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Sprott Gold Miners ETF SGDM

i

Market dataready · fetched 2026-11-12T02:54:44.218Z

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 · 2026-11-12T01:00:00.115642806Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:54:43.870485+00:00

Share price$72.14
1D-2.1%
AH$71.81$72.32$72.83$73.34$73.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSGDM
Sold putSold callAH

Sprott Gold Miners ETF options

Live interpolated SGDM call and put midpoint premiums by absolute delta.Sprott Gold Miners ETF$0.59$1.75$2.91$4.08$5.24$63.14$67.83$72.53$77.22$81.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SGDM spot · $72.14SGDM PRICE$0.71$0.87$1.05$1.18$1.46$1.82$2.20$2.49$2.67$3.14$3.77$4.40$4.91$0.75$0.88$1.01$1.19$1.40$1.65$1.93$2.22$2.54$2.88$3.29$3.70$4.12
PutsCheap0.76×
CallsCheap0.70×
SkewBullish-7.44 pp
Implied moveBullish±$4.12
TiltBullish5.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.4359.5%9.7%67.2757.4%7.8%
25Δ76.7154.1%7.5%68.6650.5%6.0%
30Δ75.5751.2%6.2%69.7245.4%4.8%
35Δ74.4746.4%4.9%70.5042.9%3.9%
40Δ73.7446.5%4.2%71.1741.6%3.3%
45Δ73.1349.4%3.9%71.7741.2%2.8%
50Δ72.4450.8%3.5%72.3640.8%2.4%
55Δ71.7549.9%2.9%72.9340.3%2.0%
60Δ71.1046.1%2.3%73.5039.7%1.6%
65Δ70.3746.8%1.9%74.0839.1%1.3%
70Δ69.5449.0%1.6%74.6938.6%1.0%
75Δ68.7050.0%1.3%75.2937.7%0.8%
80Δ67.9348.3%1.0%75.8836.2%0.5%

20Δ

Calls
Pseudo strike
78.43
IV
59.5%
B/E move
9.7%
Puts
Pseudo strike
67.27
IV
57.4%
B/E move
7.8%

25Δ

Calls
Pseudo strike
76.71
IV
54.1%
B/E move
7.5%
Puts
Pseudo strike
68.66
IV
50.5%
B/E move
6.0%

30Δ

Calls
Pseudo strike
75.57
IV
51.2%
B/E move
6.2%
Puts
Pseudo strike
69.72
IV
45.4%
B/E move
4.8%

35Δ

Calls
Pseudo strike
74.47
IV
46.4%
B/E move
4.9%
Puts
Pseudo strike
70.50
IV
42.9%
B/E move
3.9%

40Δ

Calls
Pseudo strike
73.74
IV
46.5%
B/E move
4.2%
Puts
Pseudo strike
71.17
IV
41.6%
B/E move
3.3%

45Δ

Calls
Pseudo strike
73.13
IV
49.4%
B/E move
3.9%
Puts
Pseudo strike
71.77
IV
41.2%
B/E move
2.8%

50Δ

Calls
Pseudo strike
72.44
IV
50.8%
B/E move
3.5%
Puts
Pseudo strike
72.36
IV
40.8%
B/E move
2.4%

55Δ

Calls
Pseudo strike
71.75
IV
49.9%
B/E move
2.9%
Puts
Pseudo strike
72.93
IV
40.3%
B/E move
2.0%

60Δ

Calls
Pseudo strike
71.10
IV
46.1%
B/E move
2.3%
Puts
Pseudo strike
73.50
IV
39.7%
B/E move
1.6%

65Δ

Calls
Pseudo strike
70.37
IV
46.8%
B/E move
1.9%
Puts
Pseudo strike
74.08
IV
39.1%
B/E move
1.3%

70Δ

Calls
Pseudo strike
69.54
IV
49.0%
B/E move
1.6%
Puts
Pseudo strike
74.69
IV
38.6%
B/E move
1.0%

75Δ

Calls
Pseudo strike
68.70
IV
50.0%
B/E move
1.3%
Puts
Pseudo strike
75.29
IV
37.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
67.93
IV
48.3%
B/E move
1.0%
Puts
Pseudo strike
75.88
IV
36.2%
B/E move
0.5%

Options history

IV · four-Friday blend45.97%
Daily EOD
SGDM39.6%43.0%46.4%2026-10-19: 41.71%2026-10-20: 40.38%2026-10-21: 40.07%2026-10-22: 41.68%2026-10-23: 41.57%2026-10-26: 40.14%2026-10-27: 40.21%2026-10-28: 41.04%2026-10-29: 40.83%2026-10-30: 45.97%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.71%
40.38%
40.07%
41.68%
41.57%
40.14%
40.21%
41.04%
40.83%
45.97%