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abrdn Physical Gold Shares ETF SGOL

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Market datapartial · fetched 2026-10-22T23:23:44.468Z

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 · 2026-10-22T23:15:33.334345533Z

FundamentalsAlpha Vantage · unavailable

Share price$38.31
1D-1.1%
AH$38.22$38.40$38.59$38.77$38.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSGOL
Sold putSold callAH

abrdn Physical Gold Shares ETF options

Live interpolated SGOL call and put midpoint premiums by absolute delta.abrdn Physical Gold Shares ETF$0.24$1.05$1.85$2.65$3.45$34.62$36.48$38.34$40.21$42.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SGOL spot · $38.31SGOL PRICE$0.41$0.33$0.49$0.66$0.83$0.99$1.09$1.19$1.43$1.86$2.29$2.69$3.22$0.51$0.55$0.60$0.64$0.69$0.78$0.88$0.99$1.09$1.41$1.75$2.02$2.20
PutsCheap0.86×
CallsExpensive1.23×
SkewBullish-4.54 pp
Implied moveBullish±$1.97
TiltBullish10.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.2641.0%14.0%35.1440.3%9.6%
25Δ40.1721.5%5.7%36.0734.2%7.3%
30Δ39.7522.5%5.0%37.0028.0%5.0%
35Δ39.4924.6%4.8%37.4424.9%3.9%
40Δ39.2326.7%4.6%37.8921.8%2.9%
45Δ38.9528.3%4.3%38.1920.4%2.3%
50Δ38.5826.6%3.6%38.4619.6%1.9%
55Δ38.2224.9%2.9%38.7218.9%1.5%
60Δ37.8025.3%2.4%38.9818.1%1.1%
65Δ37.3228.8%2.3%39.3719.5%0.9%
70Δ36.8131.4%2.1%39.7721.2%0.8%
75Δ36.2732.2%1.7%40.1121.5%0.6%
80Δ35.6233.5%1.4%40.3719.9%0.4%

20Δ

Calls
Pseudo strike
43.26
IV
41.0%
B/E move
14.0%
Puts
Pseudo strike
35.14
IV
40.3%
B/E move
9.6%

25Δ

Calls
Pseudo strike
40.17
IV
21.5%
B/E move
5.7%
Puts
Pseudo strike
36.07
IV
34.2%
B/E move
7.3%

30Δ

Calls
Pseudo strike
39.75
IV
22.5%
B/E move
5.0%
Puts
Pseudo strike
37.00
IV
28.0%
B/E move
5.0%

35Δ

Calls
Pseudo strike
39.49
IV
24.6%
B/E move
4.8%
Puts
Pseudo strike
37.44
IV
24.9%
B/E move
3.9%

40Δ

Calls
Pseudo strike
39.23
IV
26.7%
B/E move
4.6%
Puts
Pseudo strike
37.89
IV
21.8%
B/E move
2.9%

45Δ

Calls
Pseudo strike
38.95
IV
28.3%
B/E move
4.3%
Puts
Pseudo strike
38.19
IV
20.4%
B/E move
2.3%

50Δ

Calls
Pseudo strike
38.58
IV
26.6%
B/E move
3.6%
Puts
Pseudo strike
38.46
IV
19.6%
B/E move
1.9%

55Δ

Calls
Pseudo strike
38.22
IV
24.9%
B/E move
2.9%
Puts
Pseudo strike
38.72
IV
18.9%
B/E move
1.5%

60Δ

Calls
Pseudo strike
37.80
IV
25.3%
B/E move
2.4%
Puts
Pseudo strike
38.98
IV
18.1%
B/E move
1.1%

65Δ

Calls
Pseudo strike
37.32
IV
28.8%
B/E move
2.3%
Puts
Pseudo strike
39.37
IV
19.5%
B/E move
0.9%

70Δ

Calls
Pseudo strike
36.81
IV
31.4%
B/E move
2.1%
Puts
Pseudo strike
39.77
IV
21.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
36.27
IV
32.2%
B/E move
1.7%
Puts
Pseudo strike
40.11
IV
21.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
35.62
IV
33.5%
B/E move
1.4%
Puts
Pseudo strike
40.37
IV
19.9%
B/E move
0.4%

Options history

No recorded observations