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VanEck Gold Miners ETF GDX

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Market dataready · fetched 2026-10-15T21:02:29.802Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T21:02:27.860261299Z

FundamentalsAlpha Vantage · ready

Share price$86.96
1D+3.1%
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$0.12$1.40$2.67$3.94$5.22$82.46$84.56$86.67$88.77$90.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $86.96OPTION PRICELive GDX spot · $86.96GDX PRICE$0.26$0.35$0.44$0.55$0.69$0.82$0.94$1.15$1.36$1.56$1.84$2.12$2.51$0.29$0.38$0.48$0.58$0.72$0.83$0.95$1.17$1.35$1.46$1.69$2.23$4.85
PutsExpensive2.82×
CallsCheap0.78×
SkewBearish+3.13 pp
Implied moveBalanced±$1.89
TiltBearish7.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.0252.0%2.7%84.9055.2%2.7%
25Δ88.6151.7%2.3%85.3254.5%2.3%
30Δ88.2551.6%2.0%85.7053.8%2.0%
35Δ87.9252.0%1.7%86.0753.5%1.7%
40Δ87.6253.8%1.6%86.3854.0%1.5%
45Δ87.3253.9%1.4%86.6953.1%1.3%
50Δ87.0052.9%1.1%87.0051.2%1.0%
55Δ86.6855.0%1.0%87.3253.8%0.9%
60Δ86.3656.3%0.9%87.6253.9%0.8%
65Δ86.0256.4%0.7%87.8950.7%0.6%
70Δ85.6456.7%0.6%88.2350.7%0.5%
75Δ85.2557.1%0.5%88.8257.9%0.4%
80Δ84.7758.5%0.4%91.30106.3%0.6%

20Δ

Calls
Pseudo strike
89.02
IV
52.0%
B/E move
2.7%
Puts
Pseudo strike
84.90
IV
55.2%
B/E move
2.7%

25Δ

Calls
Pseudo strike
88.61
IV
51.7%
B/E move
2.3%
Puts
Pseudo strike
85.32
IV
54.5%
B/E move
2.3%

30Δ

Calls
Pseudo strike
88.25
IV
51.6%
B/E move
2.0%
Puts
Pseudo strike
85.70
IV
53.8%
B/E move
2.0%

35Δ

Calls
Pseudo strike
87.92
IV
52.0%
B/E move
1.7%
Puts
Pseudo strike
86.07
IV
53.5%
B/E move
1.7%

40Δ

Calls
Pseudo strike
87.62
IV
53.8%
B/E move
1.6%
Puts
Pseudo strike
86.38
IV
54.0%
B/E move
1.5%

45Δ

Calls
Pseudo strike
87.32
IV
53.9%
B/E move
1.4%
Puts
Pseudo strike
86.69
IV
53.1%
B/E move
1.3%

50Δ

Calls
Pseudo strike
87.00
IV
52.9%
B/E move
1.1%
Puts
Pseudo strike
87.00
IV
51.2%
B/E move
1.0%

55Δ

Calls
Pseudo strike
86.68
IV
55.0%
B/E move
1.0%
Puts
Pseudo strike
87.32
IV
53.8%
B/E move
0.9%

60Δ

Calls
Pseudo strike
86.36
IV
56.3%
B/E move
0.9%
Puts
Pseudo strike
87.62
IV
53.9%
B/E move
0.8%

65Δ

Calls
Pseudo strike
86.02
IV
56.4%
B/E move
0.7%
Puts
Pseudo strike
87.89
IV
50.7%
B/E move
0.6%

70Δ

Calls
Pseudo strike
85.64
IV
56.7%
B/E move
0.6%
Puts
Pseudo strike
88.23
IV
50.7%
B/E move
0.5%

75Δ

Calls
Pseudo strike
85.25
IV
57.1%
B/E move
0.5%
Puts
Pseudo strike
88.82
IV
57.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
84.77
IV
58.5%
B/E move
0.4%
Puts
Pseudo strike
91.30
IV
106.3%
B/E move
0.6%