, spot $7.92), SVM net GEX was $78.03K per 1% move. The largest positive GEX strike was $12.50. The largest negative GEX strike was $7.50. The snapshot covers 10 strikes and 6 expirations.
How often is SVM options flow data updated?
The page shows a completed session (October 30, 2026, last trade 13:36:18 ET) and updates after the next trading day becomes historical. Intraday SVM flow is in the Bullflow dashboard and API.
How to read this data
This summary covers recorded single-leg sweeps and blocks with positive premium, excluding cancelled trades. It describes the covered flow, not all options-market volume. Total premium is gross traded premium; it is not net buying pressure. The interactive dashboard can use different filters and may show different totals.
Calls, puts, and execution near the bid or ask provide context but do not establish whether a position was opened or closed, whether it was part of a hedge, or where the stock will move next. The session updates after the next trading day becomes historical.
Stock prices show regular-session candles delayed at least 15 minutes. The latest view refreshes during market hours; the flow-session view places recorded trades on their original date, using interpolated stock prices between candle samples. Gamma exposure shows its separately dated public closing snapshot.