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Sprott Funds Trust Sprott Nickel Miners ETF NIKL

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Market dataready · fetched 2026-10-24T15:16:38.502Z

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 · 2026-10-23T23:35:36.169455934Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T15:16:38.734502+00:00

Share price$11.48
1D+1.2%
AH$10.93$10.99$11.05$11.11$11.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNIKL
Sold putSold callAH

Sprott Funds Trust Sprott Nickel Miners ETF options

Live interpolated NIKL call and put midpoint premiums by absolute delta.Sprott Funds Trust Sprott Nickel Miners ETF$0.61$1.86$3.11$4.36$5.61$7.39$9.54$11.68$13.83$15.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NIKL spot · $11.48NIKL PRICE$0.78$0.74$0.78$0.81$0.86$0.91$0.96$1.01$0.78$0.79$0.83$0.91$0.99$1.10$1.21$1.36$1.60$1.83$2.28$3.14$5.25
PutsExpensive2.30×
CallsExpensive2.94×
SkewBullish-12.85 pp
Implied moveBearish±$2.12
TiltBearish52.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.62174.9%31.7%
25Δ20.44216.3%84.8%9.54139.6%23.7%
30Δ15.80154.4%44.1%10.21117.8%18.3%
35Δ13.95125.5%28.3%10.71105.2%14.6%
40Δ12.95105.9%19.9%11.1395.3%11.7%
45Δ12.5496.9%16.7%11.4689.4%9.7%
50Δ12.1487.8%13.6%11.7983.5%7.8%
55Δ11.7378.7%10.5%12.1379.7%6.2%
60Δ11.3269.6%7.4%12.4779.5%5.2%
65Δ12.8279.3%4.3%
70Δ13.3683.9%3.5%
75Δ14.2696.9%3.1%
80Δ16.40127.5%2.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.62
IV
174.9%
B/E move
31.7%

25Δ

Calls
Pseudo strike
20.44
IV
216.3%
B/E move
84.8%
Puts
Pseudo strike
9.54
IV
139.6%
B/E move
23.7%

30Δ

Calls
Pseudo strike
15.80
IV
154.4%
B/E move
44.1%
Puts
Pseudo strike
10.21
IV
117.8%
B/E move
18.3%

35Δ

Calls
Pseudo strike
13.95
IV
125.5%
B/E move
28.3%
Puts
Pseudo strike
10.71
IV
105.2%
B/E move
14.6%

40Δ

Calls
Pseudo strike
12.95
IV
105.9%
B/E move
19.9%
Puts
Pseudo strike
11.13
IV
95.3%
B/E move
11.7%

45Δ

Calls
Pseudo strike
12.54
IV
96.9%
B/E move
16.7%
Puts
Pseudo strike
11.46
IV
89.4%
B/E move
9.7%

50Δ

Calls
Pseudo strike
12.14
IV
87.8%
B/E move
13.6%
Puts
Pseudo strike
11.79
IV
83.5%
B/E move
7.8%

55Δ

Calls
Pseudo strike
11.73
IV
78.7%
B/E move
10.5%
Puts
Pseudo strike
12.13
IV
79.7%
B/E move
6.2%

60Δ

Calls
Pseudo strike
11.32
IV
69.6%
B/E move
7.4%
Puts
Pseudo strike
12.47
IV
79.5%
B/E move
5.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.82
IV
79.3%
B/E move
4.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.36
IV
83.9%
B/E move
3.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.26
IV
96.9%
B/E move
3.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.40
IV
127.5%
B/E move
2.9%

Options history

No recorded observations