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Goldman Sachs Access Treasury 0-1 Year ETF GBIL

i

Market datapartial · fetched 2026-11-11T15:53:13.740Z

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 · 2026-11-11T15:52:32.756400704Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:53:12.495366+00:00

Share price$99.96
1D-0.0%
$99.91$99.94$99.97$99.99$100.025:30 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$1.66$1.90$2.14$2.38$2.62$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEGBIL PRICE$1.69$2.55
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ101.4712.5%0.2%
80Δ102.3316.5%0.2%

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
IV
B/E move

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
101.47
IV
12.5%
B/E move
0.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
102.33
IV
16.5%
B/E move
0.2%

Options history

IV · four-Friday blend31.52%
Daily close
GBIL13.2%23.1%32.9%2026-08-21: 14.59%2026-08-24: 15.09%2026-08-26: 15.13%2026-08-27: 15.75%2026-08-28: 16.02%2026-08-31: 16.12%2026-09-01: 16.83%2026-09-02: 17.18%2026-09-03: 18.03%2026-09-04: 17.87%2026-09-08: 19.41%2026-09-09: 17.62%2026-09-10: 17.82%2026-09-11: 17.78%2026-09-14: 25.17%2026-09-15: 27.74%2026-09-16: 31.52%Aug 21Sep 3Sep 16
17 observations2026-08-21 — 2026-09-16
Table
DateIV (%)
14.59%
15.09%
15.13%
15.75%
16.02%
16.12%
16.83%
17.18%
18.03%
17.87%
19.41%
17.62%
17.82%
17.78%
25.17%
27.74%
31.52%