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Sprott Junior Gold Miners ETF SGDJ

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Market datapartial · fetched 2026-10-23T02:43:21.751Z

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 · 2026-10-23T00:00:00.101570087Z

FundamentalsAlpha Vantage · unavailable

Share price$76.73
1D-3.5%
AH$76.05$76.98$77.91$78.83$79.765:30 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$0.78$3.58$6.37$9.17$11.96$61.93$71.22$80.51$89.81$99.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SGDJ spot · $76.73SGDJ PRICE$1.08$1.41$1.77$2.23$2.67$3.18$3.68$4.31$4.81$5.51$6.29$7.01$8.04$1.19$1.56$2.02$2.54$3.08$3.67$4.26$4.96$5.98$6.81$7.87$9.31$11.16
PutsCheap0.89×
CallsExpensive1.27×
SkewBearish+0.52 pp
Implied moveBearish±$7.94
TiltBearish10.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.9647.7%14.7%69.5346.4%10.9%
25Δ84.8346.6%12.4%71.2245.1%9.2%
30Δ83.0545.8%10.5%72.5345.8%8.1%
35Δ81.7247.0%9.4%73.8246.3%7.1%
40Δ80.2746.6%8.1%75.1146.2%6.1%
45Δ78.9446.7%7.0%76.3646.1%5.3%
50Δ77.6446.2%6.0%77.6045.4%4.4%
55Δ76.3646.5%5.1%78.8545.3%3.7%
60Δ75.1544.9%4.2%80.2846.8%3.2%
65Δ73.9044.8%3.5%81.6046.0%2.5%
70Δ72.6344.5%2.9%83.0846.0%2.0%
75Δ71.4343.2%2.2%84.8846.9%1.5%
80Δ70.0143.1%1.7%87.0748.1%1.1%

20Δ

Calls
Pseudo strike
86.96
IV
47.7%
B/E move
14.7%
Puts
Pseudo strike
69.53
IV
46.4%
B/E move
10.9%

25Δ

Calls
Pseudo strike
84.83
IV
46.6%
B/E move
12.4%
Puts
Pseudo strike
71.22
IV
45.1%
B/E move
9.2%

30Δ

Calls
Pseudo strike
83.05
IV
45.8%
B/E move
10.5%
Puts
Pseudo strike
72.53
IV
45.8%
B/E move
8.1%

35Δ

Calls
Pseudo strike
81.72
IV
47.0%
B/E move
9.4%
Puts
Pseudo strike
73.82
IV
46.3%
B/E move
7.1%

40Δ

Calls
Pseudo strike
80.27
IV
46.6%
B/E move
8.1%
Puts
Pseudo strike
75.11
IV
46.2%
B/E move
6.1%

45Δ

Calls
Pseudo strike
78.94
IV
46.7%
B/E move
7.0%
Puts
Pseudo strike
76.36
IV
46.1%
B/E move
5.3%

50Δ

Calls
Pseudo strike
77.64
IV
46.2%
B/E move
6.0%
Puts
Pseudo strike
77.60
IV
45.4%
B/E move
4.4%

55Δ

Calls
Pseudo strike
76.36
IV
46.5%
B/E move
5.1%
Puts
Pseudo strike
78.85
IV
45.3%
B/E move
3.7%

60Δ

Calls
Pseudo strike
75.15
IV
44.9%
B/E move
4.2%
Puts
Pseudo strike
80.28
IV
46.8%
B/E move
3.2%

65Δ

Calls
Pseudo strike
73.90
IV
44.8%
B/E move
3.5%
Puts
Pseudo strike
81.60
IV
46.0%
B/E move
2.5%

70Δ

Calls
Pseudo strike
72.63
IV
44.5%
B/E move
2.9%
Puts
Pseudo strike
83.08
IV
46.0%
B/E move
2.0%

75Δ

Calls
Pseudo strike
71.43
IV
43.2%
B/E move
2.2%
Puts
Pseudo strike
84.88
IV
46.9%
B/E move
1.5%

80Δ

Calls
Pseudo strike
70.01
IV
43.1%
B/E move
1.7%
Puts
Pseudo strike
87.07
IV
48.1%
B/E move
1.1%

Options history

No recorded observations