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Goldman Sachs Access U.S. Aggregate Bond ETF GCOR

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Market dataready · fetched 2026-11-12T00:50:21.680Z

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 · 2026-11-11T23:30:00.00300792Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:50:21.288354+00:00

Share price$39.74
1D+0.0%
AH$39.67$39.70$39.72$39.75$39.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGCOR
Sold putSold callAH

Goldman Sachs Access U.S. Aggregate Bond ETF options

Live interpolated GCOR call and put midpoint premiums by absolute delta.Goldman Sachs Access U.S. Aggregate Bond ETF$0.34$0.69$1.04$1.39$1.74$39.02$39.72$40.42$41.13$41.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GCOR spot · $39.74GCOR PRICE$0.38$0.38$0.38$0.38$0.38$0.43$0.59$0.76$0.92$1.09$1.23$1.34$1.46$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$1.64
Puts——
CallsExpensive6.78×
Skew——
Implied moveBullish±$0.97
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.0156.6%9.2%37.2352.8%7.3%
25Δ41.7342.6%6.0%38.1840.2%4.9%
30Δ40.9533.1%4.0%38.7731.8%3.4%
35Δ40.5927.9%3.1%39.1026.7%2.6%
40Δ40.2422.7%2.2%39.2623.8%2.2%
45Δ39.9319.9%1.6%39.4220.9%1.8%
50Δ39.7322.0%1.5%39.5817.9%1.3%
55Δ39.5224.1%1.4%39.7415.0%0.9%
60Δ39.3226.1%1.3%39.9012.0%0.5%
65Δ39.1128.2%1.1%
70Δ38.9128.4%1.0%
75Δ38.7326.3%0.8%
80Δ38.5524.2%0.7%41.2425.9%0.3%

20Δ

Calls
Pseudo strike
43.01
IV
56.6%
B/E move
9.2%
Puts
Pseudo strike
37.23
IV
52.8%
B/E move
7.3%

25Δ

Calls
Pseudo strike
41.73
IV
42.6%
B/E move
6.0%
Puts
Pseudo strike
38.18
IV
40.2%
B/E move
4.9%

30Δ

Calls
Pseudo strike
40.95
IV
33.1%
B/E move
4.0%
Puts
Pseudo strike
38.77
IV
31.8%
B/E move
3.4%

35Δ

Calls
Pseudo strike
40.59
IV
27.9%
B/E move
3.1%
Puts
Pseudo strike
39.10
IV
26.7%
B/E move
2.6%

40Δ

Calls
Pseudo strike
40.24
IV
22.7%
B/E move
2.2%
Puts
Pseudo strike
39.26
IV
23.8%
B/E move
2.2%

45Δ

Calls
Pseudo strike
39.93
IV
19.9%
B/E move
1.6%
Puts
Pseudo strike
39.42
IV
20.9%
B/E move
1.8%

50Δ

Calls
Pseudo strike
39.73
IV
22.0%
B/E move
1.5%
Puts
Pseudo strike
39.58
IV
17.9%
B/E move
1.3%

55Δ

Calls
Pseudo strike
39.52
IV
24.1%
B/E move
1.4%
Puts
Pseudo strike
39.74
IV
15.0%
B/E move
0.9%

60Δ

Calls
Pseudo strike
39.32
IV
26.1%
B/E move
1.3%
Puts
Pseudo strike
39.90
IV
12.0%
B/E move
0.5%

65Δ

Calls
Pseudo strike
39.11
IV
28.2%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
38.91
IV
28.4%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
38.73
IV
26.3%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
38.55
IV
24.2%
B/E move
0.7%
Puts
Pseudo strike
41.24
IV
25.9%
B/E move
0.3%

Options history

IV · four-Friday blend21.10%
Daily close
GCOR14.3%22.6%31.0%2026-08-14: 24.83%2026-08-19: 28.18%2026-08-21: 18.16%2026-08-24: 18.75%2026-08-25: 15.44%2026-08-26: 18.83%2026-08-27: 17.54%2026-08-28: 18.72%2026-08-31: 19.42%2026-09-01: 16.53%2026-09-02: 17.88%2026-09-03: 18.07%2026-09-08: 20.72%2026-09-09: 19.25%2026-09-10: 18.38%2026-09-11: 19.06%2026-09-14: 21.60%2026-09-15: 22.38%2026-09-16: 24.18%2026-09-17: 27.02%2026-09-18: 19.66%2026-09-21: 19.71%2026-09-22: 19.68%2026-09-23: 19.48%2026-09-24: 20.32%2026-09-25: 20.58%2026-09-28: 21.27%2026-09-29: 21.20%2026-09-30: 21.67%2026-10-01: 19.42%2026-10-02: 19.80%2026-10-05: 19.46%2026-10-06: 20.59%2026-10-07: 20.11%2026-10-08: 21.26%2026-10-09: 23.76%2026-10-13: 25.56%2026-10-14: 29.80%2026-10-16: 19.83%2026-10-19: 20.11%2026-10-20: 18.50%2026-10-21: 17.84%2026-10-22: 20.36%2026-10-23: 20.78%2026-10-26: 21.06%2026-10-27: 20.60%2026-10-28: 19.67%2026-10-29: 21.15%2026-10-30: 21.10%Aug 14Sep 24Oct 30
49 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
24.83%
28.18%
18.16%
18.75%
15.44%
18.83%
17.54%
18.72%
19.42%
16.53%
17.88%
18.07%
20.72%
19.25%
18.38%
19.06%
21.60%
22.38%
24.18%
27.02%
19.66%
19.71%
19.68%
19.48%
20.32%
20.58%
21.27%
21.20%
21.67%
19.42%
19.80%
19.46%
20.59%
20.11%
21.26%
23.76%
25.56%
29.80%
19.83%
20.11%
18.50%
17.84%
20.36%
20.78%
21.06%
20.60%
19.67%
21.15%
21.10%