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Sprott Funds Trust Sprott Nickel Miners ETF NIKL

i

Market datapartial · fetched 2026-11-13T18:53:05.312Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-13T18:31:01.173781039Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:53:02.881603+00:00

Share price$10.55
1D-1.0%
$10.53$10.58$10.62$10.66$10.705:30 AM6:30 AM9:00 AM1:00 PMNIKL
Sold putSold call

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$0.28$0.45$0.63$0.81$0.98$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICENIKL PRICE$0.30$0.37$0.44$0.51$0.58$0.65$0.72$0.79$0.86$0.93
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.9782.5%73.3%
25Δ17.1577.7%66.1%
30Δ16.3272.9%58.9%
35Δ15.4968.2%51.7%
40Δ14.6663.4%44.5%
45Δ13.8358.6%37.3%
50Δ13.0053.9%30.1%
55Δ12.1749.1%22.9%
60Δ11.3444.3%15.7%
65Δ10.5239.6%8.6%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
17.97
IV
82.5%
B/E move
73.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
17.15
IV
77.7%
B/E move
66.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
16.32
IV
72.9%
B/E move
58.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
15.49
IV
68.2%
B/E move
51.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
14.66
IV
63.4%
B/E move
44.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
13.83
IV
58.6%
B/E move
37.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
13.00
IV
53.9%
B/E move
30.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
12.17
IV
49.1%
B/E move
22.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
11.34
IV
44.3%
B/E move
15.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
10.52
IV
39.6%
B/E move
8.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend80.84%
Daily EOD
NIKL59.4%71.7%84.0%2026-10-19: 68.59%2026-10-20: 61.08%2026-10-21: 72.64%2026-10-22: 71.64%2026-10-23: 74.40%2026-10-26: 76.26%2026-10-27: 81.46%2026-10-28: 81.65%2026-10-29: 82.26%2026-10-30: 80.84%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
68.59%
61.08%
72.64%
71.64%
74.40%
76.26%
81.46%
81.65%
82.26%
80.84%