Share price$77.72
1D+0.2%
Sold putSold call
iShares Gold Trust IAU
i
Market dataready · fetched 2026-10-21T17:52:11.663Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T17:52:04.590626763Z
FundamentalsAlpha Vantage · ready
iShares Gold Trust options
PutsExpensive1.48×
CallsExpensive1.15×
SkewBearish+1.78 pp
Implied moveBearish±$0.93
TiltBearish6.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 78.73 | 19.7% | 1.5% | 76.73 | 20.7% | 1.4% |
| 25Δ | 78.52 | 19.9% | 1.3% | 76.98 | 19.8% | 1.2% |
| 30Δ | 78.35 | 19.4% | 1.1% | 77.14 | 19.8% | 1.0% |
| 35Δ | 78.18 | 18.8% | 0.9% | 77.30 | 19.9% | 0.9% |
| 40Δ | 78.01 | 18.3% | 0.8% | 77.45 | 20.0% | 0.8% |
| 45Δ | 77.87 | 18.5% | 0.7% | 77.60 | 20.2% | 0.7% |
| 50Δ | 77.74 | 18.9% | 0.6% | 77.75 | 20.5% | 0.6% |
| 55Δ | 77.60 | 19.2% | 0.5% | 77.90 | 20.8% | 0.5% |
| 60Δ | 77.46 | 19.6% | 0.4% | 78.08 | 21.7% | 0.4% |
| 65Δ | 77.29 | 19.9% | 0.4% | 78.30 | 23.8% | 0.4% |
| 70Δ | 77.12 | 20.2% | 0.3% | 78.52 | 25.5% | 0.3% |
| 75Δ | 76.92 | 21.0% | 0.3% | 78.70 | 24.3% | 0.3% |
| 80Δ | 76.61 | 23.3% | 0.2% | 78.88 | 23.1% | 0.2% |
20Δ
- Pseudo strike
- 78.73
- IV
- 19.7%
- B/E move
- 1.5%
- Pseudo strike
- 76.73
- IV
- 20.7%
- B/E move
- 1.4%
25Δ
- Pseudo strike
- 78.52
- IV
- 19.9%
- B/E move
- 1.3%
- Pseudo strike
- 76.98
- IV
- 19.8%
- B/E move
- 1.2%
30Δ
- Pseudo strike
- 78.35
- IV
- 19.4%
- B/E move
- 1.1%
- Pseudo strike
- 77.14
- IV
- 19.8%
- B/E move
- 1.0%
35Δ
- Pseudo strike
- 78.18
- IV
- 18.8%
- B/E move
- 0.9%
- Pseudo strike
- 77.30
- IV
- 19.9%
- B/E move
- 0.9%
40Δ
- Pseudo strike
- 78.01
- IV
- 18.3%
- B/E move
- 0.8%
- Pseudo strike
- 77.45
- IV
- 20.0%
- B/E move
- 0.8%
45Δ
- Pseudo strike
- 77.87
- IV
- 18.5%
- B/E move
- 0.7%
- Pseudo strike
- 77.60
- IV
- 20.2%
- B/E move
- 0.7%
50Δ
- Pseudo strike
- 77.74
- IV
- 18.9%
- B/E move
- 0.6%
- Pseudo strike
- 77.75
- IV
- 20.5%
- B/E move
- 0.6%
55Δ
- Pseudo strike
- 77.60
- IV
- 19.2%
- B/E move
- 0.5%
- Pseudo strike
- 77.90
- IV
- 20.8%
- B/E move
- 0.5%
60Δ
- Pseudo strike
- 77.46
- IV
- 19.6%
- B/E move
- 0.4%
- Pseudo strike
- 78.08
- IV
- 21.7%
- B/E move
- 0.4%
65Δ
- Pseudo strike
- 77.29
- IV
- 19.9%
- B/E move
- 0.4%
- Pseudo strike
- 78.30
- IV
- 23.8%
- B/E move
- 0.4%
70Δ
- Pseudo strike
- 77.12
- IV
- 20.2%
- B/E move
- 0.3%
- Pseudo strike
- 78.52
- IV
- 25.5%
- B/E move
- 0.3%
75Δ
- Pseudo strike
- 76.92
- IV
- 21.0%
- B/E move
- 0.3%
- Pseudo strike
- 78.70
- IV
- 24.3%
- B/E move
- 0.3%
80Δ
- Pseudo strike
- 76.61
- IV
- 23.3%
- B/E move
- 0.2%
- Pseudo strike
- 78.88
- IV
- 23.1%
- B/E move
- 0.2%
Options history
Table
| Date | IV |
|---|---|
| 19.91% | |
| 20.32% |