IntraAlpha
Create free account Start free

Global X Silver Miners ETF (NEW) SIL

i

Market dataready · fetched 2026-10-23T00:40:40.484Z

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 · 2026-10-23T00:00:00.176448725Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T00:40:37.881936+00:00

Share price$75.99
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)$0.81$3.60$6.39$9.18$11.97$60.41$69.39$78.38$87.36$96.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SIL spot · $75.99SIL PRICE$1.11$1.45$1.79$2.23$2.92$3.43$3.94$4.45$5.14$5.99$6.84$7.69$9.12$1.25$1.64$2.16$2.67$3.19$3.82$4.57$5.32$6.06$7.01$8.13$8.92$11.16
PutsCheap0.84×
CallsFair0.99×
SkewBullish-1.18 pp
Implied moveBearish±$8.51
TiltBearish8.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.5649.4%15.4%68.3648.4%11.7%
25Δ84.4048.6%13.0%70.2447.5%9.7%
30Δ82.4146.8%10.8%71.6047.6%8.6%
35Δ80.9947.5%9.5%72.9647.6%7.5%
40Δ79.9551.8%9.1%74.3147.6%6.4%
45Δ78.5350.7%7.9%75.6547.6%5.5%
50Δ77.1149.6%6.7%76.9647.5%4.7%
55Δ75.6948.5%5.5%78.2747.5%4.0%
60Δ74.3048.0%4.5%79.5947.5%3.2%
65Δ72.9348.0%3.8%81.0147.7%2.6%
70Δ71.5548.1%3.2%82.5547.8%2.1%
75Δ70.1848.2%2.5%83.8045.5%1.5%
80Δ68.3548.5%1.9%86.3248.5%1.1%

20Δ

Calls
Pseudo strike
86.56
IV
49.4%
B/E move
15.4%
Puts
Pseudo strike
68.36
IV
48.4%
B/E move
11.7%

25Δ

Calls
Pseudo strike
84.40
IV
48.6%
B/E move
13.0%
Puts
Pseudo strike
70.24
IV
47.5%
B/E move
9.7%

30Δ

Calls
Pseudo strike
82.41
IV
46.8%
B/E move
10.8%
Puts
Pseudo strike
71.60
IV
47.6%
B/E move
8.6%

35Δ

Calls
Pseudo strike
80.99
IV
47.5%
B/E move
9.5%
Puts
Pseudo strike
72.96
IV
47.6%
B/E move
7.5%

40Δ

Calls
Pseudo strike
79.95
IV
51.8%
B/E move
9.1%
Puts
Pseudo strike
74.31
IV
47.6%
B/E move
6.4%

45Δ

Calls
Pseudo strike
78.53
IV
50.7%
B/E move
7.9%
Puts
Pseudo strike
75.65
IV
47.6%
B/E move
5.5%

50Δ

Calls
Pseudo strike
77.11
IV
49.6%
B/E move
6.7%
Puts
Pseudo strike
76.96
IV
47.5%
B/E move
4.7%

55Δ

Calls
Pseudo strike
75.69
IV
48.5%
B/E move
5.5%
Puts
Pseudo strike
78.27
IV
47.5%
B/E move
4.0%

60Δ

Calls
Pseudo strike
74.30
IV
48.0%
B/E move
4.5%
Puts
Pseudo strike
79.59
IV
47.5%
B/E move
3.2%

65Δ

Calls
Pseudo strike
72.93
IV
48.0%
B/E move
3.8%
Puts
Pseudo strike
81.01
IV
47.7%
B/E move
2.6%

70Δ

Calls
Pseudo strike
71.55
IV
48.1%
B/E move
3.2%
Puts
Pseudo strike
82.55
IV
47.8%
B/E move
2.1%

75Δ

Calls
Pseudo strike
70.18
IV
48.2%
B/E move
2.5%
Puts
Pseudo strike
83.80
IV
45.5%
B/E move
1.5%

80Δ

Calls
Pseudo strike
68.35
IV
48.5%
B/E move
1.9%
Puts
Pseudo strike
86.32
IV
48.5%
B/E move
1.1%

Options history

No recorded observations