Silver Futures (SI)
Implied Volatility Analysis

Implied Volatility:

Silver (SI) Futures have an Implied Volatility (IV) of 26.0% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 25.3% and the maximum was at 36.6%. We calculated an Implied Volatility Rank (IVR) of 6.3. The Implied Volatility Percentile (IVP) is 6.9 which means that looking at one year of data 6.9% of all IV readings were lower than 26.0. The latest IV reading is -1.3 standard deviations away from its 1 year mean. Implied volatility data and statistics for Silver (SI) was calculated after the 5/26/2023 market close from the futures options.