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Capital Group Core Equity ETF CGUS

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Market datapartial · fetched 2026-10-24T11:19:20.632Z

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 · 2026-10-24T00:00:00.062013384Z

FundamentalsAlpha Vantage · unavailable

Share price$44.05
1D-0.1%
AH$44.00$44.07$44.14$44.22$44.295:30 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$0.27$0.78$1.29$1.79$2.30$41.60$42.86$44.13$45.39$46.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CGUS spot · $44.05CGUS PRICE$0.33$0.35$0.41$0.47$0.55$0.63$0.72$0.81$1.01$1.21$1.41$1.72$2.15$0.42$0.46$0.48$0.52$0.56$0.61$0.70$0.79$0.88$0.97$1.06$1.21$1.39
PutsFair1.01×
CallsExpensive1.20×
SkewBullish-1.32 pp
Implied moveBalanced±$1.41
TiltBullish8.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.9525.1%7.3%41.3530.1%7.1%
25Δ45.9720.3%5.2%42.2724.9%5.1%
30Δ45.5118.6%4.2%43.0020.1%3.5%
35Δ45.0616.9%3.3%43.3418.2%2.8%
40Δ44.7716.3%2.9%43.6816.3%2.1%
45Δ44.5115.8%2.5%44.0114.4%1.5%
50Δ44.2515.3%2.1%44.2013.9%1.2%
55Δ43.9914.9%1.7%44.3913.5%1.0%
60Δ43.7115.5%1.5%44.5813.0%0.8%
65Δ43.4316.1%1.3%44.7712.5%0.6%
70Δ43.1516.7%1.2%44.9612.0%0.3%
75Δ42.7817.8%1.0%45.1811.5%0.2%
80Δ42.2819.3%0.9%45.4011.1%0.1%

20Δ

Calls
Pseudo strike
46.95
IV
25.1%
B/E move
7.3%
Puts
Pseudo strike
41.35
IV
30.1%
B/E move
7.1%

25Δ

Calls
Pseudo strike
45.97
IV
20.3%
B/E move
5.2%
Puts
Pseudo strike
42.27
IV
24.9%
B/E move
5.1%

30Δ

Calls
Pseudo strike
45.51
IV
18.6%
B/E move
4.2%
Puts
Pseudo strike
43.00
IV
20.1%
B/E move
3.5%

35Δ

Calls
Pseudo strike
45.06
IV
16.9%
B/E move
3.3%
Puts
Pseudo strike
43.34
IV
18.2%
B/E move
2.8%

40Δ

Calls
Pseudo strike
44.77
IV
16.3%
B/E move
2.9%
Puts
Pseudo strike
43.68
IV
16.3%
B/E move
2.1%

45Δ

Calls
Pseudo strike
44.51
IV
15.8%
B/E move
2.5%
Puts
Pseudo strike
44.01
IV
14.4%
B/E move
1.5%

50Δ

Calls
Pseudo strike
44.25
IV
15.3%
B/E move
2.1%
Puts
Pseudo strike
44.20
IV
13.9%
B/E move
1.2%

55Δ

Calls
Pseudo strike
43.99
IV
14.9%
B/E move
1.7%
Puts
Pseudo strike
44.39
IV
13.5%
B/E move
1.0%

60Δ

Calls
Pseudo strike
43.71
IV
15.5%
B/E move
1.5%
Puts
Pseudo strike
44.58
IV
13.0%
B/E move
0.8%

65Δ

Calls
Pseudo strike
43.43
IV
16.1%
B/E move
1.3%
Puts
Pseudo strike
44.77
IV
12.5%
B/E move
0.6%

70Δ

Calls
Pseudo strike
43.15
IV
16.7%
B/E move
1.2%
Puts
Pseudo strike
44.96
IV
12.0%
B/E move
0.3%

75Δ

Calls
Pseudo strike
42.78
IV
17.8%
B/E move
1.0%
Puts
Pseudo strike
45.18
IV
11.5%
B/E move
0.2%

80Δ

Calls
Pseudo strike
42.28
IV
19.3%
B/E move
0.9%
Puts
Pseudo strike
45.40
IV
11.1%
B/E move
0.1%

Options history

CGUS12.9013.3413.782026-10-20: 12.96%2026-10-21: 13.22%2026-10-22: 13.72%Oct 20Oct 22
Table
DateIV
12.96%
13.22%
13.72%