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abrdn Physical Gold Shares ETF SGOL

i

Market dataready · fetched 2026-11-13T02:13:39.568Z

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 · 2026-11-13T01:00:00.009790154Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:13:39.206746+00:00

Share price$36.87
1D-0.8%
AH$36.63$36.78$36.92$37.07$37.225:30 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$0.22$0.74$1.27$1.79$2.32$34.56$35.91$37.26$38.61$39.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SGOL spot · $36.87SGOL PRICE$0.34$0.38$0.38$0.44$0.52$0.59$0.69$0.84$0.99$1.14$1.31$1.74$2.17$0.28$0.31$0.35$0.39$0.42
Puts——
CallsExpensive1.46×
Skew——
Implied moveBullish±$1.11
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.2662.8%10.1%
25Δ38.8548.9%6.4%
30Δ38.0637.8%4.2%36.1326.9%2.8%
35Δ37.7535.8%3.6%36.3125.0%2.4%
40Δ37.4734.4%3.0%36.5023.2%2.0%
45Δ37.2033.0%2.5%36.6921.4%1.5%
50Δ36.9432.2%2.1%36.8719.5%1.1%
55Δ36.7032.7%1.8%
60Δ36.4633.3%1.6%
65Δ36.2233.8%1.3%
70Δ35.9634.7%1.1%
75Δ35.4839.3%1.0%
80Δ35.0143.9%0.8%

20Δ

Calls
Pseudo strike
40.26
IV
62.8%
B/E move
10.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
38.85
IV
48.9%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
38.06
IV
37.8%
B/E move
4.2%
Puts
Pseudo strike
36.13
IV
26.9%
B/E move
2.8%

35Δ

Calls
Pseudo strike
37.75
IV
35.8%
B/E move
3.6%
Puts
Pseudo strike
36.31
IV
25.0%
B/E move
2.4%

40Δ

Calls
Pseudo strike
37.47
IV
34.4%
B/E move
3.0%
Puts
Pseudo strike
36.50
IV
23.2%
B/E move
2.0%

45Δ

Calls
Pseudo strike
37.20
IV
33.0%
B/E move
2.5%
Puts
Pseudo strike
36.69
IV
21.4%
B/E move
1.5%

50Δ

Calls
Pseudo strike
36.94
IV
32.2%
B/E move
2.1%
Puts
Pseudo strike
36.87
IV
19.5%
B/E move
1.1%

55Δ

Calls
Pseudo strike
36.70
IV
32.7%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
36.46
IV
33.3%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
36.22
IV
33.8%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
35.96
IV
34.7%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
35.48
IV
39.3%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
35.01
IV
43.9%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend23.96%
Daily EOD
SGOL19.6%22.0%24.3%2026-10-19: 21.06%2026-10-20: 21.40%2026-10-21: 19.94%2026-10-22: 21.61%2026-10-23: 21.03%2026-10-26: 22.22%2026-10-27: 21.62%2026-10-28: 21.97%2026-10-29: 20.83%2026-10-30: 23.96%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
21.06%
21.40%
19.94%
21.61%
21.03%
22.22%
21.62%
21.97%
20.83%
23.96%