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iShares Gold Trust IAU

i

Market dataready · fetched 2026-11-10T22:22:03.877Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:02:20.75077126Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-10T22:22:03.402262+00:00

Share price$75.77
1D-0.4%
AH$75.40$75.65$75.90$76.14$76.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIAU
Sold putSold callAH

iShares Gold Trust options

Live interpolated IAU call and put midpoint premiums by absolute delta.iShares Gold Trust$0.15$0.54$0.94$1.33$1.73$73.57$74.80$76.02$77.25$78.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IAU spot · $75.77IAU PRICE$0.21$0.30$0.38$0.49$0.60$0.63$0.64$1.56$1.58$1.62$0.19$0.28$0.39$0.48$0.51$0.58$0.70$0.83$1.00$1.16$1.24$1.31$1.42
PutsExpensive1.33×
Calls——
Skew——
Implied moveBearish±$1.33
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.2825.4%2.3%74.4224.4%2.0%
25Δ77.1127.9%2.2%74.6525.9%1.9%
30Δ74.8428.0%1.7%
35Δ76.4123.0%1.3%75.0429.3%1.6%
40Δ76.2224.5%1.2%75.3525.9%1.2%
45Δ76.0426.1%1.1%75.6124.4%1.0%
50Δ75.8523.9%0.9%75.8224.9%0.9%
55Δ75.6720.8%0.7%76.0425.4%0.7%
60Δ76.2926.3%0.6%
65Δ74.8837.9%0.9%76.5226.8%0.5%
70Δ74.6933.4%0.7%76.6924.8%0.4%
75Δ74.4829.1%0.4%76.8622.8%0.3%
80Δ77.0521.2%0.2%

20Δ

Calls
Pseudo strike
77.28
IV
25.4%
B/E move
2.3%
Puts
Pseudo strike
74.42
IV
24.4%
B/E move
2.0%

25Δ

Calls
Pseudo strike
77.11
IV
27.9%
B/E move
2.2%
Puts
Pseudo strike
74.65
IV
25.9%
B/E move
1.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
74.84
IV
28.0%
B/E move
1.7%

35Δ

Calls
Pseudo strike
76.41
IV
23.0%
B/E move
1.3%
Puts
Pseudo strike
75.04
IV
29.3%
B/E move
1.6%

40Δ

Calls
Pseudo strike
76.22
IV
24.5%
B/E move
1.2%
Puts
Pseudo strike
75.35
IV
25.9%
B/E move
1.2%

45Δ

Calls
Pseudo strike
76.04
IV
26.1%
B/E move
1.1%
Puts
Pseudo strike
75.61
IV
24.4%
B/E move
1.0%

50Δ

Calls
Pseudo strike
75.85
IV
23.9%
B/E move
0.9%
Puts
Pseudo strike
75.82
IV
24.9%
B/E move
0.9%

55Δ

Calls
Pseudo strike
75.67
IV
20.8%
B/E move
0.7%
Puts
Pseudo strike
76.04
IV
25.4%
B/E move
0.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
76.29
IV
26.3%
B/E move
0.6%

65Δ

Calls
Pseudo strike
74.88
IV
37.9%
B/E move
0.9%
Puts
Pseudo strike
76.52
IV
26.8%
B/E move
0.5%

70Δ

Calls
Pseudo strike
74.69
IV
33.4%
B/E move
0.7%
Puts
Pseudo strike
76.69
IV
24.8%
B/E move
0.4%

75Δ

Calls
Pseudo strike
74.48
IV
29.1%
B/E move
0.4%
Puts
Pseudo strike
76.86
IV
22.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
77.05
IV
21.2%
B/E move
0.2%

Options history

IV · four-Friday blend25.36%
Daily close
IAU18.3%24.4%30.5%2026-08-12: 23.28%2026-08-13: 22.34%2026-08-14: 19.88%2026-08-17: 24.73%2026-08-18: 21.58%2026-08-19: 25.56%2026-08-20: 26.61%2026-08-21: 25.39%2026-08-24: 27.02%2026-08-25: 26.26%2026-08-26: 26.37%2026-08-27: 25.86%2026-08-28: 22.51%2026-08-31: 20.24%2026-09-01: 24.37%2026-09-02: 27.12%2026-09-03: 25.76%2026-09-04: 23.29%2026-09-08: 26.43%2026-09-09: 26.46%2026-09-10: 29.67%2026-09-11: 23.26%2026-09-14: 24.38%2026-09-15: 25.39%2026-09-16: 26.33%2026-09-17: 22.95%2026-09-18: 19.58%2026-09-21: 19.99%2026-09-22: 20.83%2026-09-23: 20.54%2026-09-24: 20.23%2026-09-25: 19.53%2026-09-28: 22.51%2026-09-29: 21.65%2026-09-30: 21.19%2026-10-01: 21.35%2026-10-02: 20.09%2026-10-05: 20.23%2026-10-06: 19.81%2026-10-07: 21.38%2026-10-08: 21.59%2026-10-09: 20.11%2026-10-12: 19.87%2026-10-13: 20.81%2026-10-14: 22.19%2026-10-15: 22.63%2026-10-16: 20.34%2026-10-19: 20.00%2026-10-20: 20.12%2026-10-21: 19.16%2026-10-22: 25.66%2026-10-23: 22.44%2026-10-26: 22.46%2026-10-27: 21.08%2026-10-28: 24.00%2026-10-29: 21.31%2026-10-30: 25.36%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
23.28%
22.34%
19.88%
24.73%
21.58%
25.56%
26.61%
25.39%
27.02%
26.26%
26.37%
25.86%
22.51%
20.24%
24.37%
27.12%
25.76%
23.29%
26.43%
26.46%
29.67%
23.26%
24.38%
25.39%
26.33%
22.95%
19.58%
19.99%
20.83%
20.54%
20.23%
19.53%
22.51%
21.65%
21.19%
21.35%
20.09%
20.23%
19.81%
21.38%
21.59%
20.11%
19.87%
20.81%
22.19%
22.63%
20.34%
20.00%
20.12%
19.16%
25.66%
22.44%
22.46%
21.08%
24.00%
21.31%
25.36%