FT Vest Gold Strategy Target Income ETF IGLD
i
Market datapartial · fetched 2026-11-12T01:57:33.798Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
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: 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 dataPriceAlpaca · sip · 2026-11-12T01:00:03.680677579Z
FundamentalsAlpha Vantage · unavailable
Share price$19.25
1D-0.8%
Sold putSold callAH
FT Vest Gold Strategy Target Income ETF options
Puts——
CallsExpensive1.24×
Skew——
Implied moveBearish±$1.18
Tilt——
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.64 | 71.4% | 18.7% | 16.92 | 110.7% | 14.2% |
| 25Δ | 22.19 | 67.5% | 16.6% | 17.26 | 101.8% | 12.6% |
| 30Δ | 21.74 | 63.7% | 14.5% | 17.53 | 95.0% | 11.5% |
| 35Δ | 21.28 | 59.8% | 12.4% | 17.80 | 88.2% | 10.3% |
| 40Δ | 20.83 | 55.9% | 10.4% | 18.07 | 81.4% | 9.1% |
| 45Δ | 20.38 | 52.1% | 8.3% | 18.35 | 74.6% | 7.9% |
| 50Δ | 19.92 | 48.2% | 6.2% | 18.62 | 67.8% | 6.7% |
| 55Δ | 19.47 | 44.3% | 4.1% | 18.89 | 61.0% | 5.5% |
| 60Δ | 19.01 | 40.5% | 2.0% | 19.17 | 54.2% | 4.3% |
| 65Δ | 18.82 | 40.3% | 1.7% | 19.44 | 47.4% | 3.1% |
| 70Δ | 18.63 | 40.2% | 1.4% | 19.71 | 40.6% | 1.9% |
| 75Δ | 18.44 | 40.1% | 1.2% | 19.98 | 33.8% | 0.7% |
| 80Δ | 18.25 | 40.1% | 0.9% | |||
20Δ
- Pseudo strike
- 22.64
- IV
- 71.4%
- B/E move
- 18.7%
- Pseudo strike
- 16.92
- IV
- 110.7%
- B/E move
- 14.2%
25Δ
- Pseudo strike
- 22.19
- IV
- 67.5%
- B/E move
- 16.6%
- Pseudo strike
- 17.26
- IV
- 101.8%
- B/E move
- 12.6%
30Δ
- Pseudo strike
- 21.74
- IV
- 63.7%
- B/E move
- 14.5%
- Pseudo strike
- 17.53
- IV
- 95.0%
- B/E move
- 11.5%
35Δ
- Pseudo strike
- 21.28
- IV
- 59.8%
- B/E move
- 12.4%
- Pseudo strike
- 17.80
- IV
- 88.2%
- B/E move
- 10.3%
40Δ
- Pseudo strike
- 20.83
- IV
- 55.9%
- B/E move
- 10.4%
- Pseudo strike
- 18.07
- IV
- 81.4%
- B/E move
- 9.1%
45Δ
- Pseudo strike
- 20.38
- IV
- 52.1%
- B/E move
- 8.3%
- Pseudo strike
- 18.35
- IV
- 74.6%
- B/E move
- 7.9%
50Δ
- Pseudo strike
- 19.92
- IV
- 48.2%
- B/E move
- 6.2%
- Pseudo strike
- 18.62
- IV
- 67.8%
- B/E move
- 6.7%
55Δ
- Pseudo strike
- 19.47
- IV
- 44.3%
- B/E move
- 4.1%
- Pseudo strike
- 18.89
- IV
- 61.0%
- B/E move
- 5.5%
60Δ
- Pseudo strike
- 19.01
- IV
- 40.5%
- B/E move
- 2.0%
- Pseudo strike
- 19.17
- IV
- 54.2%
- B/E move
- 4.3%
65Δ
- Pseudo strike
- 18.82
- IV
- 40.3%
- B/E move
- 1.7%
- Pseudo strike
- 19.44
- IV
- 47.4%
- B/E move
- 3.1%
70Δ
- Pseudo strike
- 18.63
- IV
- 40.2%
- B/E move
- 1.4%
- Pseudo strike
- 19.71
- IV
- 40.6%
- B/E move
- 1.9%
75Δ
- Pseudo strike
- 18.44
- IV
- 40.1%
- B/E move
- 1.2%
- Pseudo strike
- 19.98
- IV
- 33.8%
- B/E move
- 0.7%
80Δ
- Pseudo strike
- 18.25
- IV
- 40.1%
- B/E move
- 0.9%
- Pseudo strike
- IV
- B/E move
Options history
IV · four-Friday blend30.40%
Daily close
28 observations2026-08-20 — 2026-10-30
Table
| Date | IV (%) |
|---|---|
| 47.75% | |
| 24.69% | |
| 25.39% | |
| 27.14% | |
| 26.87% | |
| 36.71% | |
| 36.42% | |
| 38.79% | |
| 29.99% | |
| 29.08% | |
| 28.84% | |
| 26.86% | |
| 31.46% | |
| 24.71% | |
| 27.70% | |
| 28.89% | |
| 24.45% | |
| 29.47% | |
| 25.17% | |
| 35.74% | |
| 36.71% | |
| 29.19% | |
| 26.92% | |
| 27.83% | |
| 28.66% | |
| 29.26% | |
| 27.93% | |
| 30.40% |