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Sprott Junior Gold Miners ETF SGDJ

i

Market dataready · fetched 2026-11-13T04:11:41.862Z

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: 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 · 2026-11-13T01:00:00.10926122Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T04:11:42.006253+00:00

Share price$76.48
1D-1.4%
AH$76.01$76.55$77.09$77.63$78.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSGDJ
Sold putSold callAH

Sprott Junior Gold Miners ETF options

Live interpolated SGDJ call and put midpoint premiums by absolute delta.Sprott Junior Gold Miners ETF$0.61$2.26$3.92$5.57$7.22$63.80$70.01$76.23$82.45$88.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —OPTION PRICELive SGDJ spot · $76.48SGDJ PRICE$0.79$0.94$1.13$1.41$1.73$2.05$2.41$2.87$3.41$3.88$4.47$5.67$6.74$1.70$2.04$2.38$2.71$3.12$3.54$3.93$4.40
Puts——
CallsCheap0.87×
Skew——
Implied moveBullish±$4.45
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.4666.7%10.2%
25Δ81.4659.4%7.7%
30Δ80.1454.8%6.3%
35Δ79.2655.1%5.5%
40Δ78.4355.5%4.8%
45Δ77.6255.6%4.2%76.0942.4%2.7%
50Δ76.8056.0%3.6%76.7142.5%2.4%
55Δ76.0057.6%3.1%77.3242.5%2.0%
60Δ75.1559.2%2.7%77.9342.5%1.6%
65Δ74.3158.5%2.2%78.5842.3%1.3%
70Δ73.4058.7%1.8%79.2141.6%1.1%
75Δ72.0465.4%1.6%79.8140.1%0.8%
80Δ70.7067.7%1.3%80.4738.6%0.5%

20Δ

Calls
Pseudo strike
83.46
IV
66.7%
B/E move
10.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
81.46
IV
59.4%
B/E move
7.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
80.14
IV
54.8%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
79.26
IV
55.1%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
78.43
IV
55.5%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
77.62
IV
55.6%
B/E move
4.2%
Puts
Pseudo strike
76.09
IV
42.4%
B/E move
2.7%

50Δ

Calls
Pseudo strike
76.80
IV
56.0%
B/E move
3.6%
Puts
Pseudo strike
76.71
IV
42.5%
B/E move
2.4%

55Δ

Calls
Pseudo strike
76.00
IV
57.6%
B/E move
3.1%
Puts
Pseudo strike
77.32
IV
42.5%
B/E move
2.0%

60Δ

Calls
Pseudo strike
75.15
IV
59.2%
B/E move
2.7%
Puts
Pseudo strike
77.93
IV
42.5%
B/E move
1.6%

65Δ

Calls
Pseudo strike
74.31
IV
58.5%
B/E move
2.2%
Puts
Pseudo strike
78.58
IV
42.3%
B/E move
1.3%

70Δ

Calls
Pseudo strike
73.40
IV
58.7%
B/E move
1.8%
Puts
Pseudo strike
79.21
IV
41.6%
B/E move
1.1%

75Δ

Calls
Pseudo strike
72.04
IV
65.4%
B/E move
1.6%
Puts
Pseudo strike
79.81
IV
40.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
70.70
IV
67.7%
B/E move
1.3%
Puts
Pseudo strike
80.47
IV
38.6%
B/E move
0.5%

Options history

IV · four-Friday blend48.21%
Daily EOD
SGDJ43.7%46.1%48.5%2026-10-19: 44.71%2026-10-20: 44.08%2026-10-21: 44.29%2026-10-22: 45.68%2026-10-23: 45.81%2026-10-26: 46.14%2026-10-27: 44.70%2026-10-28: 44.54%2026-10-29: 45.11%2026-10-30: 48.21%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
44.71%
44.08%
44.29%
45.68%
45.81%
46.14%
44.70%
44.54%
45.11%
48.21%