IntraAlpha
Create free account Start free

VanEck Gold Miners ETF GDX

i

Market dataready · fetched 2026-10-15T20:33:31.366Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:32:38.446076858Z

FundamentalsAlpha Vantage · ready

Share price$87.03
1D+3.2%
AH$84.02$84.84$85.65$86.47$87.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGDX
Sold putSold callAH

VanEck Gold Miners ETF options

Live interpolated GDX call and put midpoint premiums by absolute delta.VanEck Gold Miners ETF$0.09$1.60$3.10$4.61$6.11$82.45$84.58$86.70$88.83$90.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $87.03OPTION PRICELive GDX spot · $87.03GDX PRICE$0.26$0.34$0.43$0.53$0.67$0.80$0.92$1.10$1.30$1.49$1.73$2.00$2.26$0.29$0.39$0.49$0.60$0.74$0.86$1.00$1.23$1.38$1.51$1.83$3.17$5.68
PutsExpensive3.04×
CallsCheap0.76×
SkewBearish+10.18 pp
Implied moveBearish±$1.92
TiltBearish16.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.0550.9%2.6%84.9456.2%2.7%
25Δ88.6450.5%2.2%85.3555.6%2.4%
30Δ88.2950.2%1.9%85.7555.1%2.0%
35Δ87.9650.4%1.7%86.1155.0%1.7%
40Δ87.6751.9%1.5%86.4455.7%1.5%
45Δ87.3852.4%1.3%86.7654.4%1.3%
50Δ87.0751.2%1.1%87.0853.8%1.1%
55Δ86.7652.3%1.0%87.4156.7%1.0%
60Δ86.4553.9%0.8%87.7155.3%0.8%
65Δ86.1353.7%0.7%87.9952.3%0.6%
70Δ85.7953.5%0.6%88.4054.9%0.5%
75Δ85.4253.3%0.4%89.6880.8%0.6%
80Δ85.0553.1%0.3%92.10123.7%0.7%

20Δ

Calls
Pseudo strike
89.05
IV
50.9%
B/E move
2.6%
Puts
Pseudo strike
84.94
IV
56.2%
B/E move
2.7%

25Δ

Calls
Pseudo strike
88.64
IV
50.5%
B/E move
2.2%
Puts
Pseudo strike
85.35
IV
55.6%
B/E move
2.4%

30Δ

Calls
Pseudo strike
88.29
IV
50.2%
B/E move
1.9%
Puts
Pseudo strike
85.75
IV
55.1%
B/E move
2.0%

35Δ

Calls
Pseudo strike
87.96
IV
50.4%
B/E move
1.7%
Puts
Pseudo strike
86.11
IV
55.0%
B/E move
1.7%

40Δ

Calls
Pseudo strike
87.67
IV
51.9%
B/E move
1.5%
Puts
Pseudo strike
86.44
IV
55.7%
B/E move
1.5%

45Δ

Calls
Pseudo strike
87.38
IV
52.4%
B/E move
1.3%
Puts
Pseudo strike
86.76
IV
54.4%
B/E move
1.3%

50Δ

Calls
Pseudo strike
87.07
IV
51.2%
B/E move
1.1%
Puts
Pseudo strike
87.08
IV
53.8%
B/E move
1.1%

55Δ

Calls
Pseudo strike
86.76
IV
52.3%
B/E move
1.0%
Puts
Pseudo strike
87.41
IV
56.7%
B/E move
1.0%

60Δ

Calls
Pseudo strike
86.45
IV
53.9%
B/E move
0.8%
Puts
Pseudo strike
87.71
IV
55.3%
B/E move
0.8%

65Δ

Calls
Pseudo strike
86.13
IV
53.7%
B/E move
0.7%
Puts
Pseudo strike
87.99
IV
52.3%
B/E move
0.6%

70Δ

Calls
Pseudo strike
85.79
IV
53.5%
B/E move
0.6%
Puts
Pseudo strike
88.40
IV
54.9%
B/E move
0.5%

75Δ

Calls
Pseudo strike
85.42
IV
53.3%
B/E move
0.4%
Puts
Pseudo strike
89.68
IV
80.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
85.05
IV
53.1%
B/E move
0.3%
Puts
Pseudo strike
92.10
IV
123.7%
B/E move
0.7%