SLV volatilidad 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.44.9%
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.39.5%
HV6042.8%
Diferencial IV − HV20
+5.5pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
75
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 días registrados
Cboe delayed options data · a fecha de 06:38 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Sep 04, 2026 | 0 | 49.4% | -5.2pt | ±2.1% |
| Sep 09, 2026 | 5 | 36.1% | -2.7pt | ±3.7% |
| Sep 11, 2026 | 7 | 40.4% | -4.0pt | ±4.8% |
| Sep 14, 2026 | 10 | 38.1% | -3.7pt | ±5.3% |
| Sep 16, 2026 | 12 | 41.6% | -4.5pt | ±6.3% |
| Sep 18, 2026 | 14 | 42.8% | -5.2pt | ±6.9% |
| Sep 25, 2026 | 21 | 43.7% | -5.6pt | ±8.6% |
| Sep 30, 2026 | 26 | 43.6% | -6.0pt | ±9.5% |
| Oct 02, 2026 | 28 | 44.8% | -6.0pt | ±10.1% |
| Oct 09, 2026 | 35 | 45.2% | -6.6pt | ±11.3% |
| Oct 16, 2026 | 42 | 45.9% | -6.7pt | ±12.6% |
| Oct 23, 2026 | 49 | 45.8% | — | ±13.5% |
| Nov 20, 2026 | 77 | 47.0% | -8.0pt | ±17.3% |
| Dec 18, 2026 | 105 | 47.0% | -8.8pt | ±20.2% |
| Dec 31, 2026 | 118 | 46.3% | -8.9pt | ±21.0% |
| Jan 15, 2027 | 133 | 46.4% | -9.3pt | ±22.3% |
Sonrisa de volatilidad — Sep 18, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20