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Goldman Sachs Physical Gold ETF Shares AAAU

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Market datapartial · fetched 2026-10-23T06:07:36.263Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T00:00:00.29924717Z

FundamentalsAlpha Vantage · unavailable

Share price$39.67
1D-1.3%
AH$39.57$39.75$39.94$40.12$40.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAAAU
Sold putSold callAH

Goldman Sachs Physical Gold ETF Shares options

Live interpolated AAAU call and put midpoint premiums by absolute delta.Goldman Sachs Physical Gold ETF Shares$0.27$1.25$2.23$3.20$4.18$36.14$37.95$39.77$41.58$43.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AAAU spot · $39.67AAAU PRICE$0.38$0.43$0.61$0.79$0.93$0.93$0.94$0.99$1.04$1.09$1.94$2.96$3.90$0.38$0.41$0.51$0.60$0.76$0.94$1.11$1.33$1.57$1.81$1.98$2.14$2.31
PutsCheap0.94×
CallsExpensive1.27×
SkewBullish-3.35 pp
Implied moveBearish±$2.06
TiltBullish3.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.1232.0%9.7%37.2529.4%7.0%
25Δ41.9126.0%6.7%38.1323.7%4.9%
30Δ41.5828.4%6.3%38.5223.1%4.2%
35Δ41.2530.8%6.0%38.9122.5%3.4%
40Δ40.8631.3%5.3%39.2522.8%3.0%
45Δ40.3326.4%4.0%39.5723.4%2.6%
50Δ39.9122.6%3.0%39.8924.1%2.3%
55Δ39.6720.6%2.5%40.2424.5%1.9%
60Δ39.4318.7%2.0%40.6124.8%1.6%
65Δ39.1916.8%1.5%40.9725.1%1.3%
70Δ38.4126.1%1.7%41.2623.8%1.0%
75Δ37.4235.0%1.8%41.5522.3%0.7%
80Δ36.3739.3%1.5%41.8420.8%0.4%

20Δ

Calls
Pseudo strike
43.12
IV
32.0%
B/E move
9.7%
Puts
Pseudo strike
37.25
IV
29.4%
B/E move
7.0%

25Δ

Calls
Pseudo strike
41.91
IV
26.0%
B/E move
6.7%
Puts
Pseudo strike
38.13
IV
23.7%
B/E move
4.9%

30Δ

Calls
Pseudo strike
41.58
IV
28.4%
B/E move
6.3%
Puts
Pseudo strike
38.52
IV
23.1%
B/E move
4.2%

35Δ

Calls
Pseudo strike
41.25
IV
30.8%
B/E move
6.0%
Puts
Pseudo strike
38.91
IV
22.5%
B/E move
3.4%

40Δ

Calls
Pseudo strike
40.86
IV
31.3%
B/E move
5.3%
Puts
Pseudo strike
39.25
IV
22.8%
B/E move
3.0%

45Δ

Calls
Pseudo strike
40.33
IV
26.4%
B/E move
4.0%
Puts
Pseudo strike
39.57
IV
23.4%
B/E move
2.6%

50Δ

Calls
Pseudo strike
39.91
IV
22.6%
B/E move
3.0%
Puts
Pseudo strike
39.89
IV
24.1%
B/E move
2.3%

55Δ

Calls
Pseudo strike
39.67
IV
20.6%
B/E move
2.5%
Puts
Pseudo strike
40.24
IV
24.5%
B/E move
1.9%

60Δ

Calls
Pseudo strike
39.43
IV
18.7%
B/E move
2.0%
Puts
Pseudo strike
40.61
IV
24.8%
B/E move
1.6%

65Δ

Calls
Pseudo strike
39.19
IV
16.8%
B/E move
1.5%
Puts
Pseudo strike
40.97
IV
25.1%
B/E move
1.3%

70Δ

Calls
Pseudo strike
38.41
IV
26.1%
B/E move
1.7%
Puts
Pseudo strike
41.26
IV
23.8%
B/E move
1.0%

75Δ

Calls
Pseudo strike
37.42
IV
35.0%
B/E move
1.8%
Puts
Pseudo strike
41.55
IV
22.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
36.37
IV
39.3%
B/E move
1.5%
Puts
Pseudo strike
41.84
IV
20.8%
B/E move
0.4%

Options history

AAAU21.0721.1421.212026-10-20: 21.19%2026-10-21: 21.09%Oct 20Oct 21
Table
DateIV
21.19%
21.09%