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Strategy Shares Gold Enhanced Yield ETF GOLY

i

Market dataready · fetched 2026-11-11T14:55:53.628Z

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 · 2026-11-11T14:45:35.830988697Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:55:53.111406+00:00

Share price$23.54
1D+0.0%
$23.52$23.53$23.54$23.54$23.555:30 AM6:30 AM9:00 AM1:00 PMGOLY
Sold putSold call

Strategy Shares Gold Enhanced Yield ETF options

Live interpolated GOLY call and put midpoint premiums by absolute delta.Strategy Shares Gold Enhanced Yield ETF$0.43$1.82$3.22$4.61$6.01$21.20$22.38$23.55$24.73$25.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive GOLY spot · $23.54GOLY PRICE$0.58$0.64$0.70$0.76$0.82$0.86$1.45$2.04$2.64$3.23$3.82$4.42$5.01$5.61
Puts——
Calls——
Skew——
Implied moveBearish±$2.68
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ23.2761.8%4.8%
45Δ23.9048.0%4.0%23.9667.5%4.4%
50Δ23.7045.2%3.4%24.6573.2%4.0%
55Δ23.5042.4%2.8%25.3478.9%3.6%
60Δ23.3139.5%2.2%26.0384.6%3.2%
65Δ23.1136.7%1.7%26.7290.4%2.7%
70Δ27.4196.1%2.3%
75Δ28.10101.8%1.9%
80Δ28.79107.5%1.5%

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
23.27
IV
61.8%
B/E move
4.8%

45Δ

Calls
Pseudo strike
23.90
IV
48.0%
B/E move
4.0%
Puts
Pseudo strike
23.96
IV
67.5%
B/E move
4.4%

50Δ

Calls
Pseudo strike
23.70
IV
45.2%
B/E move
3.4%
Puts
Pseudo strike
24.65
IV
73.2%
B/E move
4.0%

55Δ

Calls
Pseudo strike
23.50
IV
42.4%
B/E move
2.8%
Puts
Pseudo strike
25.34
IV
78.9%
B/E move
3.6%

60Δ

Calls
Pseudo strike
23.31
IV
39.5%
B/E move
2.2%
Puts
Pseudo strike
26.03
IV
84.6%
B/E move
3.2%

65Δ

Calls
Pseudo strike
23.11
IV
36.7%
B/E move
1.7%
Puts
Pseudo strike
26.72
IV
90.4%
B/E move
2.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.41
IV
96.1%
B/E move
2.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.10
IV
101.8%
B/E move
1.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.79
IV
107.5%
B/E move
1.5%

Options history

IV · four-Friday blend31.68%
Daily close
GOLY24.0%35.8%47.5%2026-08-13: 32.71%2026-08-14: 33.20%2026-08-17: 35.87%2026-08-18: 34.85%2026-08-19: 40.94%2026-08-20: 45.61%2026-08-21: 30.69%2026-08-24: 31.81%2026-08-25: 30.97%2026-08-26: 31.39%2026-08-27: 31.92%2026-08-28: 32.37%2026-08-31: 31.59%2026-09-01: 32.41%2026-09-02: 32.17%2026-09-03: 33.75%2026-09-04: 34.07%2026-09-08: 35.08%2026-09-09: 36.19%2026-09-10: 36.03%2026-09-11: 37.24%2026-09-14: 37.32%2026-09-15: 39.59%2026-09-17: 45.91%2026-09-18: 29.99%2026-09-21: 30.28%2026-09-22: 31.69%2026-09-23: 29.23%2026-09-24: 28.45%2026-09-25: 30.88%2026-09-28: 29.43%2026-09-29: 27.91%2026-09-30: 27.98%2026-10-01: 27.26%2026-10-02: 26.80%2026-10-05: 28.66%2026-10-06: 29.40%2026-10-07: 29.94%2026-10-08: 29.59%2026-10-09: 30.92%2026-10-12: 33.18%2026-10-13: 36.02%2026-10-14: 34.64%2026-10-15: 42.35%2026-10-16: 28.77%2026-10-19: 28.43%2026-10-20: 28.83%2026-10-21: 25.63%2026-10-22: 29.26%2026-10-23: 30.15%2026-10-26: 31.19%2026-10-27: 29.54%2026-10-28: 29.14%2026-10-29: 30.57%2026-10-30: 31.68%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
32.71%
33.20%
35.87%
34.85%
40.94%
45.61%
30.69%
31.81%
30.97%
31.39%
31.92%
32.37%
31.59%
32.41%
32.17%
33.75%
34.07%
35.08%
36.19%
36.03%
37.24%
37.32%
39.59%
45.91%
29.99%
30.28%
31.69%
29.23%
28.45%
30.88%
29.43%
27.91%
27.98%
27.26%
26.80%
28.66%
29.40%
29.94%
29.59%
30.92%
33.18%
36.02%
34.64%
42.35%
28.77%
28.43%
28.83%
25.63%
29.26%
30.15%
31.19%
29.54%
29.14%
30.57%
31.68%