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Sprott Junior Gold Miners ETF SGDJ

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Market datapartial · fetched 2026-10-22T16:40:59.112Z

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 · 2026-10-22T16:21:20.125470699Z

FundamentalsAlpha Vantage · unavailable

Share price$77.36
1D-2.7%
$77.02$77.68$78.35$79.02$79.685:30 AM6:30 AM9:00 AM1:00 PMSGDJ
Sold putSold call

Sprott Junior Gold Miners ETF options

Live interpolated SGDJ call and put midpoint premiums by absolute delta.Sprott Junior Gold Miners ETF$1.80$4.30$6.81$9.31$11.82$62.52$71.65$80.77$89.90$99.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SGDJ spot · $77.36SGDJ PRICE$2.07$2.50$2.50$2.71$2.78$3.29$3.87$4.84$5.18$5.96$6.50$7.43$8.53$2.50$2.59$2.83$3.45$4.08$4.81$5.56$6.40$6.82$7.75$9.15$11.10
PutsFair0.99×
CallsExpensive1.56×
SkewBullish-5.46 pp
Implied moveBearish±$8.68
TiltBearish7.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ100.7194.1%32.9%
25Δ94.2586.2%25.1%69.3469.3%13.6%
30Δ87.1366.1%15.9%72.2357.3%10.0%
35Δ83.7357.6%11.7%74.1950.7%7.7%
40Δ81.0748.2%8.4%75.6150.9%6.7%
45Δ79.6648.0%7.2%77.0050.5%5.7%
50Δ78.3248.3%6.2%78.3950.4%4.9%
55Δ77.0152.4%5.8%79.7749.9%4.1%
60Δ75.6748.3%4.5%81.1649.4%3.4%
65Δ74.3248.3%3.8%82.2445.7%2.5%
70Δ73.1345.8%2.9%83.6145.0%1.9%
75Δ71.7445.6%2.3%85.3845.8%1.5%
80Δ70.2345.5%1.8%87.6447.5%1.1%

20Δ

Calls
Pseudo strike
100.71
IV
94.1%
B/E move
32.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
94.25
IV
86.2%
B/E move
25.1%
Puts
Pseudo strike
69.34
IV
69.3%
B/E move
13.6%

30Δ

Calls
Pseudo strike
87.13
IV
66.1%
B/E move
15.9%
Puts
Pseudo strike
72.23
IV
57.3%
B/E move
10.0%

35Δ

Calls
Pseudo strike
83.73
IV
57.6%
B/E move
11.7%
Puts
Pseudo strike
74.19
IV
50.7%
B/E move
7.7%

40Δ

Calls
Pseudo strike
81.07
IV
48.2%
B/E move
8.4%
Puts
Pseudo strike
75.61
IV
50.9%
B/E move
6.7%

45Δ

Calls
Pseudo strike
79.66
IV
48.0%
B/E move
7.2%
Puts
Pseudo strike
77.00
IV
50.5%
B/E move
5.7%

50Δ

Calls
Pseudo strike
78.32
IV
48.3%
B/E move
6.2%
Puts
Pseudo strike
78.39
IV
50.4%
B/E move
4.9%

55Δ

Calls
Pseudo strike
77.01
IV
52.4%
B/E move
5.8%
Puts
Pseudo strike
79.77
IV
49.9%
B/E move
4.1%

60Δ

Calls
Pseudo strike
75.67
IV
48.3%
B/E move
4.5%
Puts
Pseudo strike
81.16
IV
49.4%
B/E move
3.4%

65Δ

Calls
Pseudo strike
74.32
IV
48.3%
B/E move
3.8%
Puts
Pseudo strike
82.24
IV
45.7%
B/E move
2.5%

70Δ

Calls
Pseudo strike
73.13
IV
45.8%
B/E move
2.9%
Puts
Pseudo strike
83.61
IV
45.0%
B/E move
1.9%

75Δ

Calls
Pseudo strike
71.74
IV
45.6%
B/E move
2.3%
Puts
Pseudo strike
85.38
IV
45.8%
B/E move
1.5%

80Δ

Calls
Pseudo strike
70.23
IV
45.5%
B/E move
1.8%
Puts
Pseudo strike
87.64
IV
47.5%
B/E move
1.1%

Options history

No recorded observations