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Sprott Funds Trust Sprott Active Gold & Silver Miners ETF GBUG

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Market datapartial · fetched 2026-10-22T11:17:43.479Z

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 · 2026-10-21T20:00:00.274454806Z

FundamentalsAlpha Vantage · unavailable

Share price$44.56
1D+0.1%
AH$44.07$44.23$44.39$44.55$44.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGBUG
Sold putSold callAH

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$0.56$2.34$4.12$5.91$7.69$30.40$37.45$44.50$51.55$58.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GBUG spot · $44.56GBUG PRICE$0.75$0.88$1.03$1.22$1.45$1.70$1.97$2.30$2.70$3.16$3.59$4.08$4.59$0.86$1.01$1.21$1.67$1.94$2.20$2.58$3.05$3.63$4.29$4.93$5.79$7.17
PutsCheap0.55×
CallsCheap0.50×
SkewBearish+4.78 pp
Implied moveBearish±$4.55
TiltBearish15.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.9857.4%18.3%39.5856.3%13.1%
25Δ49.7450.1%13.6%41.0649.8%10.1%
30Δ48.2945.7%10.7%42.0946.8%8.3%
35Δ47.2643.8%8.8%42.7451.4%7.8%
40Δ46.4643.3%7.5%43.5350.1%6.7%
45Δ45.7242.8%6.4%44.3547.4%5.4%
50Δ45.0242.2%5.4%45.1047.3%4.6%
55Δ44.3542.4%4.7%45.8747.6%3.9%
60Δ43.6543.1%4.0%46.7248.6%3.3%
65Δ42.9344.2%3.5%47.6449.4%2.7%
70Δ42.2243.7%2.8%48.5449.1%2.1%
75Δ41.4843.1%2.2%49.6349.7%1.6%
80Δ40.7342.1%1.7%51.2052.6%1.2%

20Δ

Calls
Pseudo strike
51.98
IV
57.4%
B/E move
18.3%
Puts
Pseudo strike
39.58
IV
56.3%
B/E move
13.1%

25Δ

Calls
Pseudo strike
49.74
IV
50.1%
B/E move
13.6%
Puts
Pseudo strike
41.06
IV
49.8%
B/E move
10.1%

30Δ

Calls
Pseudo strike
48.29
IV
45.7%
B/E move
10.7%
Puts
Pseudo strike
42.09
IV
46.8%
B/E move
8.3%

35Δ

Calls
Pseudo strike
47.26
IV
43.8%
B/E move
8.8%
Puts
Pseudo strike
42.74
IV
51.4%
B/E move
7.8%

40Δ

Calls
Pseudo strike
46.46
IV
43.3%
B/E move
7.5%
Puts
Pseudo strike
43.53
IV
50.1%
B/E move
6.7%

45Δ

Calls
Pseudo strike
45.72
IV
42.8%
B/E move
6.4%
Puts
Pseudo strike
44.35
IV
47.4%
B/E move
5.4%

50Δ

Calls
Pseudo strike
45.02
IV
42.2%
B/E move
5.4%
Puts
Pseudo strike
45.10
IV
47.3%
B/E move
4.6%

55Δ

Calls
Pseudo strike
44.35
IV
42.4%
B/E move
4.7%
Puts
Pseudo strike
45.87
IV
47.6%
B/E move
3.9%

60Δ

Calls
Pseudo strike
43.65
IV
43.1%
B/E move
4.0%
Puts
Pseudo strike
46.72
IV
48.6%
B/E move
3.3%

65Δ

Calls
Pseudo strike
42.93
IV
44.2%
B/E move
3.5%
Puts
Pseudo strike
47.64
IV
49.4%
B/E move
2.7%

70Δ

Calls
Pseudo strike
42.22
IV
43.7%
B/E move
2.8%
Puts
Pseudo strike
48.54
IV
49.1%
B/E move
2.1%

75Δ

Calls
Pseudo strike
41.48
IV
43.1%
B/E move
2.2%
Puts
Pseudo strike
49.63
IV
49.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
40.73
IV
42.1%
B/E move
1.7%
Puts
Pseudo strike
51.20
IV
52.6%
B/E move
1.2%

Options history

No recorded observations