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Capital Group Core Equity ETF CGUS

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Market datapartial · fetched 2026-10-23T04:44:08.292Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T00:00:00.064213428Z

FundamentalsAlpha Vantage · unavailable

Share price$44.37
1D-0.4%
AH$44.20$44.30$44.39$44.49$44.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCGUS
Sold putSold callAH

Capital Group Core Equity ETF options

Live interpolated CGUS call and put midpoint premiums by absolute delta.Capital Group Core Equity ETF$0.30$0.67$1.04$1.41$1.79$41.79$43.04$44.29$45.54$46.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CGUS spot · $44.37CGUS PRICE$0.34$0.36$0.40$0.44$0.48$0.57$0.67$0.77$0.87$1.02$1.24$1.46$1.68$0.41$0.46$0.50$0.54$0.59$0.67$0.75$0.83$0.90$1.07$1.27$1.47$1.67
PutsExpensive1.14×
CallsExpensive1.07×
SkewBearish+1.31 pp
Implied moveBearish±$1.42
TiltBearish3.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.4325.5%7.7%41.7328.7%6.9%
25Δ46.4120.5%5.4%42.6124.0%5.0%
30Δ45.7917.4%4.1%43.2220.7%3.7%
35Δ45.3915.6%3.3%43.6618.3%2.8%
40Δ45.0013.7%2.5%44.0516.3%2.1%
45Δ44.7813.6%2.2%44.2715.5%1.7%
50Δ44.5613.5%1.9%44.5014.8%1.4%
55Δ44.3413.4%1.7%44.7214.1%1.1%
60Δ44.1313.3%1.4%44.9413.3%0.7%
65Δ43.8813.4%1.2%45.2013.3%0.6%
70Δ43.6013.8%1.0%45.4613.4%0.4%
75Δ43.3114.3%0.9%45.7313.6%0.3%
80Δ43.0314.8%0.8%45.9913.8%0.1%

20Δ

Calls
Pseudo strike
47.43
IV
25.5%
B/E move
7.7%
Puts
Pseudo strike
41.73
IV
28.7%
B/E move
6.9%

25Δ

Calls
Pseudo strike
46.41
IV
20.5%
B/E move
5.4%
Puts
Pseudo strike
42.61
IV
24.0%
B/E move
5.0%

30Δ

Calls
Pseudo strike
45.79
IV
17.4%
B/E move
4.1%
Puts
Pseudo strike
43.22
IV
20.7%
B/E move
3.7%

35Δ

Calls
Pseudo strike
45.39
IV
15.6%
B/E move
3.3%
Puts
Pseudo strike
43.66
IV
18.3%
B/E move
2.8%

40Δ

Calls
Pseudo strike
45.00
IV
13.7%
B/E move
2.5%
Puts
Pseudo strike
44.05
IV
16.3%
B/E move
2.1%

45Δ

Calls
Pseudo strike
44.78
IV
13.6%
B/E move
2.2%
Puts
Pseudo strike
44.27
IV
15.5%
B/E move
1.7%

50Δ

Calls
Pseudo strike
44.56
IV
13.5%
B/E move
1.9%
Puts
Pseudo strike
44.50
IV
14.8%
B/E move
1.4%

55Δ

Calls
Pseudo strike
44.34
IV
13.4%
B/E move
1.7%
Puts
Pseudo strike
44.72
IV
14.1%
B/E move
1.1%

60Δ

Calls
Pseudo strike
44.13
IV
13.3%
B/E move
1.4%
Puts
Pseudo strike
44.94
IV
13.3%
B/E move
0.7%

65Δ

Calls
Pseudo strike
43.88
IV
13.4%
B/E move
1.2%
Puts
Pseudo strike
45.20
IV
13.3%
B/E move
0.6%

70Δ

Calls
Pseudo strike
43.60
IV
13.8%
B/E move
1.0%
Puts
Pseudo strike
45.46
IV
13.4%
B/E move
0.4%

75Δ

Calls
Pseudo strike
43.31
IV
14.3%
B/E move
0.9%
Puts
Pseudo strike
45.73
IV
13.6%
B/E move
0.3%

80Δ

Calls
Pseudo strike
43.03
IV
14.8%
B/E move
0.8%
Puts
Pseudo strike
45.99
IV
13.8%
B/E move
0.1%

Options history

CGUS12.9413.0913.242026-10-20: 12.96%2026-10-21: 13.22%Oct 20Oct 21
Table
DateIV
12.96%
13.22%