IntraAlpha
Create free account Start free

iShares Silver Trust SLV

i

Market datapartial · fetched 2026-11-07T01:15:05.489Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · unavailable

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$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICESLV PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

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%