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abrdn Physical Silver Shares ETF SIVR

i

Market dataready · fetched 2026-11-12T03:08:38.547Z

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 · 2026-11-12T01:00:00.139615985Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:08:38.066315+00:00

Share price$49.10
1D-1.9%
AH$49.00$49.28$49.56$49.85$50.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSIVR
Sold putSold callAH

abrdn Physical Silver Shares ETF options

Live interpolated SIVR call and put midpoint premiums by absolute delta.abrdn Physical Silver Shares ETF$0.39$1.42$2.44$3.47$4.49$45.22$47.59$49.96$52.33$54.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SIVR spot · $49.10SIVR PRICE$0.50$0.52$0.70$0.88$1.04$1.22$1.41$1.64$1.94$2.30$2.78$3.48$4.20$0.54$0.68$0.79$0.93$0.99$1.02$1.14$1.32$1.50$1.66$1.82$1.97
Puts——
CallsCheap0.83×
Skew——
Implied moveBullish±$2.55
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.2858.1%9.5%45.6858.4%8.1%
25Δ51.6745.2%6.3%46.4257.0%6.8%
30Δ51.2848.3%5.9%47.2551.3%5.4%
35Δ50.8350.2%5.3%47.8349.2%4.5%
40Δ50.2949.3%4.5%48.3544.2%3.6%
45Δ49.7748.4%3.8%48.8337.9%2.6%
50Δ49.3047.7%3.3%49.2235.5%2.1%
55Δ48.8247.7%2.8%49.5635.0%1.7%
60Δ48.3348.8%2.4%49.9034.6%1.4%
65Δ47.8050.5%2.0%50.2033.2%1.1%
70Δ47.1853.4%1.8%50.4831.5%0.9%
75Δ46.3758.4%1.5%50.7629.7%0.6%
80Δ45.5061.5%1.2%

20Δ

Calls
Pseudo strike
53.28
IV
58.1%
B/E move
9.5%
Puts
Pseudo strike
45.68
IV
58.4%
B/E move
8.1%

25Δ

Calls
Pseudo strike
51.67
IV
45.2%
B/E move
6.3%
Puts
Pseudo strike
46.42
IV
57.0%
B/E move
6.8%

30Δ

Calls
Pseudo strike
51.28
IV
48.3%
B/E move
5.9%
Puts
Pseudo strike
47.25
IV
51.3%
B/E move
5.4%

35Δ

Calls
Pseudo strike
50.83
IV
50.2%
B/E move
5.3%
Puts
Pseudo strike
47.83
IV
49.2%
B/E move
4.5%

40Δ

Calls
Pseudo strike
50.29
IV
49.3%
B/E move
4.5%
Puts
Pseudo strike
48.35
IV
44.2%
B/E move
3.6%

45Δ

Calls
Pseudo strike
49.77
IV
48.4%
B/E move
3.8%
Puts
Pseudo strike
48.83
IV
37.9%
B/E move
2.6%

50Δ

Calls
Pseudo strike
49.30
IV
47.7%
B/E move
3.3%
Puts
Pseudo strike
49.22
IV
35.5%
B/E move
2.1%

55Δ

Calls
Pseudo strike
48.82
IV
47.7%
B/E move
2.8%
Puts
Pseudo strike
49.56
IV
35.0%
B/E move
1.7%

60Δ

Calls
Pseudo strike
48.33
IV
48.8%
B/E move
2.4%
Puts
Pseudo strike
49.90
IV
34.6%
B/E move
1.4%

65Δ

Calls
Pseudo strike
47.80
IV
50.5%
B/E move
2.0%
Puts
Pseudo strike
50.20
IV
33.2%
B/E move
1.1%

70Δ

Calls
Pseudo strike
47.18
IV
53.4%
B/E move
1.8%
Puts
Pseudo strike
50.48
IV
31.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
46.37
IV
58.4%
B/E move
1.5%
Puts
Pseudo strike
50.76
IV
29.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
45.50
IV
61.5%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend42.36%
Daily EOD
SIVR33.2%38.1%43.0%2026-10-19: 35.30%2026-10-20: 34.95%2026-10-21: 33.87%2026-10-22: 36.35%2026-10-23: 38.17%2026-10-26: 37.85%2026-10-27: 38.85%2026-10-28: 37.61%2026-10-29: 39.06%2026-10-30: 42.36%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
35.30%
34.95%
33.87%
36.35%
38.17%
37.85%
38.85%
37.61%
39.06%
42.36%