IntraAlpha
Create free account Start free

Global X Gold Miners ETF AUAU

i

Market datapartial · fetched 2026-10-23T05:09:30.836Z

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 · 2026-10-23T00:00:00.052708032Z

FundamentalsAlpha Vantage · unavailable

Share price$35.21
1D-0.1%
AH$35.23$35.27$35.31$35.34$35.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAUAU
Sold putSold callAH

Global X Gold Miners ETF options

Live interpolated AUAU call and put midpoint premiums by absolute delta.Global X Gold Miners ETF$0.51$1.71$2.92$4.12$5.32$29.54$32.35$35.15$37.96$40.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AUAU spot · $35.21AUAU PRICE$0.64$0.75$0.85$0.95$1.10$1.26$1.48$1.71$1.96$2.22$2.57$2.94$3.45$0.73$0.84$0.96$1.09$1.29$1.50$1.84$2.17$2.48$2.95$3.60$4.00$4.98
PutsExpensive1.08×
CallsExpensive1.66×
SkewBearish+2.36 pp
Implied moveBearish±$3.32
TiltBearish13.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.6863.2%20.2%31.0560.9%13.9%
25Δ39.6854.9%14.8%32.3052.9%10.6%
30Δ38.3348.7%11.3%33.2147.8%8.4%
35Δ37.3644.0%8.8%33.9543.8%6.7%
40Δ36.6541.7%7.2%34.5042.8%5.7%
45Δ36.0540.7%6.0%35.0442.1%4.7%
50Δ35.5440.5%5.2%35.5843.3%4.2%
55Δ35.0440.4%4.4%36.1344.1%3.6%
60Δ34.5540.0%3.7%36.6743.3%2.9%
65Δ34.0639.5%3.0%37.3244.1%2.4%
70Δ33.5239.6%2.5%38.1046.6%2.0%
75Δ32.9839.8%2.0%38.7044.8%1.4%
80Δ32.3240.4%1.6%39.8247.6%1.0%

20Δ

Calls
Pseudo strike
41.68
IV
63.2%
B/E move
20.2%
Puts
Pseudo strike
31.05
IV
60.9%
B/E move
13.9%

25Δ

Calls
Pseudo strike
39.68
IV
54.9%
B/E move
14.8%
Puts
Pseudo strike
32.30
IV
52.9%
B/E move
10.6%

30Δ

Calls
Pseudo strike
38.33
IV
48.7%
B/E move
11.3%
Puts
Pseudo strike
33.21
IV
47.8%
B/E move
8.4%

35Δ

Calls
Pseudo strike
37.36
IV
44.0%
B/E move
8.8%
Puts
Pseudo strike
33.95
IV
43.8%
B/E move
6.7%

40Δ

Calls
Pseudo strike
36.65
IV
41.7%
B/E move
7.2%
Puts
Pseudo strike
34.50
IV
42.8%
B/E move
5.7%

45Δ

Calls
Pseudo strike
36.05
IV
40.7%
B/E move
6.0%
Puts
Pseudo strike
35.04
IV
42.1%
B/E move
4.7%

50Δ

Calls
Pseudo strike
35.54
IV
40.5%
B/E move
5.2%
Puts
Pseudo strike
35.58
IV
43.3%
B/E move
4.2%

55Δ

Calls
Pseudo strike
35.04
IV
40.4%
B/E move
4.4%
Puts
Pseudo strike
36.13
IV
44.1%
B/E move
3.6%

60Δ

Calls
Pseudo strike
34.55
IV
40.0%
B/E move
3.7%
Puts
Pseudo strike
36.67
IV
43.3%
B/E move
2.9%

65Δ

Calls
Pseudo strike
34.06
IV
39.5%
B/E move
3.0%
Puts
Pseudo strike
37.32
IV
44.1%
B/E move
2.4%

70Δ

Calls
Pseudo strike
33.52
IV
39.6%
B/E move
2.5%
Puts
Pseudo strike
38.10
IV
46.6%
B/E move
2.0%

75Δ

Calls
Pseudo strike
32.98
IV
39.8%
B/E move
2.0%
Puts
Pseudo strike
38.70
IV
44.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
32.32
IV
40.4%
B/E move
1.6%
Puts
Pseudo strike
39.82
IV
47.6%
B/E move
1.0%

Options history

AUAU38.8838.9438.992026-10-20: 38.95%2026-10-21: 38.92%Oct 20Oct 21
Table
DateIV
38.95%
38.92%