SLV Volatilität 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%
IV − HV20-Spread
+3.9pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
70
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 06:38 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | DTE | ATM IV | 25Δ SkewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 46.0% | -0.7pt | ±2.7% |
| Sep 09, 2026 | 6 | 36.5% | -0.9pt | ±4.0% |
| Sep 11, 2026 | 8 | 39.3% | -2.0pt | ±4.9% |
| Sep 14, 2026 | 11 | 37.0% | -1.1pt | ±5.3% |
| Sep 16, 2026 | 13 | 39.6% | -2.4pt | ±6.2% |
| Sep 18, 2026 | 15 | 41.0% | -2.4pt | ±6.9% |
| Sep 25, 2026 | 22 | 41.8% | -3.2pt | ±8.4% |
| Sep 30, 2026 | 27 | 41.5% | -3.4pt | ±9.2% |
| Oct 02, 2026 | 29 | 42.6% | -3.1pt | ±9.7% |
| Oct 09, 2026 | 36 | 42.9% | -3.8pt | ±10.9% |
| Oct 16, 2026 | 43 | 43.4% | -4.4pt | ±12.0% |
| Nov 20, 2026 | 78 | 44.8% | -5.9pt | ±16.5% |
| Dec 18, 2026 | 106 | 44.7% | -6.8pt | ±19.2% |
| Dec 31, 2026 | 119 | 44.6% | -7.0pt | ±20.3% |
| Jan 15, 2027 | 134 | 44.6% | -7.4pt | ±21.5% |
| Mar 19, 2027 | 197 | 44.3% | -8.1pt | ±25.7% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20