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iShares Silver Trust SLV

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Market datapartial · fetched 2026-10-16T01:03:59.790Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:00.009748725Z

FundamentalsAlpha Vantage · unavailable

Share price$51.92
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$0.45$2.12$3.78$5.45$7.12$42.78$47.80$52.82$57.85$62.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SLV spot · $51.92SLV PRICE$0.63$0.82$1.04$1.28$1.53$1.81$2.12$2.46$2.84$3.27$3.79$4.39$5.08$0.71$0.94$1.19$1.46$1.77$2.13$2.52$2.95$3.41$4.00$4.73$5.53$6.64
PutsCheap0.82×
CallsExpensive1.07×
SkewBearish+1.17 pp
Implied moveBearish±$4.64
TiltBearish10.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.7836.4%12.5%47.5836.9%9.7%
25Δ56.5935.7%10.6%48.5536.4%8.3%
30Δ55.6135.4%9.1%49.4236.0%7.1%
35Δ54.7335.2%7.9%50.2335.7%6.1%
40Δ53.9235.0%6.8%50.9835.6%5.2%
45Δ53.1734.9%5.9%51.7235.7%4.5%
50Δ52.4434.8%5.1%52.4635.9%3.8%
55Δ51.7234.7%4.4%53.2135.9%3.2%
60Δ51.0034.8%3.7%53.9735.9%2.6%
65Δ50.2734.7%3.1%54.8236.2%2.1%
70Δ49.4835.1%2.6%55.7937.0%1.7%
75Δ48.6435.5%2.1%56.8137.3%1.2%
80Δ47.7135.7%1.7%58.1238.4%0.8%

20Δ

Calls
Pseudo strike
57.78
IV
36.4%
B/E move
12.5%
Puts
Pseudo strike
47.58
IV
36.9%
B/E move
9.7%

25Δ

Calls
Pseudo strike
56.59
IV
35.7%
B/E move
10.6%
Puts
Pseudo strike
48.55
IV
36.4%
B/E move
8.3%

30Δ

Calls
Pseudo strike
55.61
IV
35.4%
B/E move
9.1%
Puts
Pseudo strike
49.42
IV
36.0%
B/E move
7.1%

35Δ

Calls
Pseudo strike
54.73
IV
35.2%
B/E move
7.9%
Puts
Pseudo strike
50.23
IV
35.7%
B/E move
6.1%

40Δ

Calls
Pseudo strike
53.92
IV
35.0%
B/E move
6.8%
Puts
Pseudo strike
50.98
IV
35.6%
B/E move
5.2%

45Δ

Calls
Pseudo strike
53.17
IV
34.9%
B/E move
5.9%
Puts
Pseudo strike
51.72
IV
35.7%
B/E move
4.5%

50Δ

Calls
Pseudo strike
52.44
IV
34.8%
B/E move
5.1%
Puts
Pseudo strike
52.46
IV
35.9%
B/E move
3.8%

55Δ

Calls
Pseudo strike
51.72
IV
34.7%
B/E move
4.4%
Puts
Pseudo strike
53.21
IV
35.9%
B/E move
3.2%

60Δ

Calls
Pseudo strike
51.00
IV
34.8%
B/E move
3.7%
Puts
Pseudo strike
53.97
IV
35.9%
B/E move
2.6%

65Δ

Calls
Pseudo strike
50.27
IV
34.7%
B/E move
3.1%
Puts
Pseudo strike
54.82
IV
36.2%
B/E move
2.1%

70Δ

Calls
Pseudo strike
49.48
IV
35.1%
B/E move
2.6%
Puts
Pseudo strike
55.79
IV
37.0%
B/E move
1.7%

75Δ

Calls
Pseudo strike
48.64
IV
35.5%
B/E move
2.1%
Puts
Pseudo strike
56.81
IV
37.3%
B/E move
1.2%

80Δ

Calls
Pseudo strike
47.71
IV
35.7%
B/E move
1.7%
Puts
Pseudo strike
58.12
IV
38.4%
B/E move
0.8%