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Northern Trust Morningstar Global Upstream Natural Resources ETF GUNR

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Market datapartial · fetched 2026-10-22T10:11:20.605Z

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 · 2026-10-22T00:00:00.142379034Z

FundamentalsAlpha Vantage · unavailable

Share price$54.17
1D+0.0%
AH$54.02$54.11$54.20$54.28$54.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGUNR
Sold putSold callAH

Northern Trust Morningstar Global Upstream Natural Resources ETF options

Live interpolated GUNR call and put midpoint premiums by absolute delta.Northern Trust Morningstar Global Upstream Natural Resources ETF$0.23$1.83$3.44$5.04$6.64$49.16$51.35$53.54$55.73$57.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GUNR spot · $54.17GUNR PRICE$0.40$0.48$0.52$0.63$0.74$0.91$1.12$1.32$1.46$1.60$1.73$2.42$0.44$0.50$0.64$0.87$1.21$1.55$1.55$1.52$1.71$2.27$5.05$5.75$6.18
PutsExpensive1.46×
CallsFair1.04×
SkewBearish+8.24 pp
Implied moveBearish±$2.67
TiltBearish37.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.7524.1%7.3%51.3424.9%6.0%
25Δ56.8121.7%5.8%52.3420.5%4.3%
30Δ55.9418.1%4.2%52.7621.0%3.8%
35Δ55.5317.7%3.7%53.1722.6%3.4%
40Δ55.1317.3%3.1%53.5725.5%3.3%
45Δ54.7617.7%2.8%53.9828.5%3.2%
50Δ54.4018.5%2.5%54.3725.0%2.5%
55Δ54.0519.2%2.2%54.7621.0%1.7%
60Δ53.7318.4%1.9%55.2419.7%1.2%
65Δ53.4217.4%1.6%55.8622.5%1.1%
70Δ53.1116.4%1.2%58.3041.1%1.7%
75Δ52.3719.9%1.1%59.2141.4%1.3%
80Δ59.9138.6%0.8%

20Δ

Calls
Pseudo strike
57.75
IV
24.1%
B/E move
7.3%
Puts
Pseudo strike
51.34
IV
24.9%
B/E move
6.0%

25Δ

Calls
Pseudo strike
56.81
IV
21.7%
B/E move
5.8%
Puts
Pseudo strike
52.34
IV
20.5%
B/E move
4.3%

30Δ

Calls
Pseudo strike
55.94
IV
18.1%
B/E move
4.2%
Puts
Pseudo strike
52.76
IV
21.0%
B/E move
3.8%

35Δ

Calls
Pseudo strike
55.53
IV
17.7%
B/E move
3.7%
Puts
Pseudo strike
53.17
IV
22.6%
B/E move
3.4%

40Δ

Calls
Pseudo strike
55.13
IV
17.3%
B/E move
3.1%
Puts
Pseudo strike
53.57
IV
25.5%
B/E move
3.3%

45Δ

Calls
Pseudo strike
54.76
IV
17.7%
B/E move
2.8%
Puts
Pseudo strike
53.98
IV
28.5%
B/E move
3.2%

50Δ

Calls
Pseudo strike
54.40
IV
18.5%
B/E move
2.5%
Puts
Pseudo strike
54.37
IV
25.0%
B/E move
2.5%

55Δ

Calls
Pseudo strike
54.05
IV
19.2%
B/E move
2.2%
Puts
Pseudo strike
54.76
IV
21.0%
B/E move
1.7%

60Δ

Calls
Pseudo strike
53.73
IV
18.4%
B/E move
1.9%
Puts
Pseudo strike
55.24
IV
19.7%
B/E move
1.2%

65Δ

Calls
Pseudo strike
53.42
IV
17.4%
B/E move
1.6%
Puts
Pseudo strike
55.86
IV
22.5%
B/E move
1.1%

70Δ

Calls
Pseudo strike
53.11
IV
16.4%
B/E move
1.2%
Puts
Pseudo strike
58.30
IV
41.1%
B/E move
1.7%

75Δ

Calls
Pseudo strike
52.37
IV
19.9%
B/E move
1.1%
Puts
Pseudo strike
59.21
IV
41.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.91
IV
38.6%
B/E move
0.8%

Options history

No recorded observations