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US Global GO Gold and Precious Metal Miners ETF GOAU

i

Market dataready · fetched 2026-11-11T15:46:54.632Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16

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 · 2026-11-11T15:29:40.70830426Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:46:53.445164+00:00

Share price$42.34
1D-1.0%
$42.30$42.43$42.56$42.69$42.825:30 AM6:30 AM9:00 AM1:00 PMGOAU
Sold putSold call

US Global GO Gold and Precious Metal Miners ETF options

Live interpolated GOAU call and put midpoint premiums by absolute delta.US Global GO Gold and Precious Metal Miners ETF$2.32$4.72$7.11$9.51$11.90$26.71$34.67$42.63$50.60$58.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive GOAU spot · $42.34GOAU PRICE$3.02$3.57$4.19$4.84$5.61$6.41$7.29$8.51$2.58$3.10$3.61$4.12$4.93$5.78$6.92$8.34$9.81$11.21
Puts——
Calls——
Skew——
Implied moveBearish±$9.97
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ36.2952.1%20.4%
30Δ38.1049.4%17.3%
35Δ39.9146.7%14.3%
40Δ48.4844.8%21.6%41.7343.9%11.2%
45Δ46.7044.8%18.7%43.3243.4%9.3%
50Δ45.0345.1%16.2%44.8743.3%7.7%
55Δ43.3945.1%13.9%46.5943.9%6.3%
60Δ41.7945.4%11.9%48.5245.0%5.1%
65Δ40.1945.2%10.0%50.5145.3%3.9%
70Δ38.5645.3%8.3%52.4544.7%2.6%
75Δ36.7646.7%6.9%
80Δ

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
36.29
IV
52.1%
B/E move
20.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.10
IV
49.4%
B/E move
17.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.91
IV
46.7%
B/E move
14.3%

40Δ

Calls
Pseudo strike
48.48
IV
44.8%
B/E move
21.6%
Puts
Pseudo strike
41.73
IV
43.9%
B/E move
11.2%

45Δ

Calls
Pseudo strike
46.70
IV
44.8%
B/E move
18.7%
Puts
Pseudo strike
43.32
IV
43.4%
B/E move
9.3%

50Δ

Calls
Pseudo strike
45.03
IV
45.1%
B/E move
16.2%
Puts
Pseudo strike
44.87
IV
43.3%
B/E move
7.7%

55Δ

Calls
Pseudo strike
43.39
IV
45.1%
B/E move
13.9%
Puts
Pseudo strike
46.59
IV
43.9%
B/E move
6.3%

60Δ

Calls
Pseudo strike
41.79
IV
45.4%
B/E move
11.9%
Puts
Pseudo strike
48.52
IV
45.0%
B/E move
5.1%

65Δ

Calls
Pseudo strike
40.19
IV
45.2%
B/E move
10.0%
Puts
Pseudo strike
50.51
IV
45.3%
B/E move
3.9%

70Δ

Calls
Pseudo strike
38.56
IV
45.3%
B/E move
8.3%
Puts
Pseudo strike
52.45
IV
44.7%
B/E move
2.6%

75Δ

Calls
Pseudo strike
36.76
IV
46.7%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

80Δ

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

Options history

IV · four-Friday blend44.49%
Daily close
GOAU39.4%47.5%55.6%2026-08-13: 44.23%2026-08-14: 46.08%2026-08-17: 48.52%2026-08-18: 51.05%2026-09-01: 45.07%2026-09-10: 45.93%2026-09-11: 45.31%2026-09-14: 47.92%2026-09-15: 48.61%2026-09-16: 50.09%2026-09-17: 54.50%2026-09-18: 43.32%2026-09-21: 42.83%2026-09-22: 42.60%2026-09-23: 42.89%2026-09-24: 42.68%2026-09-25: 42.39%2026-09-28: 42.55%2026-09-29: 41.89%2026-09-30: 42.35%2026-10-01: 42.90%2026-10-02: 41.91%2026-10-05: 42.18%2026-10-07: 43.57%2026-10-16: 40.55%2026-10-19: 41.63%2026-10-20: 41.72%2026-10-21: 41.55%2026-10-22: 42.72%2026-10-23: 42.30%2026-10-26: 42.51%2026-10-27: 42.82%2026-10-28: 42.48%2026-10-29: 42.36%2026-10-30: 44.49%Aug 13Sep 28Oct 30
35 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
44.23%
46.08%
48.52%
51.05%
45.07%
45.93%
45.31%
47.92%
48.61%
50.09%
54.50%
43.32%
42.83%
42.60%
42.89%
42.68%
42.39%
42.55%
41.89%
42.35%
42.90%
41.91%
42.18%
43.57%
40.55%
41.63%
41.72%
41.55%
42.72%
42.30%
42.51%
42.82%
42.48%
42.36%
44.49%