SLV volatilidade iShares Silver Trust
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.42.6%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.38.8%
HV6043.3%
Spread IV − HV20
+3.8pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
70
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 dias registrados
Cboe delayed options data · em 00:38 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Sep 02, 2026 | 0 | 25.8% | — | ±0.1% |
| Sep 04, 2026 | 2 | 46.0% | -0.9pt | ±2.7% |
| Sep 09, 2026 | 7 | 36.5% | -0.9pt | ±4.0% |
| Sep 11, 2026 | 9 | 39.3% | -2.1pt | ±4.9% |
| Sep 14, 2026 | 12 | 37.0% | -1.5pt | ±5.3% |
| Sep 16, 2026 | 14 | 39.6% | -2.3pt | ±6.2% |
| Sep 18, 2026 | 16 | 41.0% | -2.4pt | ±6.9% |
| Sep 25, 2026 | 23 | 41.8% | -3.2pt | ±8.4% |
| Sep 30, 2026 | 28 | 41.5% | -3.3pt | ±9.2% |
| Oct 02, 2026 | 30 | 42.6% | -3.3pt | ±9.7% |
| Oct 09, 2026 | 37 | 42.9% | -3.8pt | ±10.9% |
| Oct 16, 2026 | 44 | 43.4% | -4.4pt | ±12.0% |
| Nov 20, 2026 | 79 | 44.7% | -5.9pt | ±16.5% |
| Dec 18, 2026 | 107 | 44.7% | -6.8pt | ±19.2% |
| Dec 31, 2026 | 120 | 44.6% | -7.0pt | ±20.3% |
| Jan 15, 2027 | 135 | 44.6% | -7.4pt | ±21.5% |
Sorriso de volatilidade — Sep 18, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20