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iShares Gold Trust IAU

i

Market dataready · fetched 2026-10-21T17:52:58.158Z

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 · 2026-10-21T17:52:34.29793028Z

FundamentalsAlpha Vantage · ready

Share price$77.73
1D+0.2%
$77.43$77.53$77.63$77.74$77.845:30 AM6:30 AM9:00 AM1:00 PMIAU
Sold putSold call

iShares Gold Trust options

Live interpolated IAU call and put midpoint premiums by absolute delta.iShares Gold Trust$0.35$1.57$2.79$4.01$5.23$70.80$73.97$77.14$80.31$83.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IAU spot · $77.73IAU PRICE$0.48$0.67$0.81$1.02$1.20$1.48$1.73$2.03$2.28$2.68$3.16$3.71$4.40$0.52$0.69$0.88$1.06$1.37$1.63$1.80$2.23$2.63$3.10$3.13$3.87$4.88
PutsCheap0.80×
CallsExpensive1.10×
SkewNeutral+0.09 pp
Implied moveBalanced±$3.53
TiltBearish4.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ81.9319.8%6.0%74.3620.3%5.0%
25Δ81.3020.6%5.5%75.1320.1%4.2%
30Δ80.4319.5%4.5%75.7820.1%3.6%
35Δ79.8820.2%4.1%76.4319.5%3.0%
40Δ79.2219.5%3.5%76.9520.8%2.8%
45Δ78.6820.2%3.1%77.5320.8%2.4%
50Δ78.1220.2%2.7%78.1119.5%1.8%
55Δ77.5420.3%2.4%78.7120.6%1.6%
60Δ76.9919.7%2.0%79.3221.0%1.3%
65Δ76.3920.1%1.7%80.0021.4%1.1%
70Δ75.7220.6%1.5%80.3219.0%0.7%
75Δ74.9921.2%1.2%81.2120.1%0.5%
80Δ74.1321.7%1.0%82.3521.7%0.3%

20Δ

Calls
Pseudo strike
81.93
IV
19.8%
B/E move
6.0%
Puts
Pseudo strike
74.36
IV
20.3%
B/E move
5.0%

25Δ

Calls
Pseudo strike
81.30
IV
20.6%
B/E move
5.5%
Puts
Pseudo strike
75.13
IV
20.1%
B/E move
4.2%

30Δ

Calls
Pseudo strike
80.43
IV
19.5%
B/E move
4.5%
Puts
Pseudo strike
75.78
IV
20.1%
B/E move
3.6%

35Δ

Calls
Pseudo strike
79.88
IV
20.2%
B/E move
4.1%
Puts
Pseudo strike
76.43
IV
19.5%
B/E move
3.0%

40Δ

Calls
Pseudo strike
79.22
IV
19.5%
B/E move
3.5%
Puts
Pseudo strike
76.95
IV
20.8%
B/E move
2.8%

45Δ

Calls
Pseudo strike
78.68
IV
20.2%
B/E move
3.1%
Puts
Pseudo strike
77.53
IV
20.8%
B/E move
2.4%

50Δ

Calls
Pseudo strike
78.12
IV
20.2%
B/E move
2.7%
Puts
Pseudo strike
78.11
IV
19.5%
B/E move
1.8%

55Δ

Calls
Pseudo strike
77.54
IV
20.3%
B/E move
2.4%
Puts
Pseudo strike
78.71
IV
20.6%
B/E move
1.6%

60Δ

Calls
Pseudo strike
76.99
IV
19.7%
B/E move
2.0%
Puts
Pseudo strike
79.32
IV
21.0%
B/E move
1.3%

65Δ

Calls
Pseudo strike
76.39
IV
20.1%
B/E move
1.7%
Puts
Pseudo strike
80.00
IV
21.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
75.72
IV
20.6%
B/E move
1.5%
Puts
Pseudo strike
80.32
IV
19.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
74.99
IV
21.2%
B/E move
1.2%
Puts
Pseudo strike
81.21
IV
20.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
74.13
IV
21.7%
B/E move
1.0%
Puts
Pseudo strike
82.35
IV
21.7%
B/E move
0.3%

Options history

IAU19.8820.1220.352026-10-19: 19.91%2026-10-20: 20.32%Oct 19Oct 20
Table
DateIV
19.91%
20.32%