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VanEck Merk Gold ETF OUNZ

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Market datapartial · fetched 2026-10-23T15:48:15.491Z

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 · 2026-10-23T15:45:15.99414074Z

FundamentalsAlpha Vantage · unavailable

Share price$38.38
1D-0.9%
$38.16$38.31$38.46$38.61$38.765:30 AM6:30 AM9:00 AM1:00 PMOUNZ
Sold putSold call

VanEck Merk Gold ETF options

Live interpolated OUNZ call and put midpoint premiums by absolute delta.VanEck Merk Gold ETF$0.33$1.09$1.85$2.61$3.37$34.86$36.66$38.46$40.27$42.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OUNZ spot · $38.38OUNZ PRICE$0.41$0.53$0.61$0.68$0.75$0.84$1.00$1.15$1.32$1.55$1.77$2.08$2.56$0.51$0.56$0.61$0.67$0.72$0.83$0.96$1.08$1.34$1.79$2.25$2.70$3.16
PutsExpensive1.16×
CallsExpensive1.48×
SkewBullish-0.60 pp
Implied moveBullish±$1.95
TiltBearish5.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.2035.8%11.0%35.1341.3%9.8%
25Δ41.3534.6%9.1%35.8336.8%8.1%
30Δ40.5231.8%7.2%36.5232.2%6.4%
35Δ39.8328.3%5.5%37.2227.7%4.8%
40Δ39.3525.9%4.5%37.9223.1%3.1%
45Δ38.9124.2%3.6%38.2522.1%2.5%
50Δ38.5924.1%3.1%38.5421.5%2.1%
55Δ38.2624.0%2.7%38.8320.9%1.6%
60Δ37.9324.0%2.3%39.2221.1%1.3%
65Δ37.5824.1%2.0%39.7522.4%1.1%
70Δ37.2324.2%1.6%40.2923.8%0.9%
75Δ36.8124.8%1.3%40.8225.1%0.7%
80Δ36.2626.5%1.1%41.3626.5%0.5%

20Δ

Calls
Pseudo strike
42.20
IV
35.8%
B/E move
11.0%
Puts
Pseudo strike
35.13
IV
41.3%
B/E move
9.8%

25Δ

Calls
Pseudo strike
41.35
IV
34.6%
B/E move
9.1%
Puts
Pseudo strike
35.83
IV
36.8%
B/E move
8.1%

30Δ

Calls
Pseudo strike
40.52
IV
31.8%
B/E move
7.2%
Puts
Pseudo strike
36.52
IV
32.2%
B/E move
6.4%

35Δ

Calls
Pseudo strike
39.83
IV
28.3%
B/E move
5.5%
Puts
Pseudo strike
37.22
IV
27.7%
B/E move
4.8%

40Δ

Calls
Pseudo strike
39.35
IV
25.9%
B/E move
4.5%
Puts
Pseudo strike
37.92
IV
23.1%
B/E move
3.1%

45Δ

Calls
Pseudo strike
38.91
IV
24.2%
B/E move
3.6%
Puts
Pseudo strike
38.25
IV
22.1%
B/E move
2.5%

50Δ

Calls
Pseudo strike
38.59
IV
24.1%
B/E move
3.1%
Puts
Pseudo strike
38.54
IV
21.5%
B/E move
2.1%

55Δ

Calls
Pseudo strike
38.26
IV
24.0%
B/E move
2.7%
Puts
Pseudo strike
38.83
IV
20.9%
B/E move
1.6%

60Δ

Calls
Pseudo strike
37.93
IV
24.0%
B/E move
2.3%
Puts
Pseudo strike
39.22
IV
21.1%
B/E move
1.3%

65Δ

Calls
Pseudo strike
37.58
IV
24.1%
B/E move
2.0%
Puts
Pseudo strike
39.75
IV
22.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
37.23
IV
24.2%
B/E move
1.6%
Puts
Pseudo strike
40.29
IV
23.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
36.81
IV
24.8%
B/E move
1.3%
Puts
Pseudo strike
40.82
IV
25.1%
B/E move
0.7%

80Δ

Calls
Pseudo strike
36.26
IV
26.5%
B/E move
1.1%
Puts
Pseudo strike
41.36
IV
26.5%
B/E move
0.5%

Options history

No recorded observations