All
Outcomes
Market
Price
AI Fair
Value
Value
Edge
↓ $60
YesNo
↓ $65
YesNo
↑ $120
YesNo
↑ $130
YesNo
↑ $170
YesNo
↓ $70
YesNo
↑ $200
YesNo
↓ $55
YesNo
↑ $210
YesNo
↑ $150
YesNo
↑ $230
YesNo
↑ $250
YesNo
↓ $35
YesNo
↓ $45
YesNo
AI Insights:
03.17 15:11 UpdatedFair Value Reasoning:
Silver is currently trading around $81 in a fragile 'free-fall' state. While $80 serves as psychological support, the market structure is damaged given the extreme volatility (swinging from $121 to $63, then back to $96). The expectation of the Fed maintaining 'Higher for Longer' rates at the March FOMC meeting is a significant headwind for non-yielding silver, and the 'war premium' has failed to offset the strong dollar. With 3.5 months until expiration, a drop to $70 requires only a ~13% decline. Given the current 'flash crash' sentiment, the probability of touching this level is high (Fair Value pinned at 72c). Conversely, call options (e.g., ↑$120) require a 50% rally to break ATHs amidst a bear trend and liquidity crunch, rendering them deeply overvalued.
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Arbitrage|Low Risk
Arbitrage Plan:
Buy 'No' on ↑ $200 (Shorting extreme bullish option)
Plan Description:
This is a low-risk 'yield harvesting' strategy. The current 'Yes' price for ↑$200 is 7.5c, implying a ~7.5% probability that silver will increase 2.5x (from $81 to $200) in 3 months. Despite silver's volatility, such exponential growth amidst high interest rates and recessionary industrial demand violates basic economic probability. Buying 'No' costs 92.5c, yielding a 7.5c profit by June, translating to an annualized return of ~26%.Sign up to view more information
Arbitrage: 7¢
|Annualized yield: 26.1%
Hedging
US 10Y Yield
DXY
Gold
Silver has an extremely high positive correlation with Gold. If Silver triggers extreme strike prices (e.g., $120 or $35), it typically implies a major macro inflationary or deflationary shock, causing Gold prices to move significantly. Additionally, Silver prices are strongly inversely driven by the US Dollar Index (DXY) and US Treasury Yields. This market serves as a direct hedge for commodity volatility.
Movers
2026-03-13 to 2026-03-17, the price of ↓ $60 rose steadily from 26.5c to 36.0c (+9.5c), while ↓ $70 held high at 64.5c. The driver is silver's failure to mount a recovery after breaching the $84 support. Currently hovering weakly in the $80-$81 range, market panic is intensifying, prompting hedging against the tail risk of a further crash to the $60 extreme.
2026-03-11 to 2026-03-14, the price of ↓ $70 surged from 46.25c to 62.3c (+16.05c). The cause was the 'CME Margin Shock' on March 13, which triggered a >5% single-day crash in silver prices, forcing a violent repricing in the options market.
Divergence
Significant divergence exists. The prediction market is extremely pessimistic, with deep put options (e.g., ↓$70) priced high (~65% probability), implying traders are betting on a continued crash. However, mainstream investment banks (e.g., JP Morgan, Deutsche Bank) and analysts maintain a 'structural bull market' view in recent reports, citing $80 as a buying opportunity with year-end 2026 targets of $100-$150. The market is pricing in a 'liquidity crisis', while experts are focused on the 'long-term supply deficit'.