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Strategy Shares Gold Enhanced Yield ETF GOLY

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Market dataready · fetched 2026-10-22T10:52:59.348Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T00:00:03.376921166Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T10:52:55.849660+00:00

Share price$24.11
1D-0.8%
AH$23.73$23.89$24.05$24.20$24.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGOLY
Sold putSold callAH

Strategy Shares Gold Enhanced Yield ETF options

Live interpolated GOLY call and put midpoint premiums by absolute delta.Strategy Shares Gold Enhanced Yield ETF$0.30$1.02$1.75$2.48$3.21$20.31$22.12$23.93$25.74$27.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GOLY spot · $24.11GOLY PRICE$0.38$0.38$0.41$0.44$0.53$0.62$0.72$0.81$0.92$1.03$1.13$1.24$1.35$0.38$0.38$0.43$0.52$0.62$0.71$0.81$0.90$1.00$1.10$1.51$2.26$3.00
PutsCheap0.70×
CallsCheap0.73×
SkewBearish+2.15 pp
Implied moveBearish±$1.53
TiltBearish15.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.7852.8%16.8%21.8346.4%11.0%
25Δ26.2639.1%10.5%22.6835.7%7.5%
30Δ25.5933.2%7.8%23.1731.1%5.7%
35Δ25.0729.0%5.9%23.4530.5%4.9%
40Δ24.7928.0%5.0%23.7429.8%4.1%
45Δ24.5427.6%4.4%24.0229.1%3.3%
50Δ24.2927.1%3.7%24.2428.0%2.8%
55Δ24.0426.7%3.1%24.4626.9%2.3%
60Δ23.8225.8%2.6%24.6725.8%1.8%
65Δ23.6224.8%2.2%24.8924.7%1.3%
70Δ23.4123.9%1.8%25.3727.5%1.0%
75Δ23.2122.9%1.4%26.1334.4%0.9%
80Δ23.0022.0%1.0%26.9041.3%0.9%

20Δ

Calls
Pseudo strike
27.78
IV
52.8%
B/E move
16.8%
Puts
Pseudo strike
21.83
IV
46.4%
B/E move
11.0%

25Δ

Calls
Pseudo strike
26.26
IV
39.1%
B/E move
10.5%
Puts
Pseudo strike
22.68
IV
35.7%
B/E move
7.5%

30Δ

Calls
Pseudo strike
25.59
IV
33.2%
B/E move
7.8%
Puts
Pseudo strike
23.17
IV
31.1%
B/E move
5.7%

35Δ

Calls
Pseudo strike
25.07
IV
29.0%
B/E move
5.9%
Puts
Pseudo strike
23.45
IV
30.5%
B/E move
4.9%

40Δ

Calls
Pseudo strike
24.79
IV
28.0%
B/E move
5.0%
Puts
Pseudo strike
23.74
IV
29.8%
B/E move
4.1%

45Δ

Calls
Pseudo strike
24.54
IV
27.6%
B/E move
4.4%
Puts
Pseudo strike
24.02
IV
29.1%
B/E move
3.3%

50Δ

Calls
Pseudo strike
24.29
IV
27.1%
B/E move
3.7%
Puts
Pseudo strike
24.24
IV
28.0%
B/E move
2.8%

55Δ

Calls
Pseudo strike
24.04
IV
26.7%
B/E move
3.1%
Puts
Pseudo strike
24.46
IV
26.9%
B/E move
2.3%

60Δ

Calls
Pseudo strike
23.82
IV
25.8%
B/E move
2.6%
Puts
Pseudo strike
24.67
IV
25.8%
B/E move
1.8%

65Δ

Calls
Pseudo strike
23.62
IV
24.8%
B/E move
2.2%
Puts
Pseudo strike
24.89
IV
24.7%
B/E move
1.3%

70Δ

Calls
Pseudo strike
23.41
IV
23.9%
B/E move
1.8%
Puts
Pseudo strike
25.37
IV
27.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
23.21
IV
22.9%
B/E move
1.4%
Puts
Pseudo strike
26.13
IV
34.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
23.00
IV
22.0%
B/E move
1.0%
Puts
Pseudo strike
26.90
IV
41.3%
B/E move
0.9%

Options history

No recorded observations