IntraAlpha
Create free account Start free

Global X Silver Miners ETF (NEW) SIL

i

Market dataready · fetched 2026-10-22T23:43:17.191Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:08:18.021615875Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:43:15.531222+00:00

Share price$75.65
1D-2.1%
AH$75.44$76.27$77.09$77.91$78.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSIL
Sold putSold callAH

Global X Silver Miners ETF (NEW) options

Live interpolated SIL call and put midpoint premiums by absolute delta.Global X Silver Miners ETF (NEW)$0.86$3.31$5.76$8.22$10.67$60.09$69.16$78.23$87.30$96.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SIL spot · $75.65SIL PRICE$1.12$1.47$1.83$2.32$2.99$3.52$4.05$4.58$5.40$6.29$7.19$8.32$9.97$1.22$1.58$2.08$2.57$3.07$3.62$4.33$5.04$5.75$6.52$7.69$8.42$9.68
PutsCheap0.80×
CallsFair1.05×
SkewBullish-5.75 pp
Implied moveBearish±$8.38
TiltBearish2.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.3850.3%15.7%68.1747.4%11.5%
25Δ84.2249.6%13.3%70.0846.3%9.5%
30Δ82.2648.3%11.2%71.3946.2%8.4%
35Δ80.8649.6%10.0%72.6946.1%7.3%
40Δ79.7653.3%9.4%74.0045.9%6.2%
45Δ78.2852.4%8.1%75.2945.8%5.3%
50Δ76.8051.4%6.9%76.5445.5%4.5%
55Δ75.3350.4%5.6%77.7945.3%3.8%
60Δ73.8850.6%4.8%79.0445.0%3.1%
65Δ72.4351.1%4.1%80.3144.8%2.5%
70Δ70.9951.5%3.3%81.8645.6%2.0%
75Δ69.3552.4%2.7%83.0243.4%1.4%
80Δ67.2954.1%2.1%84.6342.8%0.9%

20Δ

Calls
Pseudo strike
86.38
IV
50.3%
B/E move
15.7%
Puts
Pseudo strike
68.17
IV
47.4%
B/E move
11.5%

25Δ

Calls
Pseudo strike
84.22
IV
49.6%
B/E move
13.3%
Puts
Pseudo strike
70.08
IV
46.3%
B/E move
9.5%

30Δ

Calls
Pseudo strike
82.26
IV
48.3%
B/E move
11.2%
Puts
Pseudo strike
71.39
IV
46.2%
B/E move
8.4%

35Δ

Calls
Pseudo strike
80.86
IV
49.6%
B/E move
10.0%
Puts
Pseudo strike
72.69
IV
46.1%
B/E move
7.3%

40Δ

Calls
Pseudo strike
79.76
IV
53.3%
B/E move
9.4%
Puts
Pseudo strike
74.00
IV
45.9%
B/E move
6.2%

45Δ

Calls
Pseudo strike
78.28
IV
52.4%
B/E move
8.1%
Puts
Pseudo strike
75.29
IV
45.8%
B/E move
5.3%

50Δ

Calls
Pseudo strike
76.80
IV
51.4%
B/E move
6.9%
Puts
Pseudo strike
76.54
IV
45.5%
B/E move
4.5%

55Δ

Calls
Pseudo strike
75.33
IV
50.4%
B/E move
5.6%
Puts
Pseudo strike
77.79
IV
45.3%
B/E move
3.8%

60Δ

Calls
Pseudo strike
73.88
IV
50.6%
B/E move
4.8%
Puts
Pseudo strike
79.04
IV
45.0%
B/E move
3.1%

65Δ

Calls
Pseudo strike
72.43
IV
51.1%
B/E move
4.1%
Puts
Pseudo strike
80.31
IV
44.8%
B/E move
2.5%

70Δ

Calls
Pseudo strike
70.99
IV
51.5%
B/E move
3.3%
Puts
Pseudo strike
81.86
IV
45.6%
B/E move
2.0%

75Δ

Calls
Pseudo strike
69.35
IV
52.4%
B/E move
2.7%
Puts
Pseudo strike
83.02
IV
43.4%
B/E move
1.4%

80Δ

Calls
Pseudo strike
67.29
IV
54.1%
B/E move
2.1%
Puts
Pseudo strike
84.63
IV
42.8%
B/E move
0.9%

Options history

No recorded observations