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abrdn Physical Silver Shares ETF SIVR

i

Market datapartial · fetched 2026-10-23T04:25:42.358Z

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 · 2026-10-23T00:00:00.120821775Z

FundamentalsAlpha Vantage · unavailable

Share price$51.89
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$0.50$1.62$2.75$3.87$4.99$43.52$48.56$53.60$58.64$63.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SIVR spot · $51.89SIVR PRICE$0.62$0.84$1.11$1.40$1.62$2.02$2.24$2.56$3.07$3.44$1.17$1.36$1.44$1.91$2.21$2.34$2.66$3.04$3.43$3.93$4.67
PutsCheap0.77×
CallsExpensive1.37×
SkewBullish-8.29 pp
Implied moveBalanced±$4.45
TiltBearish19.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.6040.6%12.2%
25Δ56.6041.3%10.7%
30Δ55.7842.8%9.6%49.3940.1%7.1%
35Δ54.9844.3%8.7%50.2338.0%5.8%
40Δ53.9742.1%7.1%51.0833.0%4.3%
45Δ53.2444.2%6.5%51.6936.3%4.1%
50Δ52.4342.0%5.3%52.2836.3%3.5%
55Δ51.6241.0%4.4%52.8533.0%2.7%
60Δ50.8642.9%3.9%53.4532.1%2.1%
65Δ50.1141.8%3.2%54.0631.9%1.7%
70Δ54.6631.1%1.3%
75Δ55.3530.8%0.9%
80Δ56.2431.5%0.6%

20Δ

Calls
Pseudo strike
57.60
IV
40.6%
B/E move
12.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
56.60
IV
41.3%
B/E move
10.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
55.78
IV
42.8%
B/E move
9.6%
Puts
Pseudo strike
49.39
IV
40.1%
B/E move
7.1%

35Δ

Calls
Pseudo strike
54.98
IV
44.3%
B/E move
8.7%
Puts
Pseudo strike
50.23
IV
38.0%
B/E move
5.8%

40Δ

Calls
Pseudo strike
53.97
IV
42.1%
B/E move
7.1%
Puts
Pseudo strike
51.08
IV
33.0%
B/E move
4.3%

45Δ

Calls
Pseudo strike
53.24
IV
44.2%
B/E move
6.5%
Puts
Pseudo strike
51.69
IV
36.3%
B/E move
4.1%

50Δ

Calls
Pseudo strike
52.43
IV
42.0%
B/E move
5.3%
Puts
Pseudo strike
52.28
IV
36.3%
B/E move
3.5%

55Δ

Calls
Pseudo strike
51.62
IV
41.0%
B/E move
4.4%
Puts
Pseudo strike
52.85
IV
33.0%
B/E move
2.7%

60Δ

Calls
Pseudo strike
50.86
IV
42.9%
B/E move
3.9%
Puts
Pseudo strike
53.45
IV
32.1%
B/E move
2.1%

65Δ

Calls
Pseudo strike
50.11
IV
41.8%
B/E move
3.2%
Puts
Pseudo strike
54.06
IV
31.9%
B/E move
1.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.66
IV
31.1%
B/E move
1.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.35
IV
30.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.24
IV
31.5%
B/E move
0.6%

Options history

No recorded observations