iShares MSCI Global Gold Miners Fund RING
i
Market dataready · fetched 2026-11-12T01:03:11.500Z
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 · 2026-11-11T21:00:41.85263692Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:03:11.088567+00:00
iShares MSCI Global Gold Miners Fund options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 82.96 | 91.5% | 13.3% | |||
| 30Δ | 79.77 | 73.8% | 9.1% | 70.77 | 72.2% | 7.3% |
| 35Δ | 78.28 | 69.9% | 7.5% | 72.12 | 64.7% | 5.7% |
| 40Δ | 76.88 | 63.2% | 5.8% | 73.19 | 58.1% | 4.5% |
| 45Δ | 75.78 | 58.1% | 4.6% | 74.07 | 51.4% | 3.5% |
| 50Δ | 74.88 | 55.2% | 3.8% | 74.78 | 47.5% | 2.8% |
| 55Δ | 74.08 | 52.8% | 3.1% | 75.35 | 43.1% | 2.2% |
| 60Δ | 73.27 | 53.7% | 2.6% | 75.86 | 38.6% | 1.6% |
| 65Δ | 72.39 | 55.4% | 2.2% | 76.51 | 38.5% | 1.3% |
| 70Δ | 71.44 | 57.0% | 1.9% | 77.24 | 39.8% | 1.1% |
| 75Δ | 70.35 | 59.2% | 1.5% | 77.97 | 40.0% | 0.8% |
| 80Δ | 68.85 | 64.4% | 1.3% | 78.51 | 37.4% | 0.6% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 82.96
- IV
- 91.5%
- B/E move
- 13.3%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 79.77
- IV
- 73.8%
- B/E move
- 9.1%
- Pseudo strike
- 70.77
- IV
- 72.2%
- B/E move
- 7.3%
35Δ
- Pseudo strike
- 78.28
- IV
- 69.9%
- B/E move
- 7.5%
- Pseudo strike
- 72.12
- IV
- 64.7%
- B/E move
- 5.7%
40Δ
- Pseudo strike
- 76.88
- IV
- 63.2%
- B/E move
- 5.8%
- Pseudo strike
- 73.19
- IV
- 58.1%
- B/E move
- 4.5%
45Δ
- Pseudo strike
- 75.78
- IV
- 58.1%
- B/E move
- 4.6%
- Pseudo strike
- 74.07
- IV
- 51.4%
- B/E move
- 3.5%
50Δ
- Pseudo strike
- 74.88
- IV
- 55.2%
- B/E move
- 3.8%
- Pseudo strike
- 74.78
- IV
- 47.5%
- B/E move
- 2.8%
55Δ
- Pseudo strike
- 74.08
- IV
- 52.8%
- B/E move
- 3.1%
- Pseudo strike
- 75.35
- IV
- 43.1%
- B/E move
- 2.2%
60Δ
- Pseudo strike
- 73.27
- IV
- 53.7%
- B/E move
- 2.6%
- Pseudo strike
- 75.86
- IV
- 38.6%
- B/E move
- 1.6%
65Δ
- Pseudo strike
- 72.39
- IV
- 55.4%
- B/E move
- 2.2%
- Pseudo strike
- 76.51
- IV
- 38.5%
- B/E move
- 1.3%
70Δ
- Pseudo strike
- 71.44
- IV
- 57.0%
- B/E move
- 1.9%
- Pseudo strike
- 77.24
- IV
- 39.8%
- B/E move
- 1.1%
75Δ
- Pseudo strike
- 70.35
- IV
- 59.2%
- B/E move
- 1.5%
- Pseudo strike
- 77.97
- IV
- 40.0%
- B/E move
- 0.8%
80Δ
- Pseudo strike
- 68.85
- IV
- 64.4%
- B/E move
- 1.3%
- Pseudo strike
- 78.51
- IV
- 37.4%
- B/E move
- 0.6%
Options history
Table
| Date | IV (%) |
|---|---|
| 43.66% | |
| 40.77% | |
| 44.12% | |
| 42.38% | |
| 48.22% | |
| 43.71% | |
| 41.57% | |
| 42.85% | |
| 50.36% | |
| 42.99% |