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Sprott Funds Trust Sprott Silver Miners & Physical Silver ETF SLVR

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Market datapartial · fetched 2026-10-23T01:58:08.221Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:28:56.282140019Z

FundamentalsAlpha Vantage · unavailable

Share price$47.11
1D-2.8%
AH$46.97$47.48$47.99$48.49$49.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSLVR
Sold putSold callAH

Sprott Funds Trust Sprott Silver Miners & Physical Silver ETF options

Live interpolated SLVR call and put midpoint premiums by absolute delta.Sprott Funds Trust Sprott Silver Miners & Physical Silver ETF$0.63$2.60$4.57$6.54$8.51$37.05$43.13$49.20$55.28$61.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SLVR spot · $47.11SLVR PRICE$0.92$1.11$1.45$1.80$1.88$2.31$2.96$3.41$4.05$5.02$5.99$6.97$7.94$0.84$1.09$1.34$1.59$1.85$2.18$2.50$2.96$3.53$3.89$4.35$4.91$5.77
PutsCheap0.77×
CallsExpensive1.26×
SkewBullish-18.82 pp
Implied moveBullish±$5.45
TiltBullish10.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.6368.1%22.2%41.8850.0%12.9%
25Δ53.8260.7%16.6%42.9648.8%11.1%
30Δ52.5962.1%14.7%44.0347.6%9.4%
35Δ51.4363.1%13.0%45.1046.5%7.6%
40Δ49.7054.0%9.5%46.1245.3%6.0%
45Δ48.7855.8%8.4%46.8844.6%5.1%
50Δ47.9962.0%8.1%47.6143.5%4.2%
55Δ46.9461.6%6.9%48.3943.9%3.6%
60Δ45.8763.2%6.0%49.1945.1%3.1%
65Δ44.5265.5%5.2%49.8943.1%2.4%
70Δ43.1867.9%4.4%50.6241.8%1.8%
75Δ41.8470.2%3.6%51.4140.7%1.3%
80Δ40.4972.6%2.8%52.4741.1%0.9%

20Δ

Calls
Pseudo strike
56.63
IV
68.1%
B/E move
22.2%
Puts
Pseudo strike
41.88
IV
50.0%
B/E move
12.9%

25Δ

Calls
Pseudo strike
53.82
IV
60.7%
B/E move
16.6%
Puts
Pseudo strike
42.96
IV
48.8%
B/E move
11.1%

30Δ

Calls
Pseudo strike
52.59
IV
62.1%
B/E move
14.7%
Puts
Pseudo strike
44.03
IV
47.6%
B/E move
9.4%

35Δ

Calls
Pseudo strike
51.43
IV
63.1%
B/E move
13.0%
Puts
Pseudo strike
45.10
IV
46.5%
B/E move
7.6%

40Δ

Calls
Pseudo strike
49.70
IV
54.0%
B/E move
9.5%
Puts
Pseudo strike
46.12
IV
45.3%
B/E move
6.0%

45Δ

Calls
Pseudo strike
48.78
IV
55.8%
B/E move
8.4%
Puts
Pseudo strike
46.88
IV
44.6%
B/E move
5.1%

50Δ

Calls
Pseudo strike
47.99
IV
62.0%
B/E move
8.1%
Puts
Pseudo strike
47.61
IV
43.5%
B/E move
4.2%

55Δ

Calls
Pseudo strike
46.94
IV
61.6%
B/E move
6.9%
Puts
Pseudo strike
48.39
IV
43.9%
B/E move
3.6%

60Δ

Calls
Pseudo strike
45.87
IV
63.2%
B/E move
6.0%
Puts
Pseudo strike
49.19
IV
45.1%
B/E move
3.1%

65Δ

Calls
Pseudo strike
44.52
IV
65.5%
B/E move
5.2%
Puts
Pseudo strike
49.89
IV
43.1%
B/E move
2.4%

70Δ

Calls
Pseudo strike
43.18
IV
67.9%
B/E move
4.4%
Puts
Pseudo strike
50.62
IV
41.8%
B/E move
1.8%

75Δ

Calls
Pseudo strike
41.84
IV
70.2%
B/E move
3.6%
Puts
Pseudo strike
51.41
IV
40.7%
B/E move
1.3%

80Δ

Calls
Pseudo strike
40.49
IV
72.6%
B/E move
2.8%
Puts
Pseudo strike
52.47
IV
41.1%
B/E move
0.9%

Options history

No recorded observations