Silver Futures (SI)
Implied Volatility Analysis

Implied Volatility:
30.0%

Silver (SI) Futures have an Implied Volatility (IV) of 30.0% p.a. for a constant maturity of 30 days. The lowest IV reading within one year was 22.8% and the maximum was at 44.2%. We calculated an Implied Volatility Rank (IVR) of 33.7. The Implied Volatility Percentile (IVP) is 83.9 which means that looking at one year of data 83.9% of all IV readings were lower than 30.0. The latest IV reading is 0.9 standard deviations away from its 1 year mean. Implied volatility data and statistics for Silver (SI) was calculated after the 5/20/2022 market close from the futures options.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.