AInvestOption Pilot Program
Options/SLV
S

SLViShares Silver Trust

Options Analysis Report•COMMODITY CONTRACTS BROKERS & DEALERS
AUM $33.8B|ARCX
● 2026-08-28$62.77
BULLISH
Analysis: 2026-08-27 EOD data
1Y +76.7%YTD -4.5%7D +0.1%
338,784
30D
±12.3%
15%

SLV Options Overview

bullish flow with unusual activity. No clear edge detected.

REWARDS

RISK ANALYSIS

6.2VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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SLV Gamma Walls

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Value

Is IV priced right?

5.7
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 68.0% — elevated vs history

<1.05x

IV/HV 1.29x — IV premium over HV

Sector Relative≤50%

Sector percentile 82% — above sector median

<1.1x

Front/Back 0.86x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 44.9% — normal range

<80%

Effective IV 48.8% (ATM 44.9% + spread 1.9% + bias) — excellent value

<3.0%

Total drag 3.99% (spread 1.95% + slippage 2.04%) — high friction

≥5.0

Vega efficiency 168.44 (vega 32.846 / spread 1.95%) — efficient

Sentiment

Bullish or bearish?

6.8
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Moderate signal (Conviction: +8%, Raw: +8%)
|net sentiment| ≥25%

Conviction-weighted: +8% (neutral) — Raw: +8%

≥15%

|OI skew| 39.0% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +55.4%, OI skew +39.0% — aligned

≥2/3 conditions

0-DTE 22%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: -1%, ATM: +6%, OTM: +10% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 15% — very bullish vs sector

Activity

Unusual activity?

3.7
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed
≥1.5x

Volume 0.8x avg — normal

≥15%

Vol/OI 5.2% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change -6.3% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 69% — active vs sector

≥30%

Large trade volume 42% — institutional presence

≥60%

Aggressive execution 35% — patient

≥30

Conviction +8 (bullish) — mixed

Liquidity

Can I trade efficiently?

7.6
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks6/8 checks passed
≤5.0%

Spread 1.9% — tight

≥10,000

OI 6,473,805 — deep

≥500

Volume 338,784/day — active

≤$0.50

$0.10 to cross — cheap

≥5 strikes

24 liquid strikes — good coverage

Sector Relative≤40%

Sector spread percentile 86% — much wider than sector

≥100 contracts

Depth 827.2 contracts (bid:420.5 ask:406.7) — deep

<1.0%

Avg slippage 2.04% — poor

Timing

Is now a good time?

7.2
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed
|slope| ≥5%

Slope -14.0% — contango

<30 or >70

IV percentile 68% — neutral

≥10pts kink

IV kink -5.5pts — no clear event

<0.5 or >2.0

θ/ν ratio 2831.56 — favors income trades

≥3 expirations

5 liquid expirations — flexible

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +8% @ 54% consistency — unclear

≥40 composite score

Score 72 (ITM 20% + inst 42%) — HIGH institutional

Directional Strategy Fit

Option Buyers
Long Calls6.6
bullishIV fair, bullish flow
Long Puts5.3
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.7
bullishIV fair, bullish flow
Covered Call5.0
bearishIV fair, bullish flow

For educational purposes only. Not investment advice.