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iShares Silver Trust SLV

i

Market dataready · fetched 2026-11-07T02:48:55.094Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T01:00:00.109928313Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T02:48:54.479929+00:00

Share price$46.87
1D+0.2%
AH$46.32$46.53$46.75$46.96$47.175:30 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$0.22$0.92$1.61$2.31$3.00$42.49$44.77$47.05$49.33$51.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SLV spot · $46.87SLV PRICE$0.30$0.39$0.50$0.62$0.76$0.90$1.06$1.24$1.45$1.68$1.97$2.29$2.72$0.35$0.45$0.57$0.69$0.83$0.98$1.14$1.33$1.54$1.77$2.04$2.37$2.80
PutsCheap0.79×
CallsCheap0.71×
SkewNeutral+0.19 pp
Implied moveBearish±$2.20
TiltBearish3.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.3542.0%5.9%44.5346.3%5.7%
25Δ48.8641.8%5.1%45.0645.0%4.8%
30Δ48.4341.7%4.4%45.5044.3%4.1%
35Δ48.0541.8%3.8%45.9143.6%3.5%
40Δ47.6942.1%3.4%46.2843.1%3.0%
45Δ47.3342.3%2.9%46.6442.8%2.6%
50Δ46.9942.3%2.5%46.9942.5%2.2%
55Δ46.6442.6%2.2%47.3342.2%1.8%
60Δ46.2843.0%1.8%47.6942.1%1.5%
65Δ45.9143.5%1.5%48.0542.1%1.3%
70Δ45.5044.4%1.3%48.4442.0%1.0%
75Δ45.0644.9%1.0%48.8842.3%0.8%
80Δ44.5346.4%0.8%49.4042.9%0.6%

20Δ

Calls
Pseudo strike
49.35
IV
42.0%
B/E move
5.9%
Puts
Pseudo strike
44.53
IV
46.3%
B/E move
5.7%

25Δ

Calls
Pseudo strike
48.86
IV
41.8%
B/E move
5.1%
Puts
Pseudo strike
45.06
IV
45.0%
B/E move
4.8%

30Δ

Calls
Pseudo strike
48.43
IV
41.7%
B/E move
4.4%
Puts
Pseudo strike
45.50
IV
44.3%
B/E move
4.1%

35Δ

Calls
Pseudo strike
48.05
IV
41.8%
B/E move
3.8%
Puts
Pseudo strike
45.91
IV
43.6%
B/E move
3.5%

40Δ

Calls
Pseudo strike
47.69
IV
42.1%
B/E move
3.4%
Puts
Pseudo strike
46.28
IV
43.1%
B/E move
3.0%

45Δ

Calls
Pseudo strike
47.33
IV
42.3%
B/E move
2.9%
Puts
Pseudo strike
46.64
IV
42.8%
B/E move
2.6%

50Δ

Calls
Pseudo strike
46.99
IV
42.3%
B/E move
2.5%
Puts
Pseudo strike
46.99
IV
42.5%
B/E move
2.2%

55Δ

Calls
Pseudo strike
46.64
IV
42.6%
B/E move
2.2%
Puts
Pseudo strike
47.33
IV
42.2%
B/E move
1.8%

60Δ

Calls
Pseudo strike
46.28
IV
43.0%
B/E move
1.8%
Puts
Pseudo strike
47.69
IV
42.1%
B/E move
1.5%

65Δ

Calls
Pseudo strike
45.91
IV
43.5%
B/E move
1.5%
Puts
Pseudo strike
48.05
IV
42.1%
B/E move
1.3%

70Δ

Calls
Pseudo strike
45.50
IV
44.4%
B/E move
1.3%
Puts
Pseudo strike
48.44
IV
42.0%
B/E move
1.0%

75Δ

Calls
Pseudo strike
45.06
IV
44.9%
B/E move
1.0%
Puts
Pseudo strike
48.88
IV
42.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
44.53
IV
46.4%
B/E move
0.8%
Puts
Pseudo strike
49.40
IV
42.9%
B/E move
0.6%

Options history

IV · four-Friday blend44.83%
Daily close
SLV29.6%40.7%51.7%2026-08-10: 49.07%2026-08-11: 45.61%2026-08-12: 43.15%2026-08-13: 39.40%2026-08-14: 37.85%2026-08-17: 41.09%2026-08-18: 40.09%2026-08-19: 46.07%2026-08-20: 46.60%2026-08-21: 43.53%2026-08-24: 46.09%2026-08-25: 44.85%2026-08-26: 43.45%2026-08-27: 44.99%2026-08-28: 40.35%2026-08-31: 41.16%2026-09-01: 42.49%2026-09-02: 42.22%2026-09-03: 44.38%2026-09-04: 38.60%2026-09-08: 42.27%2026-09-09: 45.85%2026-09-10: 50.22%2026-09-11: 39.11%2026-09-14: 44.39%2026-09-15: 42.98%2026-09-16: 44.51%2026-09-17: 39.13%2026-09-18: 35.13%2026-09-21: 35.27%2026-09-22: 38.59%2026-09-23: 36.17%2026-09-24: 33.71%2026-09-25: 31.23%2026-09-28: 37.64%2026-09-29: 36.70%2026-09-30: 35.23%2026-10-01: 34.28%2026-10-02: 31.16%2026-10-05: 31.34%2026-10-06: 32.78%2026-10-07: 33.67%2026-10-08: 34.90%2026-10-09: 31.34%2026-10-12: 32.75%2026-10-13: 34.37%2026-10-14: 39.77%2026-10-15: 35.93%2026-10-16: 34.25%2026-10-19: 33.21%2026-10-20: 33.32%2026-10-21: 33.74%2026-10-22: 42.83%2026-10-23: 39.69%2026-10-26: 40.03%2026-10-27: 40.02%2026-10-28: 40.77%2026-10-29: 43.28%2026-10-30: 44.83%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
49.07%
45.61%
43.15%
39.40%
37.85%
41.09%
40.09%
46.07%
46.60%
43.53%
46.09%
44.85%
43.45%
44.99%
40.35%
41.16%
42.49%
42.22%
44.38%
38.60%
42.27%
45.85%
50.22%
39.11%
44.39%
42.98%
44.51%
39.13%
35.13%
35.27%
38.59%
36.17%
33.71%
31.23%
37.64%
36.70%
35.23%
34.28%
31.16%
31.34%
32.78%
33.67%
34.90%
31.34%
32.75%
34.37%
39.77%
35.93%
34.25%
33.21%
33.32%
33.74%
42.83%
39.69%
40.03%
40.02%
40.77%
43.28%
44.83%