iShares MSCI Global Gold Miners Fund RING
i
Market dataready · fetched 2026-11-06T20:56:23.847Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-06T20:56:09.401130396Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-06T20:56:22.499222+00:00
iShares MSCI Global Gold Miners Fund options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 67.29 | 84.7% | 13.7% | |||
| 25Δ | 84.06 | 66.9% | 12.2% | 70.01 | 73.1% | 10.4% |
| 30Δ | 81.81 | 60.6% | 9.5% | 72.02 | 64.2% | 8.0% |
| 35Δ | 79.57 | 49.4% | 6.6% | 73.48 | 58.4% | 6.4% |
| 40Δ | 78.58 | 49.4% | 5.8% | 74.71 | 53.3% | 5.1% |
| 45Δ | 77.48 | 44.9% | 4.5% | 75.72 | 49.8% | 4.1% |
| 50Δ | 76.57 | 41.7% | 3.6% | 76.68 | 50.2% | 3.5% |
| 55Δ | 75.79 | 40.3% | 3.0% | 77.73 | 53.0% | 3.2% |
| 60Δ | 75.03 | 40.1% | 2.5% | 79.08 | 58.6% | 2.9% |
| 65Δ | 74.29 | 39.4% | 2.1% | 80.49 | 61.1% | 2.5% |
| 70Δ | 73.55 | 38.5% | 1.6% | 81.42 | 57.7% | 1.9% |
| 75Δ | 72.83 | 37.3% | 1.3% | |||
| 80Δ | 72.12 | 35.7% | 1.0% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 67.29
- IV
- 84.7%
- B/E move
- 13.7%
25Δ
- Pseudo strike
- 84.06
- IV
- 66.9%
- B/E move
- 12.2%
- Pseudo strike
- 70.01
- IV
- 73.1%
- B/E move
- 10.4%
30Δ
- Pseudo strike
- 81.81
- IV
- 60.6%
- B/E move
- 9.5%
- Pseudo strike
- 72.02
- IV
- 64.2%
- B/E move
- 8.0%
35Δ
- Pseudo strike
- 79.57
- IV
- 49.4%
- B/E move
- 6.6%
- Pseudo strike
- 73.48
- IV
- 58.4%
- B/E move
- 6.4%
40Δ
- Pseudo strike
- 78.58
- IV
- 49.4%
- B/E move
- 5.8%
- Pseudo strike
- 74.71
- IV
- 53.3%
- B/E move
- 5.1%
45Δ
- Pseudo strike
- 77.48
- IV
- 44.9%
- B/E move
- 4.5%
- Pseudo strike
- 75.72
- IV
- 49.8%
- B/E move
- 4.1%
50Δ
- Pseudo strike
- 76.57
- IV
- 41.7%
- B/E move
- 3.6%
- Pseudo strike
- 76.68
- IV
- 50.2%
- B/E move
- 3.5%
55Δ
- Pseudo strike
- 75.79
- IV
- 40.3%
- B/E move
- 3.0%
- Pseudo strike
- 77.73
- IV
- 53.0%
- B/E move
- 3.2%
60Δ
- Pseudo strike
- 75.03
- IV
- 40.1%
- B/E move
- 2.5%
- Pseudo strike
- 79.08
- IV
- 58.6%
- B/E move
- 2.9%
65Δ
- Pseudo strike
- 74.29
- IV
- 39.4%
- B/E move
- 2.1%
- Pseudo strike
- 80.49
- IV
- 61.1%
- B/E move
- 2.5%
70Δ
- Pseudo strike
- 73.55
- IV
- 38.5%
- B/E move
- 1.6%
- Pseudo strike
- 81.42
- IV
- 57.7%
- B/E move
- 1.9%
75Δ
- Pseudo strike
- 72.83
- IV
- 37.3%
- B/E move
- 1.3%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 72.12
- IV
- 35.7%
- B/E move
- 1.0%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 43.66% | |
| 40.77% | |
| 44.12% | |
| 42.38% | |
| 48.22% | |
| 43.71% | |
| 41.57% | |
| 42.85% | |
| 50.36% | |
| 42.99% |