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State Street SPDR S&P Global Natural Resources ETF GNR

i

Market dataready · fetched 2026-11-08T10:13:15.902Z

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 · 2026-11-07T01:00:00.121470828Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-08T10:13:15.772089+00:00

Share price$73.11
1D+0.8%
AH$72.41$72.72$73.04$73.35$73.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGNR
Sold putSold callAH

State Street SPDR S&P Global Natural Resources ETF options

Live interpolated GNR call and put midpoint premiums by absolute delta.State Street SPDR S&P Global Natural Resources ETF$1.34$2.79$4.24$5.69$7.14$69.02$71.32$73.63$75.94$78.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GNR spot · $73.11GNR PRICE$1.50$1.53$1.63$1.74$1.94$2.13$2.29$2.39$2.49$2.59$2.69$2.83$1.65$1.78$1.89$2.01$2.21$2.46$2.85$3.27$3.71$4.58$6.73
Puts——
Calls——
Skew——
Implied moveBalanced±$4.34
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ81.8080.1%13.9%
30Δ78.4063.3%9.3%69.4760.5%7.2%
35Δ76.4954.0%6.8%70.8353.1%5.6%
40Δ75.1847.6%5.2%71.9046.7%4.2%
45Δ74.2444.4%4.2%72.7041.9%3.3%
50Δ73.4641.6%3.4%73.3939.4%2.6%
55Δ72.8338.5%2.7%74.0238.1%2.1%
60Δ72.3835.3%2.3%74.6738.0%1.8%
65Δ71.9432.1%1.8%75.3437.6%1.4%
70Δ71.4928.8%1.3%76.0137.2%1.1%
75Δ71.0425.6%0.9%77.0339.6%0.9%
80Δ70.7623.0%0.7%79.2349.2%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
81.80
IV
80.1%
B/E move
13.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
78.40
IV
63.3%
B/E move
9.3%
Puts
Pseudo strike
69.47
IV
60.5%
B/E move
7.2%

35Δ

Calls
Pseudo strike
76.49
IV
54.0%
B/E move
6.8%
Puts
Pseudo strike
70.83
IV
53.1%
B/E move
5.6%

40Δ

Calls
Pseudo strike
75.18
IV
47.6%
B/E move
5.2%
Puts
Pseudo strike
71.90
IV
46.7%
B/E move
4.2%

45Δ

Calls
Pseudo strike
74.24
IV
44.4%
B/E move
4.2%
Puts
Pseudo strike
72.70
IV
41.9%
B/E move
3.3%

50Δ

Calls
Pseudo strike
73.46
IV
41.6%
B/E move
3.4%
Puts
Pseudo strike
73.39
IV
39.4%
B/E move
2.6%

55Δ

Calls
Pseudo strike
72.83
IV
38.5%
B/E move
2.7%
Puts
Pseudo strike
74.02
IV
38.1%
B/E move
2.1%

60Δ

Calls
Pseudo strike
72.38
IV
35.3%
B/E move
2.3%
Puts
Pseudo strike
74.67
IV
38.0%
B/E move
1.8%

65Δ

Calls
Pseudo strike
71.94
IV
32.1%
B/E move
1.8%
Puts
Pseudo strike
75.34
IV
37.6%
B/E move
1.4%

70Δ

Calls
Pseudo strike
71.49
IV
28.8%
B/E move
1.3%
Puts
Pseudo strike
76.01
IV
37.2%
B/E move
1.1%

75Δ

Calls
Pseudo strike
71.04
IV
25.6%
B/E move
0.9%
Puts
Pseudo strike
77.03
IV
39.6%
B/E move
0.9%

80Δ

Calls
Pseudo strike
70.76
IV
23.0%
B/E move
0.7%
Puts
Pseudo strike
79.23
IV
49.2%
B/E move
0.8%

Options history

IV · four-Friday blend24.83%
Daily close
GNR16.7%33.5%50.4%2026-08-10: 18.99%2026-08-11: 19.14%2026-08-12: 24.61%2026-08-13: 23.82%2026-08-14: 24.47%2026-08-17: 29.35%2026-08-18: 30.92%2026-08-20: 43.27%2026-08-21: 22.21%2026-08-24: 23.23%2026-08-25: 24.52%2026-08-26: 24.95%2026-08-27: 25.36%2026-08-28: 24.96%2026-08-31: 24.08%2026-09-01: 26.21%2026-09-02: 26.18%2026-09-03: 25.19%2026-09-04: 25.74%2026-09-08: 26.05%2026-09-10: 28.76%2026-09-11: 28.67%2026-09-14: 33.49%2026-09-15: 34.94%2026-09-16: 37.00%2026-09-17: 47.83%2026-09-18: 25.11%2026-09-21: 25.86%2026-09-22: 26.16%2026-09-23: 26.88%2026-09-24: 24.71%2026-09-25: 23.57%2026-09-28: 24.47%2026-09-29: 26.03%2026-09-30: 26.28%2026-10-01: 28.00%2026-10-02: 28.18%2026-10-05: 28.90%2026-10-06: 28.70%2026-10-07: 30.15%2026-10-08: 30.46%2026-10-09: 30.84%2026-10-12: 33.63%2026-10-13: 35.38%2026-10-14: 38.75%2026-10-15: 48.09%2026-10-16: 24.80%2026-10-19: 23.84%2026-10-20: 23.76%2026-10-21: 22.10%2026-10-22: 24.12%2026-10-23: 22.95%2026-10-26: 23.96%2026-10-27: 24.06%2026-10-28: 24.43%2026-10-29: 23.98%2026-10-30: 24.83%Aug 10Sep 22Oct 30
57 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
18.99%
19.14%
24.61%
23.82%
24.47%
29.35%
30.92%
43.27%
22.21%
23.23%
24.52%
24.95%
25.36%
24.96%
24.08%
26.21%
26.18%
25.19%
25.74%
26.05%
28.76%
28.67%
33.49%
34.94%
37.00%
47.83%
25.11%
25.86%
26.16%
26.88%
24.71%
23.57%
24.47%
26.03%
26.28%
28.00%
28.18%
28.90%
28.70%
30.15%
30.46%
30.84%
33.63%
35.38%
38.75%
48.09%
24.80%
23.84%
23.76%
22.10%
24.12%
22.95%
23.96%
24.06%
24.43%
23.98%
24.83%