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SPDR Gold Trust, SPDR Gold Shares GLD

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Market dataready · fetched 2026-10-15T20:33:41.409Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:30:32.079528113Z

FundamentalsAlpha Vantage · ready

Share price$382.27
1D+0.8%
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$0.41$2.08$3.75$5.42$7.08$374.43$378.35$382.27$386.18$390.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $382.27OPTION PRICELive GLD spot · $382.27GLD PRICE$0.62$0.83$1.05$1.30$1.57$1.88$2.23$2.62$3.07$3.61$4.28$5.24$6.60$0.59$0.77$0.97$1.18$1.41$1.66$1.94$2.23$2.60$2.99$3.37$3.87$4.40
PutsExpensive2.15×
CallsCheap0.91×
SkewBullish-4.91 pp
Implied moveBullish±$4.17
TiltBullish11.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ387.1128.0%1.4%377.9426.3%1.3%
25Δ386.1628.0%1.2%378.9025.6%1.1%
30Δ385.2827.7%1.1%379.6925.2%0.9%
35Δ384.5027.7%0.9%380.4224.9%0.8%
40Δ383.7627.7%0.8%381.1024.5%0.7%
45Δ383.0527.9%0.7%381.7324.2%0.6%
50Δ382.3528.1%0.6%382.3424.0%0.5%
55Δ381.6328.3%0.5%382.9423.8%0.4%
60Δ380.8928.8%0.4%383.5623.8%0.3%
65Δ380.1029.3%0.4%384.1823.8%0.3%
70Δ379.1930.2%0.3%384.8023.3%0.2%
75Δ378.0432.2%0.3%385.4923.1%0.2%
80Δ376.5035.1%0.2%386.2022.8%0.1%

20Δ

Calls
Pseudo strike
387.11
IV
28.0%
B/E move
1.4%
Puts
Pseudo strike
377.94
IV
26.3%
B/E move
1.3%

25Δ

Calls
Pseudo strike
386.16
IV
28.0%
B/E move
1.2%
Puts
Pseudo strike
378.90
IV
25.6%
B/E move
1.1%

30Δ

Calls
Pseudo strike
385.28
IV
27.7%
B/E move
1.1%
Puts
Pseudo strike
379.69
IV
25.2%
B/E move
0.9%

35Δ

Calls
Pseudo strike
384.50
IV
27.7%
B/E move
0.9%
Puts
Pseudo strike
380.42
IV
24.9%
B/E move
0.8%

40Δ

Calls
Pseudo strike
383.76
IV
27.7%
B/E move
0.8%
Puts
Pseudo strike
381.10
IV
24.5%
B/E move
0.7%

45Δ

Calls
Pseudo strike
383.05
IV
27.9%
B/E move
0.7%
Puts
Pseudo strike
381.73
IV
24.2%
B/E move
0.6%

50Δ

Calls
Pseudo strike
382.35
IV
28.1%
B/E move
0.6%
Puts
Pseudo strike
382.34
IV
24.0%
B/E move
0.5%

55Δ

Calls
Pseudo strike
381.63
IV
28.3%
B/E move
0.5%
Puts
Pseudo strike
382.94
IV
23.8%
B/E move
0.4%

60Δ

Calls
Pseudo strike
380.89
IV
28.8%
B/E move
0.4%
Puts
Pseudo strike
383.56
IV
23.8%
B/E move
0.3%

65Δ

Calls
Pseudo strike
380.10
IV
29.3%
B/E move
0.4%
Puts
Pseudo strike
384.18
IV
23.8%
B/E move
0.3%

70Δ

Calls
Pseudo strike
379.19
IV
30.2%
B/E move
0.3%
Puts
Pseudo strike
384.80
IV
23.3%
B/E move
0.2%

75Δ

Calls
Pseudo strike
378.04
IV
32.2%
B/E move
0.3%
Puts
Pseudo strike
385.49
IV
23.1%
B/E move
0.2%

80Δ

Calls
Pseudo strike
376.50
IV
35.1%
B/E move
0.2%
Puts
Pseudo strike
386.20
IV
22.8%
B/E move
0.1%