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Sprott Gold Miners ETF SGDM

i

Market dataready · fetched 2026-11-07T06:56:07.326Z

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 · 2026-11-07T01:00:00.131103457Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T06:56:05.878156+00:00

Share price$74.50
1D+3.6%
AH$70.96$71.91$72.86$73.81$74.765:30 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$0.51$2.48$4.45$6.42$8.39$61.07$67.37$73.66$79.96$86.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SGDM spot · $74.50SGDM PRICE$0.73$0.85$1.04$1.28$1.72$2.05$2.20$2.50$2.92$3.49$4.26$5.10$5.76$0.97$1.21$1.55$1.93$2.32$2.84$3.38$3.57$4.57$4.83$5.53$6.65$7.82
PutsFair1.02×
CallsCheap0.67×
SkewBearish+11.10 pp
Implied moveBearish±$5.58
TiltBearish16.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.9247.3%9.6%68.3559.0%9.6%
25Δ78.9842.3%7.2%69.9554.8%7.7%
30Δ77.8740.3%5.9%71.0554.6%6.7%
35Δ77.0540.4%5.1%72.0754.8%5.8%
40Δ76.4344.2%4.9%73.0754.3%5.0%
45Δ75.7145.4%4.4%74.0355.8%4.4%
50Δ74.8341.0%3.4%75.0256.3%3.8%
55Δ74.1140.2%2.8%75.8551.2%3.0%
60Δ73.3840.5%2.4%77.0556.1%2.7%
65Δ72.5742.0%2.1%77.8151.6%2.0%
70Δ71.6044.9%1.8%78.8451.0%1.6%
75Δ70.5347.1%1.5%80.2152.9%1.3%
80Δ69.6046.0%1.2%81.6353.4%0.9%

20Δ

Calls
Pseudo strike
80.92
IV
47.3%
B/E move
9.6%
Puts
Pseudo strike
68.35
IV
59.0%
B/E move
9.6%

25Δ

Calls
Pseudo strike
78.98
IV
42.3%
B/E move
7.2%
Puts
Pseudo strike
69.95
IV
54.8%
B/E move
7.7%

30Δ

Calls
Pseudo strike
77.87
IV
40.3%
B/E move
5.9%
Puts
Pseudo strike
71.05
IV
54.6%
B/E move
6.7%

35Δ

Calls
Pseudo strike
77.05
IV
40.4%
B/E move
5.1%
Puts
Pseudo strike
72.07
IV
54.8%
B/E move
5.8%

40Δ

Calls
Pseudo strike
76.43
IV
44.2%
B/E move
4.9%
Puts
Pseudo strike
73.07
IV
54.3%
B/E move
5.0%

45Δ

Calls
Pseudo strike
75.71
IV
45.4%
B/E move
4.4%
Puts
Pseudo strike
74.03
IV
55.8%
B/E move
4.4%

50Δ

Calls
Pseudo strike
74.83
IV
41.0%
B/E move
3.4%
Puts
Pseudo strike
75.02
IV
56.3%
B/E move
3.8%

55Δ

Calls
Pseudo strike
74.11
IV
40.2%
B/E move
2.8%
Puts
Pseudo strike
75.85
IV
51.2%
B/E move
3.0%

60Δ

Calls
Pseudo strike
73.38
IV
40.5%
B/E move
2.4%
Puts
Pseudo strike
77.05
IV
56.1%
B/E move
2.7%

65Δ

Calls
Pseudo strike
72.57
IV
42.0%
B/E move
2.1%
Puts
Pseudo strike
77.81
IV
51.6%
B/E move
2.0%

70Δ

Calls
Pseudo strike
71.60
IV
44.9%
B/E move
1.8%
Puts
Pseudo strike
78.84
IV
51.0%
B/E move
1.6%

75Δ

Calls
Pseudo strike
70.53
IV
47.1%
B/E move
1.5%
Puts
Pseudo strike
80.21
IV
52.9%
B/E move
1.3%

80Δ

Calls
Pseudo strike
69.60
IV
46.0%
B/E move
1.2%
Puts
Pseudo strike
81.63
IV
53.4%
B/E move
0.9%

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%