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Goldman Sachs Access Treasury 0-1 Year ETF GBIL

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Market datapartial · fetched 2026-10-23T20:18:35.270Z

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 · 2026-10-23T20:10:00.003487546Z

FundamentalsAlpha Vantage · unavailable

Share price$100.10
1D-0.0%
AH$100.06$100.09$100.12$100.14$100.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGBIL
Sold putSold callAH

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$0.17$1.17$2.17$3.17$4.17$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEGBIL PRICE$0.40$0.55$0.70$0.85$1.00$0.28$0.42$0.56$0.69$0.83$0.97$1.34$1.99$3.10$3.88
PutsExpensive5.04×
CallsExpensive5.50×
SkewBearish+4.60 pp
Implied move——
TiltBearish60.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ100.034.0%0.3%
40Δ100.214.5%0.3%
45Δ100.384.9%0.3%
50Δ100.565.3%0.2%
55Δ100.735.8%0.2%
60Δ99.882.4%0.2%100.906.2%0.2%
65Δ99.712.7%0.2%101.287.4%0.2%
70Δ99.542.9%0.1%101.899.7%0.2%
75Δ99.373.2%0.1%102.9713.2%0.2%
80Δ99.203.4%0.1%103.8614.1%0.1%

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
100.03
IV
4.0%
B/E move
0.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
100.21
IV
4.5%
B/E move
0.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
100.38
IV
4.9%
B/E move
0.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
100.56
IV
5.3%
B/E move
0.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
100.73
IV
5.8%
B/E move
0.2%

60Δ

Calls
Pseudo strike
99.88
IV
2.4%
B/E move
0.2%
Puts
Pseudo strike
100.90
IV
6.2%
B/E move
0.2%

65Δ

Calls
Pseudo strike
99.71
IV
2.7%
B/E move
0.2%
Puts
Pseudo strike
101.28
IV
7.4%
B/E move
0.2%

70Δ

Calls
Pseudo strike
99.54
IV
2.9%
B/E move
0.1%
Puts
Pseudo strike
101.89
IV
9.7%
B/E move
0.2%

75Δ

Calls
Pseudo strike
99.37
IV
3.2%
B/E move
0.1%
Puts
Pseudo strike
102.97
IV
13.2%
B/E move
0.2%

80Δ

Calls
Pseudo strike
99.20
IV
3.4%
B/E move
0.1%
Puts
Pseudo strike
103.86
IV
14.1%
B/E move
0.1%

Options history

No recorded observations