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Sprott Gold Miners ETF SGDM

i

Market dataready · fetched 2026-11-04T06:27:46.488Z

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 · 2026-11-04T01:00:00.093894632Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T06:27:43.749652+00:00

Share price$65.27
1D-1.4%
AH$64.86$65.22$65.58$65.94$66.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSGDM
Sold putSold callAH

Sprott Gold Miners ETF options

Live interpolated SGDM call and put midpoint premiums by absolute delta.Sprott Gold Miners ETF$0.63$2.13$3.64$5.14$6.64$54.70$60.26$65.81$71.36$76.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SGDM spot · $65.27SGDM PRICE$0.79$0.95$1.19$1.50$1.82$2.20$2.60$2.91$3.35$3.70$4.21$1.25$1.53$1.85$2.16$2.52$2.90$3.29$3.73$4.30$5.15$6.21
Puts——
Calls——
Skew——
Implied moveBalanced±$5.13
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.4853.6%12.3%
25Δ70.4848.7%9.4%
30Δ69.2948.2%8.0%62.4545.6%6.2%
35Δ68.3748.9%7.0%63.3244.9%5.3%
40Δ67.4849.4%6.2%64.1244.9%4.6%
45Δ66.6150.4%5.4%64.9044.0%3.9%
50Δ65.7651.0%4.7%65.6543.6%3.3%
55Δ64.8848.9%3.9%66.3842.9%2.7%
60Δ64.0448.8%3.3%67.1142.0%2.2%
65Δ63.2746.7%2.6%67.8441.2%1.8%
70Δ62.4346.1%2.1%68.6641.1%1.4%
75Δ69.7142.5%1.1%
80Δ70.9544.0%0.8%

20Δ

Calls
Pseudo strike
72.48
IV
53.6%
B/E move
12.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
70.48
IV
48.7%
B/E move
9.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
69.29
IV
48.2%
B/E move
8.0%
Puts
Pseudo strike
62.45
IV
45.6%
B/E move
6.2%

35Δ

Calls
Pseudo strike
68.37
IV
48.9%
B/E move
7.0%
Puts
Pseudo strike
63.32
IV
44.9%
B/E move
5.3%

40Δ

Calls
Pseudo strike
67.48
IV
49.4%
B/E move
6.2%
Puts
Pseudo strike
64.12
IV
44.9%
B/E move
4.6%

45Δ

Calls
Pseudo strike
66.61
IV
50.4%
B/E move
5.4%
Puts
Pseudo strike
64.90
IV
44.0%
B/E move
3.9%

50Δ

Calls
Pseudo strike
65.76
IV
51.0%
B/E move
4.7%
Puts
Pseudo strike
65.65
IV
43.6%
B/E move
3.3%

55Δ

Calls
Pseudo strike
64.88
IV
48.9%
B/E move
3.9%
Puts
Pseudo strike
66.38
IV
42.9%
B/E move
2.7%

60Δ

Calls
Pseudo strike
64.04
IV
48.8%
B/E move
3.3%
Puts
Pseudo strike
67.11
IV
42.0%
B/E move
2.2%

65Δ

Calls
Pseudo strike
63.27
IV
46.7%
B/E move
2.6%
Puts
Pseudo strike
67.84
IV
41.2%
B/E move
1.8%

70Δ

Calls
Pseudo strike
62.43
IV
46.1%
B/E move
2.1%
Puts
Pseudo strike
68.66
IV
41.1%
B/E move
1.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
69.71
IV
42.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
70.95
IV
44.0%
B/E move
0.8%

Options history

IV · four-Friday blend45.97%
Daily EOD
SGDM39.6%43.0%46.4%2026-10-19: 41.71%2026-10-20: 40.38%2026-10-21: 40.07%2026-10-22: 41.68%2026-10-23: 41.57%2026-10-26: 40.14%2026-10-27: 40.21%2026-10-28: 41.04%2026-10-29: 40.83%2026-10-30: 45.97%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.71%
40.38%
40.07%
41.68%
41.57%
40.14%
40.21%
41.04%
40.83%
45.97%