SLV Options Chain
SLV $48.66 · Updated Oct 26, 4:00 PM ET
SLV is at $48.66. The nearest expiration, Oct 28, 2026 (2 days out), lists 45 strikes, with 22,617 calls and 9,022 puts traded in the latest session. At-the-money implied volatility is 0.8%. The at-the-money straddle prices a move of about $1.31 (2.7%) by expiration.
EXPIRATION
- Oct 28, 2026
- Oct 30, 2026
- Nov 2, 2026
- Nov 4, 2026
- Nov 6, 2026
- Nov 13, 2026
- Nov 20, 2026
- Nov 27, 2026
- Dec 4, 2026
- Dec 18, 2026
- Dec 31, 2026
- Jan 15, 2027
ATM IV
0.4%
48.5 strike
EXPECTED MOVE
$3.47
ATM straddle
MAX PAIN
$25.00
-48.6%
PUT/CALL VOLUME
0.59
2,066 / 3,523
NOV 13, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 0.00 | 0.00 | 28.30 | 0.0% | 1.000 | 0.0000 | -0.003 | 25 | |||||||||||
| 0.00 | 0.00 | 18.98 | 4 | 0.0% | 1.000 | 0.0000 | -0.004 | 30 | -0.000 | 0.0000 | -0.000 | 50.0% | 2 | 0.01 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 13.86 | 112 | 0.0% | 1.000 | 0.0000 | -0.004 | 35 | -0.000 | 0.0000 | -0.000 | 25.0% | 3 | 0.03 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 9.01 | 115 | 0.0% | 1.000 | 0.0000 | -0.005 | 40 | -0.000 | 0.0002 | -0.000 | 25.0% | 38 | 0.10 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.32 | 59 | 0.0% | 1.000 | 0.0000 | -0.005 | 44 | -0.000 | 0.0003 | -0.000 | 12.5% | 144 | 0.34 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 4.25 | 31 | 0.0% | 1.000 | 0.0000 | -0.006 | 45 | -0.000 | 0.0040 | -0.002 | 12.5% | 52 | 0.47 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.45 | 105 | 0.0% | 1.000 | 0.0000 | -0.006 | 46 | -0.000 | 0.0001 | -0.000 | 6.3% | 685 | 0.69 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.79 | 8 | 0.0% | 1.000 | 0.0000 | -0.006 | 47 | -0.000 | 0.0000 | -0.000 | 3.1% | 179 | 0.88 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.10 | 67 | 0.0% | 1.000 | 0.0000 | -0.006 | 48 | -0.000 | 0.0001 | -0.000 | 1.6% | 54 | 1.31 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.96 | 23 | 0.0% | 1.000 | 0.0000 | -0.006 | 48.5 | -0.000 | 0.0303 | -0.001 | 0.8% | 56 | 1.51 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.66 | 24 | 0.8% | 0.003 | 0.0991 | -0.000 | 49 | 0.006 | 0.0000 | -1.000 | 0.0% | 25 | 1.88 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.34 | 34 | 3.1% | 0.015 | 0.1131 | -0.000 | 49.5 | 0.006 | 0.0000 | -1.000 | 0.0% | 3 | 2.26 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.13 | 286 | 3.1% | 0.000 | 0.0016 | -0.000 | 50 | 0.006 | 0.0000 | -1.000 | 0.0% | 58 | 2.42 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.99 | 26 | 6.3% | 0.006 | 0.0240 | -0.000 | 50.5 | 0.006 | 0.0000 | -1.000 | 0.0% | 94 | 2.68 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.82 | 56 | 6.3% | 0.001 | 0.0030 | -0.000 | 51 | 0.006 | 0.0000 | -1.000 | 0.0% | 25 | 3.04 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.69 | 80 | 6.3% | 0.000 | 0.0002 | -0.000 | 51.5 | 0.006 | 0.0000 | -1.000 | 0.0% | 14 | 3.35 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.57 | 122 | 6.3% | 0.000 | 0.0000 | -0.000 | 52 | 0.006 | 0.0000 | -1.000 | 0.0% | 24 | 3.82 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.49 | 369 | 6.3% | 0.000 | 0.0000 | -0.000 | 52.5 | 0.006 | 0.0000 | -1.000 | 0.0% | 15 | 4.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.41 | 136 | 12.5% | 0.001 | 0.0032 | -0.000 | 53 | 0.007 | 0.0000 | -1.000 | 0.0% | 106 | 4.59 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.34 | 104 | 12.5% | 0.000 | 0.0011 | -0.000 | 53.5 | 0.007 | 0.0000 | -1.000 | 0.0% | 73 | 4.95 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.28 | 191 | 12.5% | 0.000 | 0.0003 | -0.000 | 54 | 0.007 | 0.0000 | -1.000 | 0.0% | 125 | 5.35 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.27 | 118 | 12.5% | 0.000 | 0.0001 | -0.000 | 54.5 | 0.007 | 0.0000 | -1.000 | 0.0% | 46 | 5.83 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.22 | 198 | 12.5% | 0.000 | 0.0000 | -0.000 | 55 | 0.007 | 0.0000 | -1.000 | 0.0% | 7 | 6.37 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.20 | 32 | 12.5% | 0.000 | 0.0000 | -0.000 | 55.5 | 0.007 | 0.0000 | -1.000 | 0.0% | 19 | 7.05 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.17 | 46 | 12.5% | 0.000 | 0.0000 | -0.000 | 56 | 0.007 | 0.0000 | -1.000 | 0.0% | 1 | 7.32 | 0.00 | 0.00 | ||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology