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abrdn Physical Gold Shares ETF SGOL

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Market datapartial · fetched 2026-10-23T19:03:49.799Z

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 · 2026-10-23T19:03:27.764824565Z

FundamentalsAlpha Vantage · unavailable

Share price$38.03
1D-0.9%
$37.81$37.96$38.11$38.26$38.415:30 AM6:30 AM9:00 AM1:00 PMSGOL
Sold putSold call

abrdn Physical Gold Shares ETF options

Live interpolated SGOL call and put midpoint premiums by absolute delta.abrdn Physical Gold Shares ETF$0.15$0.83$1.51$2.19$2.87$34.37$36.18$37.99$39.80$41.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SGOL spot · $38.03SGOL PRICE$0.23$0.34$0.46$0.58$0.70$0.82$0.94$1.08$1.30$1.52$1.78$2.19$2.68$0.52$0.55$0.45$0.55$0.64$0.73$0.83$0.92$1.01$1.10$1.26$1.61$1.96
PutsCheap0.76×
CallsFair1.00×
SkewBullish-1.57 pp
Implied moveBullish±$1.76
TiltBullish9.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.0019.7%5.8%34.8341.9%9.8%
25Δ39.7020.1%5.3%36.0133.3%6.8%
30Δ39.4020.6%4.8%37.0121.9%3.9%
35Δ39.1121.0%4.4%37.2721.1%3.4%
40Δ38.8121.5%3.9%37.5220.3%3.0%
45Δ38.5121.9%3.4%37.7819.5%2.6%
50Δ38.2222.4%3.0%38.0418.7%2.2%
55Δ37.9122.8%2.5%38.2917.9%1.7%
60Δ37.5823.3%2.2%38.5517.0%1.3%
65Δ37.2523.8%1.9%38.8016.2%0.9%
70Δ36.8724.6%1.6%39.1015.7%0.5%
75Δ36.3726.3%1.4%39.5116.0%0.4%
80Δ35.8028.2%1.2%39.9216.3%0.2%

20Δ

Calls
Pseudo strike
40.00
IV
19.7%
B/E move
5.8%
Puts
Pseudo strike
34.83
IV
41.9%
B/E move
9.8%

25Δ

Calls
Pseudo strike
39.70
IV
20.1%
B/E move
5.3%
Puts
Pseudo strike
36.01
IV
33.3%
B/E move
6.8%

30Δ

Calls
Pseudo strike
39.40
IV
20.6%
B/E move
4.8%
Puts
Pseudo strike
37.01
IV
21.9%
B/E move
3.9%

35Δ

Calls
Pseudo strike
39.11
IV
21.0%
B/E move
4.4%
Puts
Pseudo strike
37.27
IV
21.1%
B/E move
3.4%

40Δ

Calls
Pseudo strike
38.81
IV
21.5%
B/E move
3.9%
Puts
Pseudo strike
37.52
IV
20.3%
B/E move
3.0%

45Δ

Calls
Pseudo strike
38.51
IV
21.9%
B/E move
3.4%
Puts
Pseudo strike
37.78
IV
19.5%
B/E move
2.6%

50Δ

Calls
Pseudo strike
38.22
IV
22.4%
B/E move
3.0%
Puts
Pseudo strike
38.04
IV
18.7%
B/E move
2.2%

55Δ

Calls
Pseudo strike
37.91
IV
22.8%
B/E move
2.5%
Puts
Pseudo strike
38.29
IV
17.9%
B/E move
1.7%

60Δ

Calls
Pseudo strike
37.58
IV
23.3%
B/E move
2.2%
Puts
Pseudo strike
38.55
IV
17.0%
B/E move
1.3%

65Δ

Calls
Pseudo strike
37.25
IV
23.8%
B/E move
1.9%
Puts
Pseudo strike
38.80
IV
16.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
36.87
IV
24.6%
B/E move
1.6%
Puts
Pseudo strike
39.10
IV
15.7%
B/E move
0.5%

75Δ

Calls
Pseudo strike
36.37
IV
26.3%
B/E move
1.4%
Puts
Pseudo strike
39.51
IV
16.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
35.80
IV
28.2%
B/E move
1.2%
Puts
Pseudo strike
39.92
IV
16.3%
B/E move
0.2%

Options history

No recorded observations