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abrdn Physical Silver Shares ETF SIVR

i

Market datapartial · fetched 2026-10-22T16:38:23.139Z

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 · 2026-10-22T16:38:19.574785812Z

FundamentalsAlpha Vantage · unavailable

Share price$52.13
1D-1.7%
$52.06$52.36$52.66$52.96$53.265:30 AM6:30 AM9:00 AM1:00 PMSIVR
Sold putSold call

abrdn Physical Silver Shares ETF options

Live interpolated SIVR call and put midpoint premiums by absolute delta.abrdn Physical Silver Shares ETF$0.50$1.59$2.67$3.76$4.84$43.69$48.68$53.68$58.67$63.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SIVR spot · $52.13SIVR PRICE$0.62$0.84$1.04$1.29$1.59$1.96$2.30$2.57$3.04$3.51$4.53$1.08$1.22$1.52$1.97$2.12$2.23$2.54$2.88$3.28$3.72$4.29
PutsCheap0.72×
CallsExpensive1.34×
SkewBullish-9.29 pp
Implied moveBullish±$4.42
TiltBearish7.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.7639.3%12.0%
25Δ56.8840.7%10.7%
30Δ55.7639.3%9.0%49.8036.4%6.5%
35Δ54.9139.4%7.8%50.6233.5%5.2%
40Δ54.1640.3%6.9%51.3133.6%4.5%
45Δ53.4341.9%6.3%51.9036.9%4.2%
50Δ52.6742.2%5.5%52.4834.3%3.4%
55Δ51.8840.4%4.5%53.0630.8%2.5%
60Δ51.1141.4%3.9%53.6230.1%2.0%
65Δ50.3241.6%3.3%54.1929.6%1.6%
70Δ49.1747.4%3.0%54.7929.2%1.2%
75Δ55.4128.6%0.8%
80Δ56.1428.5%0.5%

20Δ

Calls
Pseudo strike
57.76
IV
39.3%
B/E move
12.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
56.88
IV
40.7%
B/E move
10.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
55.76
IV
39.3%
B/E move
9.0%
Puts
Pseudo strike
49.80
IV
36.4%
B/E move
6.5%

35Δ

Calls
Pseudo strike
54.91
IV
39.4%
B/E move
7.8%
Puts
Pseudo strike
50.62
IV
33.5%
B/E move
5.2%

40Δ

Calls
Pseudo strike
54.16
IV
40.3%
B/E move
6.9%
Puts
Pseudo strike
51.31
IV
33.6%
B/E move
4.5%

45Δ

Calls
Pseudo strike
53.43
IV
41.9%
B/E move
6.3%
Puts
Pseudo strike
51.90
IV
36.9%
B/E move
4.2%

50Δ

Calls
Pseudo strike
52.67
IV
42.2%
B/E move
5.5%
Puts
Pseudo strike
52.48
IV
34.3%
B/E move
3.4%

55Δ

Calls
Pseudo strike
51.88
IV
40.4%
B/E move
4.5%
Puts
Pseudo strike
53.06
IV
30.8%
B/E move
2.5%

60Δ

Calls
Pseudo strike
51.11
IV
41.4%
B/E move
3.9%
Puts
Pseudo strike
53.62
IV
30.1%
B/E move
2.0%

65Δ

Calls
Pseudo strike
50.32
IV
41.6%
B/E move
3.3%
Puts
Pseudo strike
54.19
IV
29.6%
B/E move
1.6%

70Δ

Calls
Pseudo strike
49.17
IV
47.4%
B/E move
3.0%
Puts
Pseudo strike
54.79
IV
29.2%
B/E move
1.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.41
IV
28.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.14
IV
28.5%
B/E move
0.5%

Options history

No recorded observations