abrdn Physical Silver Shares ETF (SIVR) IV/HV History

Comparing implied volatility to historical (realized) volatility reveals whether options are priced rich or cheap relative to actual price movement. Persistent gaps can signal trading opportunities.

abrdn Physical Silver Shares ETF (SIVR) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $5.30B, listed on AMEX, carrying a beta of 0.98 to the broader market. abrdn Physical Silver Shares ETF (SIVR) seeks to track the performance of the price of the silver bullion, less the Trust's expenses. public since 2009-07-24.

Snapshot as of May 15, 2026.

Spot Price
$72.72
ATM IV
54.7%
HV 20-Day
60.5%
HV 60-Day
58.9%
IV Rank
37.5%
IV Percentile
67.1%

As of May 15, 2026, abrdn Physical Silver Shares ETF (SIVR) ATM implied volatility is 54.7%. 20-day realized volatility is 60.5%, producing an IV-HV spread of -5.8 vol points. Realized volatility currently exceeds implied, an inversion that can signal a pending IV expansion. IV rank is 37.5%.

How SIVR iv/hv history Data Feeds Strategy Selection

Strategy selection on abrdn Physical Silver Shares ETF options does not derive from any single metric in isolation. The iv/hv history view above sits inside a broader read: ATM IV currently sits at 54.7% and dealer gamma exposure is positive, so dealer hedging is mechanically mean-reverting. Combine the iv/hv history data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.

Learn how implied vs realized volatility is reported and how to read the data →

Frequently asked SIVR iv/hv history questions

Is SIVR options pricing rich or cheap right now?
As of May 15, 2026, abrdn Physical Silver Shares ETF (SIVR) ATM IV is 54.7% against 20-day realized volatility of 60.5%. IV rank is 37.5%. Realized volatility currently exceeds implied: an inversion of the typical equity volatility risk premium that often precedes IV expansion.
What is the SIVR variance risk premium?
The variance risk premium is the persistent gap between implied and subsequently realized volatility. In equity markets it averages positive because option sellers demand compensation for bearing variance shocks. SIVR is currently pricing inverted to the historical pattern, which is one input to whether short-vol or long-vol structures carry their typical edge.
What does SIVR IV rank mean for strategy selection?
IV rank normalizes the current ATM IV to its 1-year range: 0% is the low, 100% is the high. SIVR's current rank of 37.5% signals where current pricing sits in its own 1-year history. High-rank regimes typically favor premium-selling structures (credit spreads, condors, covered calls); low-rank regimes typically favor premium-buying or long-volatility structures.