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Sprott Gold Miners ETF SGDM

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Market datapartial · fetched 2026-10-22T23:21:25.623Z

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 · 2026-10-22T22:30:00.004133544Z

FundamentalsAlpha Vantage · unavailable

Share price$68.73
1D-2.8%
AH$68.44$69.06$69.67$70.28$70.905:30 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$0.76$2.64$4.52$6.40$8.28$55.32$61.68$68.05$74.41$80.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SGDM spot · $68.73SGDM PRICE$0.96$1.26$1.56$1.89$2.30$2.73$3.21$3.76$4.39$2.25$2.86$3.51$3.99$4.63$5.27$6.00$6.86$7.74
PutsCheap0.70×
CallsExpensive1.16×
SkewBullish-5.41 pp
Implied moveBearish±$6.72
TiltBearish32.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.8547.4%14.7%
25Δ75.9646.5%12.4%
30Δ74.3245.2%10.4%
35Δ72.9044.2%8.8%
40Δ71.7644.8%7.8%67.4838.2%5.1%
45Δ70.6044.6%6.7%68.4440.2%4.6%
50Δ69.5044.8%5.8%69.4242.0%4.1%
55Δ68.4045.1%5.0%70.4240.9%3.3%
60Δ67.2845.8%4.3%71.4640.8%2.8%
65Δ72.4940.2%2.2%
70Δ73.5839.7%1.7%
75Δ74.7539.2%1.2%
80Δ75.9238.2%0.8%

20Δ

Calls
Pseudo strike
77.85
IV
47.4%
B/E move
14.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
75.96
IV
46.5%
B/E move
12.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
74.32
IV
45.2%
B/E move
10.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
72.90
IV
44.2%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
71.76
IV
44.8%
B/E move
7.8%
Puts
Pseudo strike
67.48
IV
38.2%
B/E move
5.1%

45Δ

Calls
Pseudo strike
70.60
IV
44.6%
B/E move
6.7%
Puts
Pseudo strike
68.44
IV
40.2%
B/E move
4.6%

50Δ

Calls
Pseudo strike
69.50
IV
44.8%
B/E move
5.8%
Puts
Pseudo strike
69.42
IV
42.0%
B/E move
4.1%

55Δ

Calls
Pseudo strike
68.40
IV
45.1%
B/E move
5.0%
Puts
Pseudo strike
70.42
IV
40.9%
B/E move
3.3%

60Δ

Calls
Pseudo strike
67.28
IV
45.8%
B/E move
4.3%
Puts
Pseudo strike
71.46
IV
40.8%
B/E move
2.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
72.49
IV
40.2%
B/E move
2.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
73.58
IV
39.7%
B/E move
1.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
74.75
IV
39.2%
B/E move
1.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
75.92
IV
38.2%
B/E move
0.8%

Options history

No recorded observations