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VanEck Merk Gold ETF OUNZ

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Market datapartial · fetched 2026-10-23T21:48:54.959Z

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 · 2026-10-23T20:47:34.018447223Z

FundamentalsAlpha Vantage · unavailable

Share price$38.35
1D-1.0%
AH$38.16$38.31$38.46$38.61$38.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOUNZ
Sold putSold callAH

VanEck Merk Gold ETF options

Live interpolated OUNZ call and put midpoint premiums by absolute delta.VanEck Merk Gold ETF$0.44$1.03$1.63$2.22$2.82$35.04$36.79$38.54$40.30$42.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OUNZ spot · $38.35OUNZ PRICE$0.50$0.56$0.61$0.68$0.75$0.85$1.01$1.17$1.35$1.58$1.81$2.17$2.65$0.51$0.56$0.61$0.66$0.71$0.82$0.94$1.06$1.20$1.38$1.56$1.75$2.12
PutsExpensive1.24×
CallsExpensive1.56×
SkewBullish-3.67 pp
Implied moveBullish±$1.95
TiltBullish6.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.2145.6%14.0%35.1141.4%9.8%
25Δ41.5237.6%9.7%35.8036.8%8.1%
30Δ40.5032.0%7.2%36.4932.3%6.4%
35Δ39.8128.5%5.6%37.1827.7%4.8%
40Δ39.3226.1%4.5%37.8723.2%3.1%
45Δ38.8924.5%3.6%38.2321.8%2.5%
50Δ38.5624.4%3.2%38.5121.2%2.0%
55Δ38.2324.4%2.7%38.7920.6%1.6%
60Δ37.8924.4%2.3%39.0720.0%1.2%
65Δ37.5324.6%2.0%39.3519.7%1.0%
70Δ37.1824.8%1.7%39.6419.3%0.7%
75Δ36.7225.8%1.4%39.9219.0%0.5%
80Δ36.1527.6%1.2%40.3619.5%0.3%

20Δ

Calls
Pseudo strike
43.21
IV
45.6%
B/E move
14.0%
Puts
Pseudo strike
35.11
IV
41.4%
B/E move
9.8%

25Δ

Calls
Pseudo strike
41.52
IV
37.6%
B/E move
9.7%
Puts
Pseudo strike
35.80
IV
36.8%
B/E move
8.1%

30Δ

Calls
Pseudo strike
40.50
IV
32.0%
B/E move
7.2%
Puts
Pseudo strike
36.49
IV
32.3%
B/E move
6.4%

35Δ

Calls
Pseudo strike
39.81
IV
28.5%
B/E move
5.6%
Puts
Pseudo strike
37.18
IV
27.7%
B/E move
4.8%

40Δ

Calls
Pseudo strike
39.32
IV
26.1%
B/E move
4.5%
Puts
Pseudo strike
37.87
IV
23.2%
B/E move
3.1%

45Δ

Calls
Pseudo strike
38.89
IV
24.5%
B/E move
3.6%
Puts
Pseudo strike
38.23
IV
21.8%
B/E move
2.5%

50Δ

Calls
Pseudo strike
38.56
IV
24.4%
B/E move
3.2%
Puts
Pseudo strike
38.51
IV
21.2%
B/E move
2.0%

55Δ

Calls
Pseudo strike
38.23
IV
24.4%
B/E move
2.7%
Puts
Pseudo strike
38.79
IV
20.6%
B/E move
1.6%

60Δ

Calls
Pseudo strike
37.89
IV
24.4%
B/E move
2.3%
Puts
Pseudo strike
39.07
IV
20.0%
B/E move
1.2%

65Δ

Calls
Pseudo strike
37.53
IV
24.6%
B/E move
2.0%
Puts
Pseudo strike
39.35
IV
19.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
37.18
IV
24.8%
B/E move
1.7%
Puts
Pseudo strike
39.64
IV
19.3%
B/E move
0.7%

75Δ

Calls
Pseudo strike
36.72
IV
25.8%
B/E move
1.4%
Puts
Pseudo strike
39.92
IV
19.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
36.15
IV
27.6%
B/E move
1.2%
Puts
Pseudo strike
40.36
IV
19.5%
B/E move
0.3%

Options history

No recorded observations