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iShares Silver Trust SLV

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Market dataready · fetched 2026-10-15T20:33:53.405Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:30:21.267952267Z

FundamentalsAlpha Vantage · ready

Share price$51.83
1D+1.5%
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$0.45$0.80$1.15$1.50$49.81$50.79$51.76$52.74$53.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $51.83OPTION PRICELive SLV spot · $51.83SLV PRICE$0.14$0.18$0.22$0.28$0.34$0.40$0.49$0.59$0.68$0.82$0.96$1.14$1.40$0.14$0.18$0.23$0.27$0.33$0.39$0.45$0.52$0.60$0.69$0.77$0.88$1.02
PutsExpensive1.98×
CallsCheap0.83×
SkewBullish-5.62 pp
Implied moveBullish±$0.95
TiltBullish8.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.9044.8%2.3%50.7746.7%2.3%
25Δ52.6844.2%2.0%51.0344.7%1.9%
30Δ52.4843.6%1.7%51.2143.4%1.6%
35Δ52.3243.8%1.5%51.4042.2%1.4%
40Δ52.1643.9%1.3%51.5641.4%1.2%
45Δ52.0044.1%1.1%51.7041.1%1.0%
50Δ51.8445.1%1.0%51.8440.7%0.9%
55Δ51.6846.1%0.8%51.9840.4%0.7%
60Δ51.5347.1%0.7%52.1239.8%0.6%
65Δ51.3348.4%0.6%52.2639.2%0.5%
70Δ51.1449.7%0.5%52.4038.6%0.4%
75Δ50.9151.6%0.4%52.5638.1%0.3%
80Δ50.6055.1%0.3%52.7437.8%0.2%

20Δ

Calls
Pseudo strike
52.90
IV
44.8%
B/E move
2.3%
Puts
Pseudo strike
50.77
IV
46.7%
B/E move
2.3%

25Δ

Calls
Pseudo strike
52.68
IV
44.2%
B/E move
2.0%
Puts
Pseudo strike
51.03
IV
44.7%
B/E move
1.9%

30Δ

Calls
Pseudo strike
52.48
IV
43.6%
B/E move
1.7%
Puts
Pseudo strike
51.21
IV
43.4%
B/E move
1.6%

35Δ

Calls
Pseudo strike
52.32
IV
43.8%
B/E move
1.5%
Puts
Pseudo strike
51.40
IV
42.2%
B/E move
1.4%

40Δ

Calls
Pseudo strike
52.16
IV
43.9%
B/E move
1.3%
Puts
Pseudo strike
51.56
IV
41.4%
B/E move
1.2%

45Δ

Calls
Pseudo strike
52.00
IV
44.1%
B/E move
1.1%
Puts
Pseudo strike
51.70
IV
41.1%
B/E move
1.0%

50Δ

Calls
Pseudo strike
51.84
IV
45.1%
B/E move
1.0%
Puts
Pseudo strike
51.84
IV
40.7%
B/E move
0.9%

55Δ

Calls
Pseudo strike
51.68
IV
46.1%
B/E move
0.8%
Puts
Pseudo strike
51.98
IV
40.4%
B/E move
0.7%

60Δ

Calls
Pseudo strike
51.53
IV
47.1%
B/E move
0.7%
Puts
Pseudo strike
52.12
IV
39.8%
B/E move
0.6%

65Δ

Calls
Pseudo strike
51.33
IV
48.4%
B/E move
0.6%
Puts
Pseudo strike
52.26
IV
39.2%
B/E move
0.5%

70Δ

Calls
Pseudo strike
51.14
IV
49.7%
B/E move
0.5%
Puts
Pseudo strike
52.40
IV
38.6%
B/E move
0.4%

75Δ

Calls
Pseudo strike
50.91
IV
51.6%
B/E move
0.4%
Puts
Pseudo strike
52.56
IV
38.1%
B/E move
0.3%

80Δ

Calls
Pseudo strike
50.60
IV
55.1%
B/E move
0.3%
Puts
Pseudo strike
52.74
IV
37.8%
B/E move
0.2%