iShares MSCI Global Silver and Metals Miners ETF SLVP
i
Market dataready · fetched 2026-11-12T01:34:44.455Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-12T01:00:06.991616834Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:31:49.601602+00:00
iShares MSCI Global Silver and Metals Miners ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 33.57 | 49.8% | 8.2% | 27.85 | 98.1% | 12.8% |
| 25Δ | 33.16 | 51.0% | 7.2% | 28.99 | 80.8% | 9.3% |
| 30Δ | 32.77 | 50.8% | 6.3% | 29.66 | 72.6% | 7.4% |
| 35Δ | 32.38 | 49.6% | 5.3% | 30.22 | 65.6% | 5.9% |
| 40Δ | 32.00 | 48.5% | 4.4% | 30.66 | 59.9% | 4.7% |
| 45Δ | 31.70 | 49.2% | 3.9% | 31.08 | 55.1% | 3.7% |
| 50Δ | 31.39 | 50.0% | 3.4% | 31.39 | 53.3% | 3.1% |
| 55Δ | 31.08 | 50.7% | 2.9% | 31.71 | 51.5% | 2.6% |
| 60Δ | 30.73 | 52.4% | 2.6% | |||
| 65Δ | 30.37 | 54.3% | 2.2% | |||
| 70Δ | 30.00 | 56.3% | 1.9% | 33.42 | 71.4% | 1.9% |
| 75Δ | 29.17 | 71.8% | 1.9% | 33.95 | 70.7% | 1.5% |
| 80Δ | 28.43 | 77.7% | 1.5% | |||
20Δ
- Pseudo strike
- 33.57
- IV
- 49.8%
- B/E move
- 8.2%
- Pseudo strike
- 27.85
- IV
- 98.1%
- B/E move
- 12.8%
25Δ
- Pseudo strike
- 33.16
- IV
- 51.0%
- B/E move
- 7.2%
- Pseudo strike
- 28.99
- IV
- 80.8%
- B/E move
- 9.3%
30Δ
- Pseudo strike
- 32.77
- IV
- 50.8%
- B/E move
- 6.3%
- Pseudo strike
- 29.66
- IV
- 72.6%
- B/E move
- 7.4%
35Δ
- Pseudo strike
- 32.38
- IV
- 49.6%
- B/E move
- 5.3%
- Pseudo strike
- 30.22
- IV
- 65.6%
- B/E move
- 5.9%
40Δ
- Pseudo strike
- 32.00
- IV
- 48.5%
- B/E move
- 4.4%
- Pseudo strike
- 30.66
- IV
- 59.9%
- B/E move
- 4.7%
45Δ
- Pseudo strike
- 31.70
- IV
- 49.2%
- B/E move
- 3.9%
- Pseudo strike
- 31.08
- IV
- 55.1%
- B/E move
- 3.7%
50Δ
- Pseudo strike
- 31.39
- IV
- 50.0%
- B/E move
- 3.4%
- Pseudo strike
- 31.39
- IV
- 53.3%
- B/E move
- 3.1%
55Δ
- Pseudo strike
- 31.08
- IV
- 50.7%
- B/E move
- 2.9%
- Pseudo strike
- 31.71
- IV
- 51.5%
- B/E move
- 2.6%
60Δ
- Pseudo strike
- 30.73
- IV
- 52.4%
- B/E move
- 2.6%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 30.37
- IV
- 54.3%
- B/E move
- 2.2%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 30.00
- IV
- 56.3%
- B/E move
- 1.9%
- Pseudo strike
- 33.42
- IV
- 71.4%
- B/E move
- 1.9%
75Δ
- Pseudo strike
- 29.17
- IV
- 71.8%
- B/E move
- 1.9%
- Pseudo strike
- 33.95
- IV
- 70.7%
- B/E move
- 1.5%
80Δ
- Pseudo strike
- 28.43
- IV
- 77.7%
- B/E move
- 1.5%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 47.99% | |
| 46.76% | |
| 49.63% | |
| 50.35% | |
| 49.74% | |
| 49.93% | |
| 50.85% | |
| 48.84% | |
| 50.14% | |
| 50.93% |