Sprott Common Shares (SII)'s 30-day implied volatility (IV30) was 41.5% at the close on November 6, 2026, down from 45.1% the day before, against a 52-week range of 31.5% to 63.6%. Its 20-day historical volatility was 43.5%.

Key numbers

30-day implied volatility (IV30): 41.5%
IV30 52-week range: 31.5% to 63.6% (median 47.1%)
Historical volatility: 20-day 43.5%, 1-year 50.6%
Implied move by the nearest expiration: ±2.9%

Data as of November 6, 2026.

SII Implied Volatility (IV) vs Historical Volatility (HV)

Name: SII Implied Volatility
Creator: Market Chameleon