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Capital Group Core Equity ETF CGUS

i

Market dataready · fetched 2026-11-12T16:05:29.030Z

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 · 2026-11-12T16:05:21.330607062Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:05:27.851286+00:00

Share price$44.64
1D+0.9%
$44.22$44.34$44.46$44.58$44.705:30 AM6:30 AM9:00 AM1:00 PMCGUS
Sold putSold call

Capital Group Core Equity ETF options

Live interpolated CGUS call and put midpoint premiums by absolute delta.Capital Group Core Equity ETF$0.43$0.71$0.98$1.25$1.53$42.51$43.49$44.47$45.45$46.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CGUS spot · $44.63CGUS PRICE$0.46$0.49$0.52$0.54$0.57$0.59$0.62$0.64$0.51$0.55$0.60$0.64$0.70$0.95$1.20$1.45
Puts——
Calls——
Skew——
Implied moveBearish±$1.09
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ44.1927.0%2.1%
45Δ44.9421.4%1.7%44.4024.9%1.8%
50Δ44.8219.9%1.5%44.6122.7%1.4%
55Δ44.7118.3%1.3%44.8120.6%1.0%
60Δ44.6016.8%1.1%45.0318.8%0.7%
65Δ44.4915.3%0.9%45.3120.9%0.6%
70Δ44.3713.8%0.7%45.6023.0%0.5%
75Δ44.2612.2%0.5%45.8825.1%0.4%
80Δ44.1510.7%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.19
IV
27.0%
B/E move
2.1%

45Δ

Calls
Pseudo strike
44.94
IV
21.4%
B/E move
1.7%
Puts
Pseudo strike
44.40
IV
24.9%
B/E move
1.8%

50Δ

Calls
Pseudo strike
44.82
IV
19.9%
B/E move
1.5%
Puts
Pseudo strike
44.61
IV
22.7%
B/E move
1.4%

55Δ

Calls
Pseudo strike
44.71
IV
18.3%
B/E move
1.3%
Puts
Pseudo strike
44.81
IV
20.6%
B/E move
1.0%

60Δ

Calls
Pseudo strike
44.60
IV
16.8%
B/E move
1.1%
Puts
Pseudo strike
45.03
IV
18.8%
B/E move
0.7%

65Δ

Calls
Pseudo strike
44.49
IV
15.3%
B/E move
0.9%
Puts
Pseudo strike
45.31
IV
20.9%
B/E move
0.6%

70Δ

Calls
Pseudo strike
44.37
IV
13.8%
B/E move
0.7%
Puts
Pseudo strike
45.60
IV
23.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
44.26
IV
12.2%
B/E move
0.5%
Puts
Pseudo strike
45.88
IV
25.1%
B/E move
0.4%

80Δ

Calls
Pseudo strike
44.15
IV
10.7%
B/E move
0.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend14.83%
Daily EOD
CGUS12.4%13.7%15.0%2026-10-19: 12.60%2026-10-20: 12.96%2026-10-21: 13.22%2026-10-22: 13.72%2026-10-23: 14.00%2026-10-26: 13.85%2026-10-27: 13.22%2026-10-28: 13.17%2026-10-29: 13.81%2026-10-30: 14.83%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
12.60%
12.96%
13.22%
13.72%
14.00%
13.85%
13.22%
13.17%
13.81%
14.83%