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Goldman Sachs Physical Gold ETF Shares AAAU

i

Market dataready · fetched 2026-11-13T19:11:58.381Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T19:10:12.638725236Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T19:11:57.834990+00:00

Share price$38.22
1D-0.2%
$38.12$38.20$38.28$38.35$38.435:30 AM6:30 AM9:00 AM1:00 PMAAAU
Sold putSold call

Goldman Sachs Physical Gold ETF Shares options

Live interpolated AAAU call and put midpoint premiums by absolute delta.Goldman Sachs Physical Gold ETF Shares$0.19$0.52$0.85$1.18$1.51$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEAAAU PRICE$0.22$0.33$0.44$0.55$0.66$0.77$0.87$0.98$1.09$1.20$1.31$1.42$0.40$0.45$0.49$0.54$0.59
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.8432.6%4.8%35.3068.3%8.7%
25Δ39.5932.6%4.4%35.8761.3%7.3%
30Δ39.3432.6%4.1%36.4454.4%6.0%
35Δ39.1032.6%3.7%37.0147.4%4.6%
40Δ38.8532.6%3.4%37.5740.5%3.2%
45Δ38.6032.6%3.0%
50Δ38.3632.6%2.7%
55Δ38.1132.6%2.3%
60Δ37.8732.6%1.9%
65Δ37.6232.6%1.6%
70Δ37.3732.6%1.2%
75Δ37.1332.5%0.9%
80Δ

20Δ

Calls
Pseudo strike
39.84
IV
32.6%
B/E move
4.8%
Puts
Pseudo strike
35.30
IV
68.3%
B/E move
8.7%

25Δ

Calls
Pseudo strike
39.59
IV
32.6%
B/E move
4.4%
Puts
Pseudo strike
35.87
IV
61.3%
B/E move
7.3%

30Δ

Calls
Pseudo strike
39.34
IV
32.6%
B/E move
4.1%
Puts
Pseudo strike
36.44
IV
54.4%
B/E move
6.0%

35Δ

Calls
Pseudo strike
39.10
IV
32.6%
B/E move
3.7%
Puts
Pseudo strike
37.01
IV
47.4%
B/E move
4.6%

40Δ

Calls
Pseudo strike
38.85
IV
32.6%
B/E move
3.4%
Puts
Pseudo strike
37.57
IV
40.5%
B/E move
3.2%

45Δ

Calls
Pseudo strike
38.60
IV
32.6%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
38.36
IV
32.6%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
38.11
IV
32.6%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
37.87
IV
32.6%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
37.62
IV
32.6%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
37.37
IV
32.6%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
37.13
IV
32.5%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend23.28%
Daily close
AAAU20.2%26.5%32.7%2026-08-17: 24.12%2026-08-18: 24.88%2026-08-19: 29.86%2026-08-21: 26.16%2026-08-24: 26.28%2026-08-25: 25.33%2026-08-26: 25.18%2026-08-27: 26.21%2026-08-28: 24.23%2026-08-31: 23.08%2026-09-01: 24.89%2026-09-02: 23.58%2026-09-03: 25.27%2026-09-04: 24.80%2026-09-08: 24.08%2026-09-09: 26.59%2026-09-10: 26.31%2026-09-11: 24.56%2026-09-14: 27.22%2026-09-15: 25.63%2026-09-16: 29.95%2026-09-17: 31.85%2026-09-18: 24.16%2026-09-21: 23.67%2026-09-22: 24.10%2026-09-23: 23.48%2026-09-24: 22.14%2026-09-25: 22.59%2026-09-28: 22.90%2026-09-29: 22.98%2026-09-30: 21.32%2026-10-01: 21.62%2026-10-02: 21.73%2026-10-05: 21.53%2026-10-06: 21.45%2026-10-07: 22.22%2026-10-08: 22.13%2026-10-09: 21.24%2026-10-13: 23.41%2026-10-14: 23.56%2026-10-15: 31.71%2026-10-16: 21.97%2026-10-19: 21.46%2026-10-20: 21.19%2026-10-21: 21.07%2026-10-22: 23.32%2026-10-23: 22.50%2026-10-26: 21.91%2026-10-27: 22.41%2026-10-28: 21.29%2026-10-29: 21.13%2026-10-30: 23.28%Aug 17Sep 23Oct 30
52 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
24.12%
24.88%
29.86%
26.16%
26.28%
25.33%
25.18%
26.21%
24.23%
23.08%
24.89%
23.58%
25.27%
24.80%
24.08%
26.59%
26.31%
24.56%
27.22%
25.63%
29.95%
31.85%
24.16%
23.67%
24.10%
23.48%
22.14%
22.59%
22.90%
22.98%
21.32%
21.62%
21.73%
21.53%
21.45%
22.22%
22.13%
21.24%
23.41%
23.56%
31.71%
21.97%
21.46%
21.19%
21.07%
23.32%
22.50%
21.91%
22.41%
21.29%
21.13%
23.28%