IntraAlpha
Create free account Start free

Global X Silver Miners ETF (NEW) SIL

i

Market dataready · fetched 2026-11-12T01:18:52.935Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T01:00:00.121242181Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:18:52.455282+00:00

Share price$77.71
1D-3.0%
AH$77.40$78.10$78.80$79.49$80.195:30 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)$0.51$2.31$4.12$5.92$7.73$68.48$73.62$78.75$83.88$89.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SIL spot · $77.71SIL PRICE$0.70$0.96$1.22$1.49$1.82$2.26$2.69$3.13$3.56$4.00$4.76$5.98$7.21$0.84$1.09$1.33$1.68$2.09$2.49$2.90$3.30$3.71$4.27$4.86$5.90$6.83
PutsFair0.98×
CallsCheap0.72×
SkewBullish-1.94 pp
Implied moveBearish±$5.59
TiltBalanced1.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.7953.5%8.7%72.0656.7%8.3%
25Δ82.7654.9%7.7%73.3055.6%7.1%
30Δ81.7055.0%6.7%74.5454.4%5.8%
35Δ80.6954.3%5.8%75.5353.8%5.0%
40Δ79.7654.0%5.0%76.3653.6%4.4%
45Δ78.9154.2%4.4%77.2053.4%3.9%
50Δ78.0654.3%3.9%78.0453.1%3.3%
55Δ77.2054.5%3.4%78.8752.9%2.8%
60Δ76.3554.7%2.8%79.7152.6%2.2%
65Δ75.5054.9%2.3%80.6052.9%1.8%
70Δ74.3956.6%1.9%81.4852.2%1.4%
75Δ72.9460.4%1.6%82.7454.7%1.1%
80Δ71.4864.2%1.3%83.9054.5%0.8%

20Δ

Calls
Pseudo strike
83.79
IV
53.5%
B/E move
8.7%
Puts
Pseudo strike
72.06
IV
56.7%
B/E move
8.3%

25Δ

Calls
Pseudo strike
82.76
IV
54.9%
B/E move
7.7%
Puts
Pseudo strike
73.30
IV
55.6%
B/E move
7.1%

30Δ

Calls
Pseudo strike
81.70
IV
55.0%
B/E move
6.7%
Puts
Pseudo strike
74.54
IV
54.4%
B/E move
5.8%

35Δ

Calls
Pseudo strike
80.69
IV
54.3%
B/E move
5.8%
Puts
Pseudo strike
75.53
IV
53.8%
B/E move
5.0%

40Δ

Calls
Pseudo strike
79.76
IV
54.0%
B/E move
5.0%
Puts
Pseudo strike
76.36
IV
53.6%
B/E move
4.4%

45Δ

Calls
Pseudo strike
78.91
IV
54.2%
B/E move
4.4%
Puts
Pseudo strike
77.20
IV
53.4%
B/E move
3.9%

50Δ

Calls
Pseudo strike
78.06
IV
54.3%
B/E move
3.9%
Puts
Pseudo strike
78.04
IV
53.1%
B/E move
3.3%

55Δ

Calls
Pseudo strike
77.20
IV
54.5%
B/E move
3.4%
Puts
Pseudo strike
78.87
IV
52.9%
B/E move
2.8%

60Δ

Calls
Pseudo strike
76.35
IV
54.7%
B/E move
2.8%
Puts
Pseudo strike
79.71
IV
52.6%
B/E move
2.2%

65Δ

Calls
Pseudo strike
75.50
IV
54.9%
B/E move
2.3%
Puts
Pseudo strike
80.60
IV
52.9%
B/E move
1.8%

70Δ

Calls
Pseudo strike
74.39
IV
56.6%
B/E move
1.9%
Puts
Pseudo strike
81.48
IV
52.2%
B/E move
1.4%

75Δ

Calls
Pseudo strike
72.94
IV
60.4%
B/E move
1.6%
Puts
Pseudo strike
82.74
IV
54.7%
B/E move
1.1%

80Δ

Calls
Pseudo strike
71.48
IV
64.2%
B/E move
1.3%
Puts
Pseudo strike
83.90
IV
54.5%
B/E move
0.8%

Options history

IV · four-Friday blend48.70%
Daily EOD
SIL45.5%47.2%48.9%2026-10-19: 45.77%2026-10-20: 46.61%2026-10-21: 46.28%2026-10-22: 47.37%2026-10-23: 47.20%2026-10-26: 47.22%2026-10-27: 47.15%2026-10-28: 46.85%2026-10-29: 46.68%2026-10-30: 48.70%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
45.77%
46.61%
46.28%
47.37%
47.20%
47.22%
47.15%
46.85%
46.68%
48.70%