SLV volatilitas 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.44.5%
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%
Selisih IV − HV20
+5.7pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
73
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 hari yang direkam
Cboe delayed options data · per 15:38 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 50.2% | -3.9pt | ±2.3% |
| Sep 09, 2026 | 6 | 37.5% | -2.3pt | ±3.9% |
| Sep 11, 2026 | 8 | 41.1% | -3.0pt | ±4.9% |
| Sep 14, 2026 | 11 | 38.5% | -2.7pt | ±5.4% |
| Sep 16, 2026 | 13 | 41.4% | -3.6pt | ±6.3% |
| Sep 18, 2026 | 15 | 42.8% | -4.0pt | ±7.0% |
| Sep 25, 2026 | 22 | 43.5% | -4.8pt | ±8.6% |
| Sep 30, 2026 | 27 | 43.4% | -5.1pt | ±9.5% |
| Oct 02, 2026 | 29 | 44.4% | -5.0pt | ±10.0% |
| Oct 09, 2026 | 36 | 44.9% | -5.5pt | ±11.3% |
| Oct 16, 2026 | 43 | 45.6% | -6.0pt | ±12.5% |
| Oct 23, 2026 | 50 | 45.7% | — | ±13.5% |
| Nov 20, 2026 | 78 | 46.6% | -7.2pt | ±17.2% |
| Dec 18, 2026 | 106 | 46.6% | -8.1pt | ±20.0% |
| Dec 31, 2026 | 119 | 46.3% | -8.4pt | ±21.0% |
| Jan 15, 2027 | 134 | 46.1% | -8.6pt | ±22.2% |
Volatility smile — Sep 18, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20