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abrdn Physical Gold Shares ETF SGOL

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Market dataready · fetched 2026-10-23T02:25:30.766Z

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 · 2026-10-23T00:00:00.117998058Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T02:25:29.544144+00:00

Share price$38.33
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$0.25$1.03$1.81$2.60$3.38$34.64$36.49$38.35$40.20$42.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SGOL spot · $38.33SGOL PRICE$0.41$0.33$0.48$0.65$0.82$0.98$1.08$1.18$1.40$1.83$2.26$2.66$3.16$0.51$0.55$0.60$0.65$0.69$0.78$0.89$1.00$1.11$1.45$1.80$2.05$2.24
PutsCheap0.87×
CallsExpensive1.22×
SkewBullish-4.04 pp
Implied moveBullish±$1.98
TiltBullish9.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.3041.2%14.0%35.1540.4%9.6%
25Δ40.2521.9%5.9%36.0934.3%7.3%
30Δ39.7622.2%5.0%37.0128.2%5.0%
35Δ39.5024.3%4.7%37.4625.0%4.0%
40Δ39.2426.4%4.5%37.9121.8%2.9%
45Δ38.9628.2%4.2%38.2120.6%2.4%
50Δ38.6026.4%3.5%38.4819.8%1.9%
55Δ38.2424.7%2.9%38.7419.1%1.5%
60Δ37.8424.7%2.4%39.0118.4%1.1%
65Δ37.3528.2%2.2%39.4220.1%1.0%
70Δ36.8631.0%2.0%39.8221.8%0.8%
75Δ36.3231.7%1.7%40.1521.7%0.6%
80Δ35.7032.8%1.4%40.4320.2%0.4%

20Δ

Calls
Pseudo strike
43.30
IV
41.2%
B/E move
14.0%
Puts
Pseudo strike
35.15
IV
40.4%
B/E move
9.6%

25Δ

Calls
Pseudo strike
40.25
IV
21.9%
B/E move
5.9%
Puts
Pseudo strike
36.09
IV
34.3%
B/E move
7.3%

30Δ

Calls
Pseudo strike
39.76
IV
22.2%
B/E move
5.0%
Puts
Pseudo strike
37.01
IV
28.2%
B/E move
5.0%

35Δ

Calls
Pseudo strike
39.50
IV
24.3%
B/E move
4.7%
Puts
Pseudo strike
37.46
IV
25.0%
B/E move
4.0%

40Δ

Calls
Pseudo strike
39.24
IV
26.4%
B/E move
4.5%
Puts
Pseudo strike
37.91
IV
21.8%
B/E move
2.9%

45Δ

Calls
Pseudo strike
38.96
IV
28.2%
B/E move
4.2%
Puts
Pseudo strike
38.21
IV
20.6%
B/E move
2.4%

50Δ

Calls
Pseudo strike
38.60
IV
26.4%
B/E move
3.5%
Puts
Pseudo strike
38.48
IV
19.8%
B/E move
1.9%

55Δ

Calls
Pseudo strike
38.24
IV
24.7%
B/E move
2.9%
Puts
Pseudo strike
38.74
IV
19.1%
B/E move
1.5%

60Δ

Calls
Pseudo strike
37.84
IV
24.7%
B/E move
2.4%
Puts
Pseudo strike
39.01
IV
18.4%
B/E move
1.1%

65Δ

Calls
Pseudo strike
37.35
IV
28.2%
B/E move
2.2%
Puts
Pseudo strike
39.42
IV
20.1%
B/E move
1.0%

70Δ

Calls
Pseudo strike
36.86
IV
31.0%
B/E move
2.0%
Puts
Pseudo strike
39.82
IV
21.8%
B/E move
0.8%

75Δ

Calls
Pseudo strike
36.32
IV
31.7%
B/E move
1.7%
Puts
Pseudo strike
40.15
IV
21.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
35.70
IV
32.8%
B/E move
1.4%
Puts
Pseudo strike
40.43
IV
20.2%
B/E move
0.4%

Options history

No recorded observations