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.33.6%
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.40.1%
HV6039.0%
Diferencial IV − HV20
-6.5pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
36
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.
29/60 días registrados
Cboe delayed options data · a fecha de Oct 19, 22:02 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 |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | 31.3% | — | ±0.1% |
| Oct 21, 2026 | 2 | 31.8% | +3.7pt | ±1.9% |
| Oct 23, 2026 | 4 | 32.4% | +3.5pt | ±2.7% |
| Oct 26, 2026 | 7 | 28.4% | +2.7pt | ±3.1% |
| Oct 28, 2026 | 9 | 32.1% | +2.7pt | ±4.0% |
| Oct 30, 2026 | 11 | 33.2% | +2.5pt | ±4.6% |
| Nov 02, 2026 | 14 | 30.9% | +2.5pt | ±4.9% |
| Nov 06, 2026 | 18 | 33.8% | +1.8pt | ±6.0% |
| Nov 13, 2026 | 25 | 33.8% | +0.9pt | ±7.1% |
| Nov 20, 2026 | 32 | 33.6% | +0.5pt | ±7.9% |
| Nov 27, 2026 | 39 | 33.3% | +0.2pt | ±8.7% |
| Dec 18, 2026 | 60 | 33.7% | -0.6pt | ±11.0% |
| Dec 31, 2026 | 73 | 33.5% | -0.8pt | ±12.0% |
| Jan 15, 2027 | 88 | 33.7% | -1.4pt | ±13.2% |
| Mar 19, 2027 | 151 | 34.9% | -2.6pt | ±17.9% |
| Mar 31, 2027 | 163 | 34.8% | -2.7pt | ±18.5% |
Sonrisa de volatilidad — Nov 20, 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