Share price$77.64
1D+0.1%
Sold putSold call
iShares Gold Trust IAU
i
Market dataready · fetched 2026-10-21T17:00:23.012Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 dataPriceAlpaca · sip · 2026-10-21T17:00:21.803264464Z
FundamentalsAlpha Vantage · ready
iShares Gold Trust options
PutsExpensive1.35×
CallsExpensive1.38×
SkewBullish-3.69 pp
Implied moveBullish±$0.94
TiltBullish7.0% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 79.78 | 37.7% | 3.0% | 76.69 | 19.8% | 1.4% |
| 25Δ | 78.44 | 19.6% | 1.2% | 76.92 | 18.9% | 1.1% |
| 30Δ | 78.27 | 19.6% | 1.1% | 77.10 | 18.6% | 1.0% |
| 35Δ | 78.11 | 19.6% | 0.9% | 77.24 | 18.6% | 0.8% |
| 40Δ | 77.95 | 19.8% | 0.8% | 77.39 | 18.5% | 0.7% |
| 45Δ | 77.80 | 20.4% | 0.7% | 77.53 | 18.6% | 0.6% |
| 50Δ | 77.66 | 20.9% | 0.7% | 77.67 | 19.0% | 0.5% |
| 55Δ | 77.51 | 21.5% | 0.6% | 77.82 | 19.4% | 0.5% |
| 60Δ | 77.33 | 22.1% | 0.5% | 77.96 | 19.8% | 0.4% |
| 65Δ | 77.15 | 22.8% | 0.4% | 78.14 | 20.7% | 0.3% |
| 70Δ | 76.94 | 23.9% | 0.4% | 78.35 | 21.9% | 0.3% |
| 75Δ | 76.62 | 26.9% | 0.3% | 78.54 | 22.3% | 0.2% |
| 80Δ | 76.23 | 29.8% | 0.3% | 78.67 | 20.5% | 0.2% |
20Δ
- Pseudo strike
- 79.78
- IV
- 37.7%
- B/E move
- 3.0%
- Pseudo strike
- 76.69
- IV
- 19.8%
- B/E move
- 1.4%
25Δ
- Pseudo strike
- 78.44
- IV
- 19.6%
- B/E move
- 1.2%
- Pseudo strike
- 76.92
- IV
- 18.9%
- B/E move
- 1.1%
30Δ
- Pseudo strike
- 78.27
- IV
- 19.6%
- B/E move
- 1.1%
- Pseudo strike
- 77.10
- IV
- 18.6%
- B/E move
- 1.0%
35Δ
- Pseudo strike
- 78.11
- IV
- 19.6%
- B/E move
- 0.9%
- Pseudo strike
- 77.24
- IV
- 18.6%
- B/E move
- 0.8%
40Δ
- Pseudo strike
- 77.95
- IV
- 19.8%
- B/E move
- 0.8%
- Pseudo strike
- 77.39
- IV
- 18.5%
- B/E move
- 0.7%
45Δ
- Pseudo strike
- 77.80
- IV
- 20.4%
- B/E move
- 0.7%
- Pseudo strike
- 77.53
- IV
- 18.6%
- B/E move
- 0.6%
50Δ
- Pseudo strike
- 77.66
- IV
- 20.9%
- B/E move
- 0.7%
- Pseudo strike
- 77.67
- IV
- 19.0%
- B/E move
- 0.5%
55Δ
- Pseudo strike
- 77.51
- IV
- 21.5%
- B/E move
- 0.6%
- Pseudo strike
- 77.82
- IV
- 19.4%
- B/E move
- 0.5%
60Δ
- Pseudo strike
- 77.33
- IV
- 22.1%
- B/E move
- 0.5%
- Pseudo strike
- 77.96
- IV
- 19.8%
- B/E move
- 0.4%
65Δ
- Pseudo strike
- 77.15
- IV
- 22.8%
- B/E move
- 0.4%
- Pseudo strike
- 78.14
- IV
- 20.7%
- B/E move
- 0.3%
70Δ
- Pseudo strike
- 76.94
- IV
- 23.9%
- B/E move
- 0.4%
- Pseudo strike
- 78.35
- IV
- 21.9%
- B/E move
- 0.3%
75Δ
- Pseudo strike
- 76.62
- IV
- 26.9%
- B/E move
- 0.3%
- Pseudo strike
- 78.54
- IV
- 22.3%
- B/E move
- 0.2%
80Δ
- Pseudo strike
- 76.23
- IV
- 29.8%
- B/E move
- 0.3%
- Pseudo strike
- 78.67
- IV
- 20.5%
- B/E move
- 0.2%
Options history
Table
| Date | IV |
|---|---|
| 19.91% | |
| 20.32% |