The open interest (OI) on the 15-Jan-27 50.00 strike increased by 4 call contracts and decreased by 708,752 puts. The total OI for the expiration was decreased by 2x the average option volume. View Open Interest
The open interest (OI) on the 15-Jan-27 50.00 strike increased by 28 call contracts and 708,852 puts. The total OI for the expiration was increased by 2x the average option volume. View Open Interest
$SLV Bearish pressure building up in the options market. On-Balance net option delta is -1.0 M.
30-Day Downside Put Protection goes to its Highest Mark in 2 months
The cost to protect downside risk climbed to 5.0%, the highest level since Jun 28, 2026 when it was at 5.0%. The 52-Week average is 5.5% and the 52-Week range is 2.4% - 12.9%.
30-day Implied Volatility (IV30) Climbs to its Highest Mark in 2 months
The IV30 rose to 45.6, the highest level since Jun 28, 2026 when it reached 45.1. Stock Option traders are pricing in an average daily move of ±2.9%. The 52-Week historical volatility is 52.7 with an average daily move of ±3.3%. View Implied Vol
30-Day Downside Put Protection goes to its Highest Mark in 2 months
The cost to protect downside risk climbed to 5.0%, the highest level since Jun 28, 2026 when it was at 5.0%. The 52-Week average is 5.5% and the 52-Week range is 2.4% - 12.9%.
