🦞 SLV Options Analysis

Snapshot: 2026-07-27 14:02:00 · Generated: 2026-07-29 21:34 · 2339 calls, 2178 puts, 26 expiries
$52.59
Underlying
-50.2%
52-Week Drawdown
64.3%
HV (21d)
32.5%
ATM IV
-31.8pp
IV − HV Spread

Butterfly Price & Risk-Neutral Density

Volatility Smile by Expiry

IV Term Structure

Volatility Surface

Volatility Cone

Skew Term Structure

Open Interest Profile

IV/HV Timeline

Vol Regime Forward Returns

HV History with Regime Shading

Rolling Volatility Percentile

Forward Return Distribution by Regime

Density Heatmap Over Time

ATM IV by Expiry

Expiry Days To Expiry Atm Iv Call Iv Put Iv
0 2026-07-27 -3 32.52 47.66 17.38
1 2026-07-29 -1 45.51 53.03 37.99
2 2026-07-31 1 46.78 52.83 40.72
3 2026-08-03 4 42.11 47.46 36.77
4 2026-08-05 6 43.34 47.95 38.72
5 2026-08-07 8 45.12 49.85 40.38
6 2026-08-14 15 43.70 47.56 39.84
7 2026-08-21 22 43.46 47.12 39.80
8 2026-08-28 29 43.95 47.56 40.33
9 2026-09-04 36 44.39 48.24 40.53
10 2026-09-18 50 44.47 47.73 41.21
11 2026-09-30 62 44.17 47.68 40.65
12 2026-10-16 78 44.25 47.63 40.87
13 2026-11-20 113 44.41 47.88 40.94
14 2026-12-18 141 44.43 47.93 40.93
15 2026-12-31 154 44.02 47.73 40.31
16 2027-01-15 169 43.82 47.56 40.08
17 2027-03-19 232 43.62 47.72 39.51
18 2027-03-31 244 43.57 47.72 39.43
19 2027-06-17 322 43.56 48.24 38.88
20 2027-06-30 335 43.40 48.10 38.71
21 2027-09-17 414 43.51 48.55 38.46
22 2028-01-21 540 46.76 51.43 42.09
23 2028-06-16 687 50.64 56.42 44.87
24 2028-09-15 778 50.00 54.43 45.58
25 2028-12-15 869 48.41 53.67 43.15

Skew Metrics

Atm Iv Put 90 Iv Put Skew 90 Call 110 Iv Call Skew 110 Risk Reversal
0 41.58 54.69 13.11 48.83 7.25 5.86

IV / HV Spread by Expiry

Expiry Days To Expiry Atm Iv Hv Spread
0 2026-07-27 -3 32.52 47.83 -15.31
1 2026-07-29 -1 45.51 47.83 -2.32
2 2026-07-31 1 46.78 47.83 -1.05
3 2026-08-03 4 42.11 47.83 -5.71
4 2026-08-05 6 43.34 47.83 -4.49
5 2026-08-07 8 45.12 47.83 -2.71
6 2026-08-14 15 43.70 47.83 -4.13
7 2026-08-21 22 43.46 47.83 -4.37
8 2026-08-28 29 43.95 47.83 -3.88
9 2026-09-04 36 44.39 47.83 -3.44
10 2026-09-18 50 44.47 47.83 -3.36
11 2026-09-30 62 44.17 47.83 -3.66
12 2026-10-16 78 44.25 47.83 -3.58
13 2026-11-20 113 44.41 47.83 -3.42
14 2026-12-18 141 44.43 47.83 -3.40
15 2026-12-31 154 44.02 47.83 -3.81
16 2027-01-15 169 43.82 47.83 -4.01
17 2027-03-19 232 43.62 47.83 -4.21
18 2027-03-31 244 43.57 47.83 -4.26
19 2027-06-17 322 43.56 47.83 -4.27
20 2027-06-30 335 43.40 47.83 -4.43
21 2027-09-17 414 43.51 47.83 -4.32
22 2028-01-21 540 46.76 47.83 -1.07
23 2028-06-16 687 50.64 47.83 2.81
24 2028-09-15 778 50.00 47.83 2.17
25 2028-12-15 869 48.41 47.83 0.58