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VanEck Gold Miners ETF GDX

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Market dataready · fetched 2026-10-16T00:16:27.159Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:00.097044483Z

FundamentalsAlpha Vantage · ready

Share price$87.02
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$0.83$4.15$7.47$10.79$14.10$71.73$79.45$87.16$94.88$102.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GDX spot · $87.02GDX PRICE$1.19$1.55$1.95$2.41$2.94$3.43$4.03$4.71$5.44$6.18$7.11$8.23$9.49$1.36$1.79$2.29$2.79$3.36$4.01$4.70$5.55$6.48$7.57$8.94$10.67$13.15
PutsCheap0.91×
CallsExpensive1.07×
SkewBearish+0.84 pp
Implied moveBearish±$8.73
TiltBearish10.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ98.2641.3%14.3%78.9041.8%10.9%
25Δ95.9340.4%12.0%80.7341.1%9.3%
30Δ94.0540.0%10.3%82.3341.0%8.0%
35Δ92.4340.1%9.0%83.8740.3%6.8%
40Δ90.9640.6%7.9%85.2940.0%5.8%
45Δ89.4439.8%6.7%86.6740.0%5.0%
50Δ88.0539.9%5.8%88.0439.8%4.2%
55Δ86.6740.1%5.0%89.4640.1%3.6%
60Δ85.2840.1%4.3%90.9340.3%3.0%
65Δ83.9139.7%3.5%92.5140.6%2.4%
70Δ82.4439.9%2.9%94.3241.4%1.9%
75Δ80.8640.3%2.4%96.4442.5%1.4%
80Δ79.1540.4%1.9%99.2744.6%1.0%

20Δ

Calls
Pseudo strike
98.26
IV
41.3%
B/E move
14.3%
Puts
Pseudo strike
78.90
IV
41.8%
B/E move
10.9%

25Δ

Calls
Pseudo strike
95.93
IV
40.4%
B/E move
12.0%
Puts
Pseudo strike
80.73
IV
41.1%
B/E move
9.3%

30Δ

Calls
Pseudo strike
94.05
IV
40.0%
B/E move
10.3%
Puts
Pseudo strike
82.33
IV
41.0%
B/E move
8.0%

35Δ

Calls
Pseudo strike
92.43
IV
40.1%
B/E move
9.0%
Puts
Pseudo strike
83.87
IV
40.3%
B/E move
6.8%

40Δ

Calls
Pseudo strike
90.96
IV
40.6%
B/E move
7.9%
Puts
Pseudo strike
85.29
IV
40.0%
B/E move
5.8%

45Δ

Calls
Pseudo strike
89.44
IV
39.8%
B/E move
6.7%
Puts
Pseudo strike
86.67
IV
40.0%
B/E move
5.0%

50Δ

Calls
Pseudo strike
88.05
IV
39.9%
B/E move
5.8%
Puts
Pseudo strike
88.04
IV
39.8%
B/E move
4.2%

55Δ

Calls
Pseudo strike
86.67
IV
40.1%
B/E move
5.0%
Puts
Pseudo strike
89.46
IV
40.1%
B/E move
3.6%

60Δ

Calls
Pseudo strike
85.28
IV
40.1%
B/E move
4.3%
Puts
Pseudo strike
90.93
IV
40.3%
B/E move
3.0%

65Δ

Calls
Pseudo strike
83.91
IV
39.7%
B/E move
3.5%
Puts
Pseudo strike
92.51
IV
40.6%
B/E move
2.4%

70Δ

Calls
Pseudo strike
82.44
IV
39.9%
B/E move
2.9%
Puts
Pseudo strike
94.32
IV
41.4%
B/E move
1.9%

75Δ

Calls
Pseudo strike
80.86
IV
40.3%
B/E move
2.4%
Puts
Pseudo strike
96.44
IV
42.5%
B/E move
1.4%

80Δ

Calls
Pseudo strike
79.15
IV
40.4%
B/E move
1.9%
Puts
Pseudo strike
99.27
IV
44.6%
B/E move
1.0%