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Sprott Funds Trust Sprott Silver Miners & Physical Silver ETF SLVR

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Market dataready · fetched 2026-11-12T14:56:15.378Z

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: 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 · 2026-11-12T14:55:53.277159756Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T14:56:14.868966+00:00

Share price$45.25
1D-0.5%
$45.17$45.32$45.48$45.64$45.795:30 AM6:30 AM9:00 AM1:00 PMSLVR
Sold putSold call

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$0.46$1.59$2.71$3.84$4.96$39.26$42.50$45.75$48.99$52.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SLVR spot · $45.25SLVR PRICE$0.58$0.78$0.93$1.08$1.18$1.28$1.70$2.09$2.28$2.56$3.06$3.95$4.64$0.76$0.86$0.91$1.19$1.48$1.75$2.02$2.36$2.70$3.04$3.39$3.74
Puts——
CallsExpensive1.14×
Skew——
Implied moveBalanced±$3.45
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.5180.9%12.9%40.6393.3%11.9%
25Δ49.5882.2%11.3%42.0779.8%8.9%
30Δ48.4577.1%9.1%
35Δ47.5072.4%7.3%44.0554.6%4.7%
40Δ46.6865.8%5.8%44.5158.0%4.3%
45Δ45.9659.2%4.4%44.9661.3%3.9%
50Δ45.4666.1%4.2%45.4861.4%3.4%
55Δ44.9572.0%4.0%45.9961.1%2.8%
60Δ44.4067.8%3.2%46.5461.0%2.4%
65Δ43.8265.5%2.5%47.0860.7%1.9%
70Δ43.1568.7%2.1%47.6059.1%1.5%
75Δ42.1678.1%1.9%48.1357.2%1.1%
80Δ41.2879.7%1.5%48.6354.3%0.8%

20Δ

Calls
Pseudo strike
50.51
IV
80.9%
B/E move
12.9%
Puts
Pseudo strike
40.63
IV
93.3%
B/E move
11.9%

25Δ

Calls
Pseudo strike
49.58
IV
82.2%
B/E move
11.3%
Puts
Pseudo strike
42.07
IV
79.8%
B/E move
8.9%

30Δ

Calls
Pseudo strike
48.45
IV
77.1%
B/E move
9.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
47.50
IV
72.4%
B/E move
7.3%
Puts
Pseudo strike
44.05
IV
54.6%
B/E move
4.7%

40Δ

Calls
Pseudo strike
46.68
IV
65.8%
B/E move
5.8%
Puts
Pseudo strike
44.51
IV
58.0%
B/E move
4.3%

45Δ

Calls
Pseudo strike
45.96
IV
59.2%
B/E move
4.4%
Puts
Pseudo strike
44.96
IV
61.3%
B/E move
3.9%

50Δ

Calls
Pseudo strike
45.46
IV
66.1%
B/E move
4.2%
Puts
Pseudo strike
45.48
IV
61.4%
B/E move
3.4%

55Δ

Calls
Pseudo strike
44.95
IV
72.0%
B/E move
4.0%
Puts
Pseudo strike
45.99
IV
61.1%
B/E move
2.8%

60Δ

Calls
Pseudo strike
44.40
IV
67.8%
B/E move
3.2%
Puts
Pseudo strike
46.54
IV
61.0%
B/E move
2.4%

65Δ

Calls
Pseudo strike
43.82
IV
65.5%
B/E move
2.5%
Puts
Pseudo strike
47.08
IV
60.7%
B/E move
1.9%

70Δ

Calls
Pseudo strike
43.15
IV
68.7%
B/E move
2.1%
Puts
Pseudo strike
47.60
IV
59.1%
B/E move
1.5%

75Δ

Calls
Pseudo strike
42.16
IV
78.1%
B/E move
1.9%
Puts
Pseudo strike
48.13
IV
57.2%
B/E move
1.1%

80Δ

Calls
Pseudo strike
41.28
IV
79.7%
B/E move
1.5%
Puts
Pseudo strike
48.63
IV
54.3%
B/E move
0.8%

Options history

IV · four-Friday blend54.88%
Daily EOD
SLVR49.0%52.2%55.3%2026-10-19: 49.85%2026-10-20: 50.83%2026-10-21: 49.43%2026-10-22: 51.73%2026-10-23: 51.70%2026-10-26: 53.38%2026-10-27: 52.34%2026-10-28: 52.85%2026-10-29: 51.45%2026-10-30: 54.88%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
49.85%
50.83%
49.43%
51.73%
51.70%
53.38%
52.34%
52.85%
51.45%
54.88%