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Sprott Junior Gold Miners ETF SGDJ

i

Market dataready · fetched 2026-11-07T00:47:47.622Z

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 · 2026-11-06T23:30:00.003806897Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T00:47:47.249400+00:00

Share price$81.25
1D+4.8%
AH$77$78$79$80$825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSGDJ
Sold putSold callAH

Sprott Junior Gold Miners ETF options

Live interpolated SGDJ call and put midpoint premiums by absolute delta.Sprott Junior Gold Miners ETF$0.61$2.12$3.63$5.14$6.65$68.57$75.26$81.95$88.64$95.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ 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 SGDJ spot · $81.25SGDJ PRICE$0.77$0.98$1.22$1.49$1.93$2.40$2.79$3.14$3.63$4.03$4.48$5.18$6.21$2.27$2.79$3.24$3.68$4.16$5.22
Puts——
CallsCheap0.60×
Skew——
Implied moveBearish±$6.47
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.4845.0%9.8%
25Δ86.6143.1%7.8%
30Δ85.2541.9%6.4%
35Δ84.2341.4%5.5%78.4456.7%6.2%
40Δ83.4644.2%5.1%79.5957.3%5.5%
45Δ82.6646.9%4.7%80.7356.1%4.6%
50Δ81.7246.5%4.0%81.8354.1%3.8%
55Δ80.7944.9%3.3%82.8652.5%3.1%
60Δ79.8944.9%2.8%84.1956.5%2.8%
65Δ79.0443.3%2.2%
70Δ78.2141.8%1.8%
75Δ77.2342.0%1.4%
80Δ75.9542.3%1.1%

20Δ

Calls
Pseudo strike
88.48
IV
45.0%
B/E move
9.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
86.61
IV
43.1%
B/E move
7.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
85.25
IV
41.9%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
84.23
IV
41.4%
B/E move
5.5%
Puts
Pseudo strike
78.44
IV
56.7%
B/E move
6.2%

40Δ

Calls
Pseudo strike
83.46
IV
44.2%
B/E move
5.1%
Puts
Pseudo strike
79.59
IV
57.3%
B/E move
5.5%

45Δ

Calls
Pseudo strike
82.66
IV
46.9%
B/E move
4.7%
Puts
Pseudo strike
80.73
IV
56.1%
B/E move
4.6%

50Δ

Calls
Pseudo strike
81.72
IV
46.5%
B/E move
4.0%
Puts
Pseudo strike
81.83
IV
54.1%
B/E move
3.8%

55Δ

Calls
Pseudo strike
80.79
IV
44.9%
B/E move
3.3%
Puts
Pseudo strike
82.86
IV
52.5%
B/E move
3.1%

60Δ

Calls
Pseudo strike
79.89
IV
44.9%
B/E move
2.8%
Puts
Pseudo strike
84.19
IV
56.5%
B/E move
2.8%

65Δ

Calls
Pseudo strike
79.04
IV
43.3%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
78.21
IV
41.8%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
77.23
IV
42.0%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
75.95
IV
42.3%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend48.21%
Daily EOD
SGDJ43.7%46.1%48.5%2026-10-19: 44.71%2026-10-20: 44.08%2026-10-21: 44.29%2026-10-22: 45.68%2026-10-23: 45.81%2026-10-26: 46.14%2026-10-27: 44.70%2026-10-28: 44.54%2026-10-29: 45.11%2026-10-30: 48.21%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
44.71%
44.08%
44.29%
45.68%
45.81%
46.14%
44.70%
44.54%
45.11%
48.21%