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
0.2%
48.5 strike
EXPECTED MOVE
$4.46
ATM straddle
MAX PAIN
$20.00
-58.9%
PUT/CALL VOLUME
0.46
1,138 / 2,499
NOV 27, 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 | 32.22 | 0.0% | 1.000 | 0.0000 | -0.002 | 20 | |||||||||||
| 0.00 | 0.00 | 30.00 | 0.0% | 1.000 | 0.0000 | -0.003 | 25 | -0.000 | 0.0000 | -0.000 | 50.0% | 0.02 | 0.00 | 0.00 | ||||
| 30 | -0.000 | 0.0002 | -0.000 | 50.0% | 1 | 0.02 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 16.68 | 0.0% | 1.000 | 0.0000 | -0.004 | 35 | -0.000 | 0.0000 | -0.000 | 25.0% | 32 | 0.06 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 9.32 | 1 | 0.0% | 1.000 | 0.0000 | -0.005 | 40 | -0.000 | 0.0000 | -0.000 | 12.5% | 85 | 0.20 | 0.00 | 0.00 | ||
| 44 | -0.000 | 0.0000 | -0.000 | 6.3% | 155 | 0.59 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 4.80 | 4 | 0.0% | 1.000 | 0.0000 | -0.006 | 45 | -0.000 | 0.0000 | -0.000 | 6.3% | 146 | 0.78 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.87 | 6 | 0.0% | 1.000 | 0.0000 | -0.006 | 46 | -0.000 | 0.0021 | -0.001 | 6.3% | 275 | 1.04 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.41 | 5 | 0.0% | 1.000 | 0.0000 | -0.006 | 47 | -0.000 | 0.0001 | -0.000 | 3.1% | 150 | 1.36 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.67 | 56 | 0.0% | 1.000 | 0.0000 | -0.006 | 48 | -0.000 | 0.0012 | -0.000 | 1.6% | 61 | 1.79 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.45 | 5 | 0.0% | 1.000 | 0.0000 | -0.006 | 48.5 | 0.000 | 0.0000 | -0.000 | 0.4% | 60 | 2.01 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.04 | 25 | 0.8% | 0.092 | 1.4733 | -0.001 | 49 | 0.006 | 0.0000 | -1.000 | 0.0% | 14 | 2.24 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.96 | 43 | 1.6% | 0.002 | 0.0291 | -0.000 | 49.5 | 0.006 | 0.0000 | -1.000 | 0.0% | 33 | 2.32 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.61 | 126 | 3.1% | 0.006 | 0.0369 | -0.000 | 50 | 0.006 | 0.0000 | -1.000 | 0.0% | 16 | 2.63 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.59 | 42 | 3.1% | 0.000 | 0.0013 | -0.000 | 50.5 | 0.006 | 0.0000 | -1.000 | 0.0% | 5 | 3.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.38 | 31 | 3.1% | 0.000 | 0.0000 | -0.000 | 51 | 0.006 | 0.0000 | -1.000 | 0.0% | 14 | 3.45 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.23 | 48 | 6.3% | 0.002 | 0.0074 | -0.000 | 51.5 | 0.006 | 0.0000 | -1.000 | 0.0% | 1 | 3.78 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.99 | 94 | 6.3% | 0.000 | 0.0014 | -0.000 | 52 | 0.006 | 0.0000 | -1.000 | 0.0% | 9 | 4.04 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.93 | 87 | 6.3% | 0.000 | 0.0002 | -0.000 | 52.5 | 0.006 | 0.0000 | -1.000 | 0.0% | 1 | 4.70 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.76 | 202 | 6.3% | 0.000 | 0.0000 | -0.000 | 53 | 0.007 | 0.0000 | -1.000 | 0.0% | 7 | 4.77 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.65 | 84 | 6.3% | 0.000 | 0.0000 | -0.000 | 53.5 | 0.007 | 0.0000 | -1.000 | 0.0% | 2 | 5.15 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.59 | 155 | 6.3% | 0.000 | 0.0000 | -0.000 | 54 | 0.007 | 0.0000 | -1.000 | 0.0% | 5 | 6.20 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.51 | 156 | 12.5% | 0.002 | 0.0028 | -0.000 | 54.5 | 0.007 | 0.0000 | -1.000 | 0.0% | 1 | 6.85 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.49 | 39 | 12.5% | 0.001 | 0.0013 | -0.000 | 55 | 0.007 | 0.0000 | -1.000 | 0.0% | 1 | 6.45 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.42 | 308 | 12.5% | 0.000 | 0.0006 | -0.000 | 55.5 | 0.007 | 0.0000 | -1.000 | 0.0% | 3 | 7.13 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.37 | 50 | 12.5% | 0.000 | 0.0002 | -0.000 | 56 | 0.007 | 0.0000 | -1.000 | 0.0% | 1 | 7.58 | 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