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SPDR Gold Trust, SPDR Gold Shares GLD

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Market dataready · fetched 2026-10-15T20:02:55.273Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:02:18.408459824Z

FundamentalsAlpha Vantage · ready

Share price$382.71
1D+0.9%
AH$379$380$381$382$3835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGLD
Sold putSold callAH

SPDR Gold Trust, SPDR Gold Shares options

Live interpolated GLD call and put midpoint premiums by absolute delta.SPDR Gold Trust, SPDR Gold Shares$0.45$1.81$3.18$4.54$5.90$373.91$378.12$382.33$386.54$390.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $382.71OPTION PRICELive GLD spot · $382.71GLD PRICE$0.60$0.79$1.00$1.23$1.48$1.76$2.06$2.40$2.80$3.23$3.73$4.35$5.51$0.61$0.81$1.02$1.25$1.51$1.79$2.10$2.43$2.78$3.20$3.84$4.57$5.36
PutsExpensive2.37×
CallsCheap0.83×
SkewNeutral-0.10 pp
Implied moveBalanced±$4.16
TiltBalanced0.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ387.3927.0%1.4%378.2227.2%1.3%
25Δ386.4226.6%1.2%379.1726.8%1.1%
30Δ385.5726.3%1.0%380.0226.4%1.0%
35Δ384.8126.1%0.9%380.7526.3%0.8%
40Δ384.1126.0%0.8%381.4526.2%0.7%
45Δ383.4426.0%0.7%382.1326.0%0.6%
50Δ382.7925.9%0.6%382.7926.0%0.5%
55Δ382.1326.0%0.5%383.4325.8%0.4%
60Δ381.4626.1%0.4%384.0825.5%0.4%
65Δ380.7626.2%0.3%384.7525.4%0.3%
70Δ380.0326.3%0.3%385.5926.4%0.2%
75Δ379.2026.6%0.2%386.5127.3%0.2%
80Δ377.9029.2%0.2%387.4927.6%0.1%

20Δ

Calls
Pseudo strike
387.39
IV
27.0%
B/E move
1.4%
Puts
Pseudo strike
378.22
IV
27.2%
B/E move
1.3%

25Δ

Calls
Pseudo strike
386.42
IV
26.6%
B/E move
1.2%
Puts
Pseudo strike
379.17
IV
26.8%
B/E move
1.1%

30Δ

Calls
Pseudo strike
385.57
IV
26.3%
B/E move
1.0%
Puts
Pseudo strike
380.02
IV
26.4%
B/E move
1.0%

35Δ

Calls
Pseudo strike
384.81
IV
26.1%
B/E move
0.9%
Puts
Pseudo strike
380.75
IV
26.3%
B/E move
0.8%

40Δ

Calls
Pseudo strike
384.11
IV
26.0%
B/E move
0.8%
Puts
Pseudo strike
381.45
IV
26.2%
B/E move
0.7%

45Δ

Calls
Pseudo strike
383.44
IV
26.0%
B/E move
0.7%
Puts
Pseudo strike
382.13
IV
26.0%
B/E move
0.6%

50Δ

Calls
Pseudo strike
382.79
IV
25.9%
B/E move
0.6%
Puts
Pseudo strike
382.79
IV
26.0%
B/E move
0.5%

55Δ

Calls
Pseudo strike
382.13
IV
26.0%
B/E move
0.5%
Puts
Pseudo strike
383.43
IV
25.8%
B/E move
0.4%

60Δ

Calls
Pseudo strike
381.46
IV
26.1%
B/E move
0.4%
Puts
Pseudo strike
384.08
IV
25.5%
B/E move
0.4%

65Δ

Calls
Pseudo strike
380.76
IV
26.2%
B/E move
0.3%
Puts
Pseudo strike
384.75
IV
25.4%
B/E move
0.3%

70Δ

Calls
Pseudo strike
380.03
IV
26.3%
B/E move
0.3%
Puts
Pseudo strike
385.59
IV
26.4%
B/E move
0.2%

75Δ

Calls
Pseudo strike
379.20
IV
26.6%
B/E move
0.2%
Puts
Pseudo strike
386.51
IV
27.3%
B/E move
0.2%

80Δ

Calls
Pseudo strike
377.90
IV
29.2%
B/E move
0.2%
Puts
Pseudo strike
387.49
IV
27.6%
B/E move
0.1%