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Northern Trust Morningstar Global Upstream Natural Resources ETF GUNR

i

Market dataready · fetched 2026-11-11T14:55:46.797Z

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 · 2026-11-11T14:53:17.951704602Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:55:46.142775+00:00

Share price$52.65
1D+0.3%
$52.46$52.52$52.57$52.62$52.685:30 AM6:30 AM9:00 AM1:00 PMGUNR
Sold putSold call

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$0.32$0.80$1.28$1.76$2.24$50.46$51.68$52.90$54.13$55.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GUNR spot · $52.65GUNR PRICE$0.38$0.38$0.41$0.51$0.61$0.71$0.81$0.91$1.01$1.11$1.42$1.76$2.10$0.38$0.39$0.48$0.57$0.65$0.74$0.83$0.92$1.08$1.25$1.41
Puts——
CallsExpensive1.09×
Skew——
Implied moveBalanced±$1.64
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.0048.4%9.0%49.9140.7%5.9%
25Δ55.2335.0%5.6%51.0530.4%3.8%
30Δ53.9225.6%3.2%51.3729.2%3.3%
35Δ53.6525.1%2.9%51.6928.0%2.9%
40Δ53.3824.6%2.5%52.0126.8%2.5%
45Δ53.1124.1%2.2%52.3325.7%2.0%
50Δ52.8423.6%1.9%52.6524.5%1.6%
55Δ52.5723.1%1.6%52.9723.3%1.1%
60Δ52.3122.6%1.3%53.2323.0%0.9%
65Δ52.0422.1%0.9%53.4922.9%0.8%
70Δ51.6522.8%0.8%53.7522.7%0.6%
75Δ51.2423.7%0.7%
80Δ50.8324.5%0.5%

20Δ

Calls
Pseudo strike
57.00
IV
48.4%
B/E move
9.0%
Puts
Pseudo strike
49.91
IV
40.7%
B/E move
5.9%

25Δ

Calls
Pseudo strike
55.23
IV
35.0%
B/E move
5.6%
Puts
Pseudo strike
51.05
IV
30.4%
B/E move
3.8%

30Δ

Calls
Pseudo strike
53.92
IV
25.6%
B/E move
3.2%
Puts
Pseudo strike
51.37
IV
29.2%
B/E move
3.3%

35Δ

Calls
Pseudo strike
53.65
IV
25.1%
B/E move
2.9%
Puts
Pseudo strike
51.69
IV
28.0%
B/E move
2.9%

40Δ

Calls
Pseudo strike
53.38
IV
24.6%
B/E move
2.5%
Puts
Pseudo strike
52.01
IV
26.8%
B/E move
2.5%

45Δ

Calls
Pseudo strike
53.11
IV
24.1%
B/E move
2.2%
Puts
Pseudo strike
52.33
IV
25.7%
B/E move
2.0%

50Δ

Calls
Pseudo strike
52.84
IV
23.6%
B/E move
1.9%
Puts
Pseudo strike
52.65
IV
24.5%
B/E move
1.6%

55Δ

Calls
Pseudo strike
52.57
IV
23.1%
B/E move
1.6%
Puts
Pseudo strike
52.97
IV
23.3%
B/E move
1.1%

60Δ

Calls
Pseudo strike
52.31
IV
22.6%
B/E move
1.3%
Puts
Pseudo strike
53.23
IV
23.0%
B/E move
0.9%

65Δ

Calls
Pseudo strike
52.04
IV
22.1%
B/E move
0.9%
Puts
Pseudo strike
53.49
IV
22.9%
B/E move
0.8%

70Δ

Calls
Pseudo strike
51.65
IV
22.8%
B/E move
0.8%
Puts
Pseudo strike
53.75
IV
22.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
51.24
IV
23.7%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
50.83
IV
24.5%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend22.08%
Daily close
GUNR16.4%28.3%40.2%2026-08-13: 28.59%2026-08-14: 18.78%2026-08-17: 23.29%2026-08-18: 22.25%2026-08-19: 28.40%2026-08-20: 37.78%2026-08-21: 19.18%2026-08-24: 18.48%2026-08-25: 19.55%2026-08-26: 22.41%2026-08-27: 19.81%2026-08-28: 22.96%2026-08-31: 22.72%2026-09-01: 22.95%2026-09-02: 22.39%2026-09-03: 22.67%2026-09-04: 22.69%2026-09-08: 19.95%2026-09-09: 19.87%2026-09-10: 24.99%2026-09-11: 23.78%2026-09-14: 20.01%2026-09-15: 28.11%2026-09-16: 31.33%2026-09-17: 29.14%2026-09-18: 19.24%2026-09-21: 21.36%2026-09-22: 20.72%2026-09-23: 25.02%2026-09-24: 18.01%2026-09-25: 19.62%2026-09-28: 20.23%2026-09-29: 21.48%2026-09-30: 24.50%2026-10-01: 23.80%2026-10-02: 26.67%2026-10-05: 22.53%2026-10-06: 26.26%2026-10-07: 26.60%2026-10-08: 24.23%2026-10-09: 25.62%2026-10-12: 26.05%2026-10-13: 23.79%2026-10-14: 22.51%2026-10-15: 38.55%2026-10-16: 23.54%2026-10-19: 19.60%2026-10-20: 18.65%2026-10-21: 18.49%2026-10-22: 21.10%2026-10-23: 20.22%2026-10-26: 23.08%2026-10-27: 24.73%2026-10-28: 20.84%2026-10-29: 19.39%2026-10-30: 22.08%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
28.59%
18.78%
23.29%
22.25%
28.40%
37.78%
19.18%
18.48%
19.55%
22.41%
19.81%
22.96%
22.72%
22.95%
22.39%
22.67%
22.69%
19.95%
19.87%
24.99%
23.78%
20.01%
28.11%
31.33%
29.14%
19.24%
21.36%
20.72%
25.02%
18.01%
19.62%
20.23%
21.48%
24.50%
23.80%
26.67%
22.53%
26.26%
26.60%
24.23%
25.62%
26.05%
23.79%
22.51%
38.55%
23.54%
19.60%
18.65%
18.49%
21.10%
20.22%
23.08%
24.73%
20.84%
19.39%
22.08%