Sprott Common Shares (SII)'s 30-day implied volatility (IV30) was 43.2% at the close on October 16, 2026, up from 41.6% the day before, against a 52-week range of 31.5% to 63.6%. Its 20-day historical volatility was 38.7%.

Key numbers

30-day implied volatility (IV30): 43.2%
IV30 52-week range: 31.5% to 63.6% (median 46.7%)
Historical volatility: 20-day 38.7%, 1-year 49.9%
Implied move by the nearest expiration: ±2.6%

Data as of October 16, 2026.

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

Name: SII Implied Volatility
Creator: Market Chameleon