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iShares Silver Trust SLV

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Market dataready · fetched 2026-10-15T20:03:21.731Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:02:58.285488409Z

FundamentalsAlpha Vantage · ready

Share price$51.90
1D+1.6%
AH$50.93$51.19$51.46$51.73$51.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSLV
Sold putSold callAH

iShares Silver Trust options

Live interpolated SLV call and put midpoint premiums by absolute delta.iShares Silver Trust$0.10$0.42$0.75$1.07$1.40$49.71$50.74$51.77$52.79$53.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $51.90OPTION PRICELive SLV spot · $51.90SLV PRICE$0.13$0.17$0.22$0.27$0.33$0.39$0.47$0.55$0.64$0.74$0.90$1.05$1.31$0.15$0.19$0.23$0.28$0.34$0.40$0.47$0.54$0.63$0.71$0.80$0.94$1.08
PutsExpensive2.06×
CallsCheap0.79×
SkewBullish-1.70 pp
Implied moveBalanced±$0.94
TiltBullish3.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.9443.8%2.3%50.8247.9%2.4%
25Δ52.7342.9%1.9%51.0746.3%2.0%
30Δ52.5242.0%1.6%51.2744.6%1.7%
35Δ52.3742.2%1.4%51.4742.9%1.4%
40Δ52.2242.5%1.3%51.6242.4%1.2%
45Δ52.0742.8%1.1%51.7742.3%1.0%
50Δ51.9243.1%0.9%51.9242.1%0.9%
55Δ51.7643.4%0.8%52.0641.9%0.7%
60Δ51.6143.8%0.7%52.2141.4%0.6%
65Δ51.4544.4%0.6%52.3540.9%0.5%
70Δ51.2546.0%0.5%52.5040.4%0.4%
75Δ51.0547.6%0.4%52.6840.2%0.3%
80Δ50.7650.7%0.3%52.8640.0%0.2%

20Δ

Calls
Pseudo strike
52.94
IV
43.8%
B/E move
2.3%
Puts
Pseudo strike
50.82
IV
47.9%
B/E move
2.4%

25Δ

Calls
Pseudo strike
52.73
IV
42.9%
B/E move
1.9%
Puts
Pseudo strike
51.07
IV
46.3%
B/E move
2.0%

30Δ

Calls
Pseudo strike
52.52
IV
42.0%
B/E move
1.6%
Puts
Pseudo strike
51.27
IV
44.6%
B/E move
1.7%

35Δ

Calls
Pseudo strike
52.37
IV
42.2%
B/E move
1.4%
Puts
Pseudo strike
51.47
IV
42.9%
B/E move
1.4%

40Δ

Calls
Pseudo strike
52.22
IV
42.5%
B/E move
1.3%
Puts
Pseudo strike
51.62
IV
42.4%
B/E move
1.2%

45Δ

Calls
Pseudo strike
52.07
IV
42.8%
B/E move
1.1%
Puts
Pseudo strike
51.77
IV
42.3%
B/E move
1.0%

50Δ

Calls
Pseudo strike
51.92
IV
43.1%
B/E move
0.9%
Puts
Pseudo strike
51.92
IV
42.1%
B/E move
0.9%

55Δ

Calls
Pseudo strike
51.76
IV
43.4%
B/E move
0.8%
Puts
Pseudo strike
52.06
IV
41.9%
B/E move
0.7%

60Δ

Calls
Pseudo strike
51.61
IV
43.8%
B/E move
0.7%
Puts
Pseudo strike
52.21
IV
41.4%
B/E move
0.6%

65Δ

Calls
Pseudo strike
51.45
IV
44.4%
B/E move
0.6%
Puts
Pseudo strike
52.35
IV
40.9%
B/E move
0.5%

70Δ

Calls
Pseudo strike
51.25
IV
46.0%
B/E move
0.5%
Puts
Pseudo strike
52.50
IV
40.4%
B/E move
0.4%

75Δ

Calls
Pseudo strike
51.05
IV
47.6%
B/E move
0.4%
Puts
Pseudo strike
52.68
IV
40.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
50.76
IV
50.7%
B/E move
0.3%
Puts
Pseudo strike
52.86
IV
40.0%
B/E move
0.2%