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State Street SPDR S&P Global Natural Resources ETF GNR

i

Market dataready · fetched 2026-11-11T15:00:34.351Z

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

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 · 2026-11-11T14:57:18.189941482Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:00:32.358526+00:00

Share price$73.57
1D-0.1%
$73.20$73.31$73.43$73.54$73.655:30 AM6:30 AM9:00 AM1:00 PMGNR
Sold putSold call

State Street SPDR S&P Global Natural Resources ETF options

Live interpolated GNR call and put midpoint premiums by absolute delta.State Street SPDR S&P Global Natural Resources ETF$1.92$2.35$2.79$3.23$3.66$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEGNR PRICE$1.96$2.22$2.47$2.72$2.98$3.23$3.54$2.37$2.61$2.84$3.08$3.26$3.43
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ73.8643.8%3.1%
55Δ73.3042.1%2.6%74.3841.7%2.1%
60Δ72.7340.4%2.2%74.9039.7%1.7%
65Δ72.1738.7%1.8%75.4337.7%1.3%
70Δ71.6137.1%1.4%75.9535.7%0.9%
75Δ71.0435.4%1.0%76.3232.8%0.7%
80Δ70.5633.3%0.7%76.6729.9%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
73.86
IV
43.8%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
73.30
IV
42.1%
B/E move
2.6%
Puts
Pseudo strike
74.38
IV
41.7%
B/E move
2.1%

60Δ

Calls
Pseudo strike
72.73
IV
40.4%
B/E move
2.2%
Puts
Pseudo strike
74.90
IV
39.7%
B/E move
1.7%

65Δ

Calls
Pseudo strike
72.17
IV
38.7%
B/E move
1.8%
Puts
Pseudo strike
75.43
IV
37.7%
B/E move
1.3%

70Δ

Calls
Pseudo strike
71.61
IV
37.1%
B/E move
1.4%
Puts
Pseudo strike
75.95
IV
35.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
71.04
IV
35.4%
B/E move
1.0%
Puts
Pseudo strike
76.32
IV
32.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
70.56
IV
33.3%
B/E move
0.7%
Puts
Pseudo strike
76.67
IV
29.9%
B/E move
0.5%

Options history

IV · four-Friday blend24.83%
Daily close
GNR20.0%35.1%50.2%2026-08-13: 23.82%2026-08-14: 24.47%2026-08-17: 29.35%2026-08-18: 30.92%2026-08-20: 43.27%2026-08-21: 22.21%2026-08-24: 23.23%2026-08-25: 24.52%2026-08-26: 24.95%2026-08-27: 25.36%2026-08-28: 24.96%2026-08-31: 24.08%2026-09-01: 26.21%2026-09-02: 26.18%2026-09-03: 25.19%2026-09-04: 25.74%2026-09-08: 26.05%2026-09-10: 28.76%2026-09-11: 28.67%2026-09-14: 33.49%2026-09-15: 34.94%2026-09-16: 37.00%2026-09-17: 47.83%2026-09-18: 25.11%2026-09-21: 25.86%2026-09-22: 26.16%2026-09-23: 26.88%2026-09-24: 24.71%2026-09-25: 23.57%2026-09-28: 24.47%2026-09-29: 26.03%2026-09-30: 26.28%2026-10-01: 28.00%2026-10-02: 28.18%2026-10-05: 28.90%2026-10-06: 28.70%2026-10-07: 30.15%2026-10-08: 30.46%2026-10-09: 30.84%2026-10-12: 33.63%2026-10-13: 35.38%2026-10-14: 38.75%2026-10-15: 48.09%2026-10-16: 24.80%2026-10-19: 23.84%2026-10-20: 23.76%2026-10-21: 22.10%2026-10-22: 24.12%2026-10-23: 22.95%2026-10-26: 23.96%2026-10-27: 24.06%2026-10-28: 24.43%2026-10-29: 23.98%2026-10-30: 24.83%Aug 13Sep 23Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
23.82%
24.47%
29.35%
30.92%
43.27%
22.21%
23.23%
24.52%
24.95%
25.36%
24.96%
24.08%
26.21%
26.18%
25.19%
25.74%
26.05%
28.76%
28.67%
33.49%
34.94%
37.00%
47.83%
25.11%
25.86%
26.16%
26.88%
24.71%
23.57%
24.47%
26.03%
26.28%
28.00%
28.18%
28.90%
28.70%
30.15%
30.46%
30.84%
33.63%
35.38%
38.75%
48.09%
24.80%
23.84%
23.76%
22.10%
24.12%
22.95%
23.96%
24.06%
24.43%
23.98%
24.83%