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VanEck Junior Gold Miners ETF GDXJ

i

Market datapartial · fetched 2026-11-08T00:44:07.940Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T01:00:00.119071064Z

FundamentalsAlpha Vantage · unavailable

Share price$107.74
1D+4.1%
AH$102$103$105$107$1085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGDXJ
Sold putSold callAH

VanEck Junior Gold Miners ETF options

Live interpolated GDXJ call and put midpoint premiums by absolute delta.VanEck Junior Gold Miners ETF$0.48$3.26$6.04$8.83$11.61$91.65$99.57$107.49$115.41$123.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GDXJ spot · $107.74GDXJ PRICE$0.78$1.04$1.32$1.63$2.01$2.41$2.85$3.36$3.85$4.42$4.96$5.76$6.46$0.99$1.36$1.74$2.12$2.53$2.95$3.42$4.03$4.60$5.77$7.61$10.81
Puts——
CallsCheap0.58×
Skew——
Implied moveBearish±$6.27
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ114.3052.1%6.8%101.1661.8%7.0%
25Δ113.0552.3%5.9%102.4063.2%6.2%
30Δ111.9052.0%5.1%103.6563.3%5.4%
35Δ110.8651.9%4.4%104.8762.3%4.6%
40Δ109.9352.9%3.9%106.0161.4%4.0%
45Δ109.0053.6%3.4%107.0960.0%3.3%
50Δ108.0753.9%2.9%108.1259.1%2.8%
55Δ107.1254.6%2.5%109.1759.6%2.4%
60Δ106.1854.3%2.1%110.1958.6%2.0%
65Δ105.2254.0%1.8%111.6063.4%1.8%
70Δ104.2952.7%1.4%113.6271.8%1.6%
75Δ103.1953.3%1.1%
80Δ102.1851.7%0.8%117.5175.5%1.0%

20Δ

Calls
Pseudo strike
114.30
IV
52.1%
B/E move
6.8%
Puts
Pseudo strike
101.16
IV
61.8%
B/E move
7.0%

25Δ

Calls
Pseudo strike
113.05
IV
52.3%
B/E move
5.9%
Puts
Pseudo strike
102.40
IV
63.2%
B/E move
6.2%

30Δ

Calls
Pseudo strike
111.90
IV
52.0%
B/E move
5.1%
Puts
Pseudo strike
103.65
IV
63.3%
B/E move
5.4%

35Δ

Calls
Pseudo strike
110.86
IV
51.9%
B/E move
4.4%
Puts
Pseudo strike
104.87
IV
62.3%
B/E move
4.6%

40Δ

Calls
Pseudo strike
109.93
IV
52.9%
B/E move
3.9%
Puts
Pseudo strike
106.01
IV
61.4%
B/E move
4.0%

45Δ

Calls
Pseudo strike
109.00
IV
53.6%
B/E move
3.4%
Puts
Pseudo strike
107.09
IV
60.0%
B/E move
3.3%

50Δ

Calls
Pseudo strike
108.07
IV
53.9%
B/E move
2.9%
Puts
Pseudo strike
108.12
IV
59.1%
B/E move
2.8%

55Δ

Calls
Pseudo strike
107.12
IV
54.6%
B/E move
2.5%
Puts
Pseudo strike
109.17
IV
59.6%
B/E move
2.4%

60Δ

Calls
Pseudo strike
106.18
IV
54.3%
B/E move
2.1%
Puts
Pseudo strike
110.19
IV
58.6%
B/E move
2.0%

65Δ

Calls
Pseudo strike
105.22
IV
54.0%
B/E move
1.8%
Puts
Pseudo strike
111.60
IV
63.4%
B/E move
1.8%

70Δ

Calls
Pseudo strike
104.29
IV
52.7%
B/E move
1.4%
Puts
Pseudo strike
113.62
IV
71.8%
B/E move
1.6%

75Δ

Calls
Pseudo strike
103.19
IV
53.3%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
102.18
IV
51.7%
B/E move
0.8%
Puts
Pseudo strike
117.51
IV
75.5%
B/E move
1.0%

Options history

IV · four-Friday blend52.07%
Daily close
GDXJ40.7%50.4%60.1%2026-08-10: 51.84%2026-08-11: 52.92%2026-08-12: 51.63%2026-08-13: 47.63%2026-08-14: 46.29%2026-08-17: 49.28%2026-08-18: 52.46%2026-08-19: 52.04%2026-08-20: 54.72%2026-08-21: 52.21%2026-08-24: 58.78%2026-08-25: 55.51%2026-08-26: 54.08%2026-08-27: 52.95%2026-08-28: 49.57%2026-08-31: 48.31%2026-09-01: 53.88%2026-09-02: 49.93%2026-09-03: 51.25%2026-09-04: 47.33%2026-09-08: 54.38%2026-09-09: 54.26%2026-09-10: 54.82%2026-09-11: 50.78%2026-09-14: 53.00%2026-09-15: 51.79%2026-09-16: 57.93%2026-09-17: 46.72%2026-09-18: 44.49%2026-09-21: 46.54%2026-09-22: 48.60%2026-09-23: 47.77%2026-09-24: 48.07%2026-09-25: 44.93%2026-09-28: 49.79%2026-09-29: 47.56%2026-09-30: 47.79%2026-10-01: 47.11%2026-10-02: 43.13%2026-10-05: 43.81%2026-10-06: 43.43%2026-10-07: 44.95%2026-10-08: 46.27%2026-10-09: 42.67%2026-10-12: 42.03%2026-10-13: 42.75%2026-10-14: 48.36%2026-10-15: 49.81%2026-10-16: 44.57%2026-10-19: 47.41%2026-10-20: 47.93%2026-10-21: 48.83%2026-10-22: 52.61%2026-10-23: 48.58%2026-10-26: 48.02%2026-10-27: 50.01%2026-10-28: 54.64%2026-10-29: 50.76%2026-10-30: 52.07%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
51.84%
52.92%
51.63%
47.63%
46.29%
49.28%
52.46%
52.04%
54.72%
52.21%
58.78%
55.51%
54.08%
52.95%
49.57%
48.31%
53.88%
49.93%
51.25%
47.33%
54.38%
54.26%
54.82%
50.78%
53.00%
51.79%
57.93%
46.72%
44.49%
46.54%
48.60%
47.77%
48.07%
44.93%
49.79%
47.56%
47.79%
47.11%
43.13%
43.81%
43.43%
44.95%
46.27%
42.67%
42.03%
42.75%
48.36%
49.81%
44.57%
47.41%
47.93%
48.83%
52.61%
48.58%
48.02%
50.01%
54.64%
50.76%
52.07%