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Sprott Funds Trust Sprott Active Gold & Silver Miners ETF GBUG

i

Market dataready · fetched 2026-11-11T15:46:40.937Z

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 · 2026-11-11T15:39:18.592579704Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:46:40.450425+00:00

Share price$44.47
1D-0.2%
$44.24$44.32$44.40$44.48$44.565:30 AM6:30 AM9:00 AM1:00 PMGBUG
Sold putSold call

Sprott Funds Trust Sprott Active Gold & Silver Miners ETF options

Live interpolated GBUG call and put midpoint premiums by absolute delta.Sprott Funds Trust Sprott Active Gold & Silver Miners ETF$0.59$1.35$2.11$2.87$3.63$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ 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 P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEGBUG PRICE$0.67$0.76$0.91$1.11$1.31$1.51$1.72$1.92$2.12$2.32$2.61$2.94$3.41$1.05$1.22
Puts——
CallsCheap0.78×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.7996.5%18.0%
25Δ49.1879.4%12.3%
30Δ47.6670.5%9.2%
35Δ47.0368.5%8.2%43.1060.1%5.5%
40Δ46.4066.5%7.3%43.6658.0%4.6%
45Δ45.7764.5%6.3%
50Δ45.1462.5%5.4%
55Δ44.5160.5%4.4%
60Δ43.8858.5%3.4%
65Δ43.2556.6%2.5%
70Δ42.6855.3%1.8%
75Δ42.1754.4%1.4%
80Δ41.5553.4%1.1%

20Δ

Calls
Pseudo strike
51.79
IV
96.5%
B/E move
18.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
49.18
IV
79.4%
B/E move
12.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
47.66
IV
70.5%
B/E move
9.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
47.03
IV
68.5%
B/E move
8.2%
Puts
Pseudo strike
43.10
IV
60.1%
B/E move
5.5%

40Δ

Calls
Pseudo strike
46.40
IV
66.5%
B/E move
7.3%
Puts
Pseudo strike
43.66
IV
58.0%
B/E move
4.6%

45Δ

Calls
Pseudo strike
45.77
IV
64.5%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
45.14
IV
62.5%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
44.51
IV
60.5%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
43.88
IV
58.5%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
43.25
IV
56.6%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
42.68
IV
55.3%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
42.17
IV
54.4%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
41.55
IV
53.4%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend47.91%
Daily close
GBUG41.9%51.1%60.2%2026-08-13: 49.72%2026-08-14: 49.73%2026-08-17: 52.09%2026-08-18: 54.18%2026-08-19: 54.01%2026-08-20: 58.70%2026-09-01: 47.45%2026-09-02: 49.51%2026-09-08: 50.00%2026-09-10: 47.52%2026-09-11: 49.20%2026-09-14: 51.71%2026-09-15: 51.78%2026-09-16: 56.44%2026-09-17: 58.95%2026-09-18: 47.53%2026-09-21: 46.77%2026-09-22: 46.41%2026-09-23: 46.32%2026-09-24: 45.94%2026-09-25: 45.55%2026-09-28: 45.64%2026-09-29: 45.18%2026-09-30: 45.50%2026-10-01: 44.69%2026-10-02: 44.33%2026-10-05: 44.41%2026-10-06: 44.34%2026-10-07: 44.69%2026-10-08: 43.18%2026-10-09: 43.26%2026-10-12: 46.05%2026-10-13: 46.57%2026-10-14: 49.31%2026-10-16: 44.94%2026-10-19: 45.21%2026-10-20: 44.54%2026-10-21: 44.69%2026-10-22: 45.15%2026-10-23: 44.77%2026-10-26: 46.75%2026-10-27: 46.21%2026-10-28: 45.00%2026-10-29: 44.69%2026-10-30: 47.91%Aug 13Sep 29Oct 30
45 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
49.72%
49.73%
52.09%
54.18%
54.01%
58.70%
47.45%
49.51%
50.00%
47.52%
49.20%
51.71%
51.78%
56.44%
58.95%
47.53%
46.77%
46.41%
46.32%
45.94%
45.55%
45.64%
45.18%
45.50%
44.69%
44.33%
44.41%
44.34%
44.69%
43.18%
43.26%
46.05%
46.57%
49.31%
44.94%
45.21%
44.54%
44.69%
45.15%
44.77%
46.75%
46.21%
45.00%
44.69%
47.91%