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Goldman Sachs Access Treasury 0-1 Year ETF GBIL

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Market datapartial · fetched 2026-10-22T14:49:53.562Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-10-22T14:49:44.608202547Z

FundamentalsAlpha Vantage · unavailable

Share price$100.07
1D+0.0%
$100.01$100.04$100.07$100.09$100.125:30 AM6:30 AM9:00 AM1:00 PMGBIL
Sold putSold call

Goldman Sachs Access Treasury 0-1 Year ETF options

Live interpolated GBIL call and put midpoint premiums by absolute delta.Goldman Sachs Access Treasury 0-1 Year ETF$0.08$1.45$2.81$4.18$5.54$95.83$98.14$100.45$102.76$105.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GBIL spot · $100.06GBIL PRICE$0.75$0.96$1.17$1.38$1.59$1.80$2.01$2.22$2.43$2.40$2.35$2.30$2.25$0.23$0.28$0.42$0.61$0.80$0.99$1.22$1.74$2.35$3.38$5.15
PutsExpensive4.52×
CallsExpensive15.44×
SkewBullish-1.58 pp
Implied moveBullish±$3.23
TiltBullish15.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ106.368.7%7.0%97.515.8%2.8%
25Δ105.578.8%6.5%99.364.3%1.0%
30Δ104.798.9%5.9%100.144.1%0.3%
35Δ104.009.0%5.3%100.374.6%0.3%
40Δ103.219.1%4.7%100.595.1%0.3%
45Δ102.429.3%4.2%100.815.6%0.2%
50Δ101.649.4%3.6%101.076.1%0.2%
55Δ100.859.5%3.0%101.597.4%0.2%
60Δ100.069.6%2.4%102.208.7%0.2%
65Δ99.688.6%2.0%103.2310.7%0.2%
70Δ99.347.6%1.6%105.0013.8%0.2%
75Δ99.006.5%1.2%
80Δ98.655.5%0.8%

20Δ

Calls
Pseudo strike
106.36
IV
8.7%
B/E move
7.0%
Puts
Pseudo strike
97.51
IV
5.8%
B/E move
2.8%

25Δ

Calls
Pseudo strike
105.57
IV
8.8%
B/E move
6.5%
Puts
Pseudo strike
99.36
IV
4.3%
B/E move
1.0%

30Δ

Calls
Pseudo strike
104.79
IV
8.9%
B/E move
5.9%
Puts
Pseudo strike
100.14
IV
4.1%
B/E move
0.3%

35Δ

Calls
Pseudo strike
104.00
IV
9.0%
B/E move
5.3%
Puts
Pseudo strike
100.37
IV
4.6%
B/E move
0.3%

40Δ

Calls
Pseudo strike
103.21
IV
9.1%
B/E move
4.7%
Puts
Pseudo strike
100.59
IV
5.1%
B/E move
0.3%

45Δ

Calls
Pseudo strike
102.42
IV
9.3%
B/E move
4.2%
Puts
Pseudo strike
100.81
IV
5.6%
B/E move
0.2%

50Δ

Calls
Pseudo strike
101.64
IV
9.4%
B/E move
3.6%
Puts
Pseudo strike
101.07
IV
6.1%
B/E move
0.2%

55Δ

Calls
Pseudo strike
100.85
IV
9.5%
B/E move
3.0%
Puts
Pseudo strike
101.59
IV
7.4%
B/E move
0.2%

60Δ

Calls
Pseudo strike
100.06
IV
9.6%
B/E move
2.4%
Puts
Pseudo strike
102.20
IV
8.7%
B/E move
0.2%

65Δ

Calls
Pseudo strike
99.68
IV
8.6%
B/E move
2.0%
Puts
Pseudo strike
103.23
IV
10.7%
B/E move
0.2%

70Δ

Calls
Pseudo strike
99.34
IV
7.6%
B/E move
1.6%
Puts
Pseudo strike
105.00
IV
13.8%
B/E move
0.2%

75Δ

Calls
Pseudo strike
99.00
IV
6.5%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
98.65
IV
5.5%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations