IntraAlpha
Create free account Start free

Sprott Funds Trust Sprott Active Gold & Silver Miners ETF GBUG

i

Market dataready · fetched 2026-11-11T16:01:20.190Z

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 · 2026-11-11T15:53:25.224266491Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T16:01:19.655208+00:00

Share price$44.36
1D-0.4%
$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$0.95$1.73$2.51$3.30$4.08$38.42$41.70$44.98$48.26$51.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 PRICELive GBUG spot · $44.36GBUG PRICE$1.15$1.32$1.53$1.76$2.06$2.38$2.86$3.36$3.86$1.03$1.19$1.37$1.62$1.88$2.20
Puts——
Calls——
Skew——
Implied moveBearish±$3.16
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ43.0259.0%5.3%
40Δ45.7360.6%5.7%43.5656.7%4.5%
45Δ45.1258.7%4.7%44.0954.9%3.7%
50Δ44.5958.0%4.0%44.5754.8%3.2%
55Δ44.0857.6%3.3%45.0554.8%2.7%
60Δ43.5658.0%2.8%45.5654.8%2.3%
65Δ43.0458.6%2.4%
70Δ42.3858.7%2.0%
75Δ41.7258.7%1.6%
80Δ41.0658.8%1.3%

20Δ

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

25Δ

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

30Δ

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

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.02
IV
59.0%
B/E move
5.3%

40Δ

Calls
Pseudo strike
45.73
IV
60.6%
B/E move
5.7%
Puts
Pseudo strike
43.56
IV
56.7%
B/E move
4.5%

45Δ

Calls
Pseudo strike
45.12
IV
58.7%
B/E move
4.7%
Puts
Pseudo strike
44.09
IV
54.9%
B/E move
3.7%

50Δ

Calls
Pseudo strike
44.59
IV
58.0%
B/E move
4.0%
Puts
Pseudo strike
44.57
IV
54.8%
B/E move
3.2%

55Δ

Calls
Pseudo strike
44.08
IV
57.6%
B/E move
3.3%
Puts
Pseudo strike
45.05
IV
54.8%
B/E move
2.7%

60Δ

Calls
Pseudo strike
43.56
IV
58.0%
B/E move
2.8%
Puts
Pseudo strike
45.56
IV
54.8%
B/E move
2.3%

65Δ

Calls
Pseudo strike
43.04
IV
58.6%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
42.38
IV
58.7%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
41.72
IV
58.7%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
41.06
IV
58.8%
B/E move
1.3%
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%