IntraAlpha
Create free account Start free

Sprott Junior Gold Miners ETF SGDJ

i

Market dataready · fetched 2026-11-07T07:27:54.928Z

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 · 2026-11-07T01:00:00.114804607Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T07:27:54.507509+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$3.64$5.16$6.68$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$3.15$3.63$4.04$4.49$5.19$6.24$2.26$2.78$3.24$3.67$4.15$5.22
Puts——
CallsCheap0.62×
Skew——
Implied moveBearish±$6.46
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.4746.1%9.8%
25Δ86.6044.6%7.8%
30Δ85.2443.6%6.4%
35Δ84.2343.0%5.5%78.4358.8%6.3%
40Δ83.4545.9%5.1%79.5959.4%5.5%
45Δ82.6648.7%4.7%80.7258.1%4.6%
50Δ81.7148.3%4.0%81.8256.1%3.8%
55Δ80.7846.6%3.3%82.8554.4%3.1%
60Δ79.8846.7%2.8%84.1758.5%2.8%
65Δ79.0345.0%2.2%
70Δ78.2043.5%1.8%
75Δ77.2143.8%1.4%
80Δ75.9244.1%1.1%

20Δ

Calls
Pseudo strike
88.47
IV
46.1%
B/E move
9.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
86.60
IV
44.6%
B/E move
7.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
85.24
IV
43.6%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
84.23
IV
43.0%
B/E move
5.5%
Puts
Pseudo strike
78.43
IV
58.8%
B/E move
6.3%

40Δ

Calls
Pseudo strike
83.45
IV
45.9%
B/E move
5.1%
Puts
Pseudo strike
79.59
IV
59.4%
B/E move
5.5%

45Δ

Calls
Pseudo strike
82.66
IV
48.7%
B/E move
4.7%
Puts
Pseudo strike
80.72
IV
58.1%
B/E move
4.6%

50Δ

Calls
Pseudo strike
81.71
IV
48.3%
B/E move
4.0%
Puts
Pseudo strike
81.82
IV
56.1%
B/E move
3.8%

55Δ

Calls
Pseudo strike
80.78
IV
46.6%
B/E move
3.3%
Puts
Pseudo strike
82.85
IV
54.4%
B/E move
3.1%

60Δ

Calls
Pseudo strike
79.88
IV
46.7%
B/E move
2.8%
Puts
Pseudo strike
84.17
IV
58.5%
B/E move
2.8%

65Δ

Calls
Pseudo strike
79.03
IV
45.0%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
78.20
IV
43.5%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
77.21
IV
43.8%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
75.92
IV
44.1%
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%