SLV volatilité 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.44.0%
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%
Écart IV − HV20
+5.3pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
71
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 jours enregistrés
Cboe delayed options data · au 17:03 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 44.3% | -3.3pt | ±2.0% |
| Sep 09, 2026 | 6 | 35.1% | -2.0pt | ±3.6% |
| Sep 11, 2026 | 8 | 39.3% | -2.9pt | ±4.7% |
| Sep 14, 2026 | 11 | 37.2% | -2.4pt | ±5.2% |
| Sep 16, 2026 | 13 | 40.5% | -3.2pt | ±6.2% |
| Sep 18, 2026 | 15 | 41.9% | -4.2pt | ±6.8% |
| Sep 25, 2026 | 22 | 42.6% | -4.9pt | ±8.4% |
| Sep 30, 2026 | 27 | 42.7% | -5.1pt | ±9.3% |
| Oct 02, 2026 | 29 | 43.9% | -5.2pt | ±9.9% |
| Oct 09, 2026 | 36 | 44.5% | -5.7pt | ±11.2% |
| Oct 16, 2026 | 43 | 45.3% | -6.1pt | ±12.5% |
| Oct 23, 2026 | 50 | 45.5% | — | ±13.4% |
| Nov 20, 2026 | 78 | 46.6% | -7.6pt | ±17.2% |
| Dec 18, 2026 | 106 | 46.7% | -8.3pt | ±20.0% |
| Dec 31, 2026 | 119 | 46.1% | -8.4pt | ±20.9% |
| Jan 15, 2027 | 134 | 46.1% | -8.8pt | ±22.2% |
Smile de volatilité — Sep 18, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20