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abrdn Physical Silver Shares ETF SIVR

i

Market datapartial · fetched 2026-10-22T23:01:41.981Z

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 · 2026-10-22T23:01:02.543702888Z

FundamentalsAlpha Vantage · unavailable

Share price$51.84
1D-2.2%
AH$51.65$52.06$52.47$52.88$53.295:30 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$0.51$1.57$2.63$3.69$4.75$43.42$48.49$53.56$58.62$63.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SIVR spot · $51.84SIVR PRICE$0.62$0.85$1.11$1.41$1.63$2.03$2.24$2.60$3.09$3.47$1.16$1.35$1.41$1.88$2.20$2.33$2.61$2.99$3.37$3.82$4.44
PutsCheap0.74×
CallsExpensive1.35×
SkewBullish-8.94 pp
Implied moveBalanced±$4.44
TiltBearish18.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.5840.1%12.3%
25Δ56.5940.9%10.8%
30Δ55.7642.4%9.7%49.3639.2%7.0%
35Δ54.9543.8%8.7%50.1937.3%5.8%
40Δ53.9541.7%7.2%51.0431.9%4.3%
45Δ53.2143.9%6.6%51.6535.1%4.0%
50Δ52.3941.4%5.4%52.2335.6%3.5%
55Δ51.5840.9%4.5%52.7932.4%2.7%
60Δ50.8142.5%4.0%53.3831.1%2.1%
65Δ50.0541.5%3.3%53.9830.9%1.6%
70Δ54.5730.1%1.2%
75Δ55.2129.5%0.9%
80Δ55.9929.7%0.6%

20Δ

Calls
Pseudo strike
57.58
IV
40.1%
B/E move
12.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
56.59
IV
40.9%
B/E move
10.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
55.76
IV
42.4%
B/E move
9.7%
Puts
Pseudo strike
49.36
IV
39.2%
B/E move
7.0%

35Δ

Calls
Pseudo strike
54.95
IV
43.8%
B/E move
8.7%
Puts
Pseudo strike
50.19
IV
37.3%
B/E move
5.8%

40Δ

Calls
Pseudo strike
53.95
IV
41.7%
B/E move
7.2%
Puts
Pseudo strike
51.04
IV
31.9%
B/E move
4.3%

45Δ

Calls
Pseudo strike
53.21
IV
43.9%
B/E move
6.6%
Puts
Pseudo strike
51.65
IV
35.1%
B/E move
4.0%

50Δ

Calls
Pseudo strike
52.39
IV
41.4%
B/E move
5.4%
Puts
Pseudo strike
52.23
IV
35.6%
B/E move
3.5%

55Δ

Calls
Pseudo strike
51.58
IV
40.9%
B/E move
4.5%
Puts
Pseudo strike
52.79
IV
32.4%
B/E move
2.7%

60Δ

Calls
Pseudo strike
50.81
IV
42.5%
B/E move
4.0%
Puts
Pseudo strike
53.38
IV
31.1%
B/E move
2.1%

65Δ

Calls
Pseudo strike
50.05
IV
41.5%
B/E move
3.3%
Puts
Pseudo strike
53.98
IV
30.9%
B/E move
1.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.57
IV
30.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.21
IV
29.5%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.99
IV
29.7%
B/E move
0.6%

Options history

No recorded observations