IntraAlpha
Create free account Start free

Goldman Sachs Access U.S. Aggregate Bond ETF GCOR

i

Market datapartial · fetched 2026-10-22T21:08:38.039Z

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 · 2026-10-22T20:10:00.002761033Z

FundamentalsAlpha Vantage · unavailable

Share price$39.85
1D+0.5%
AH$39.65$39.71$39.77$39.83$39.895:30 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$0.68$1.09$1.50$1.91$2.33$36.25$38.03$39.81$41.59$43.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GCOR spot · $39.85GCOR PRICE$0.72$0.72$0.72$0.72$0.74$0.78$0.82$0.89$0.96$1.04$1.11$1.19$1.34$0.72$0.72$0.73$0.75$0.82$0.89$0.97$1.09$1.21$1.32$1.52$1.86$2.21
PutsExpensive3.73×
CallsExpensive3.95×
SkewBearish+0.68 pp
Implied moveBearish±$1.79
TiltBearish11.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.1562.8%20.1%35.5953.9%12.5%
25Δ44.0346.1%12.3%37.2241.1%8.4%
30Δ42.4236.0%8.3%38.2332.9%5.9%
35Δ41.4629.0%5.9%38.9327.2%4.2%
40Δ40.8324.4%4.3%39.3424.8%3.3%
45Δ40.4521.7%3.5%39.7122.7%2.6%
50Δ40.0719.0%2.6%40.0620.9%1.9%
55Δ39.8417.6%2.2%40.3120.0%1.6%
60Δ39.6416.5%1.9%40.5719.1%1.2%
65Δ39.4415.4%1.6%40.8318.2%0.9%
70Δ39.2414.3%1.3%41.1417.9%0.6%
75Δ39.0413.2%0.9%41.5418.7%0.4%
80Δ38.7912.4%0.7%41.9519.6%0.3%

20Δ

Calls
Pseudo strike
47.15
IV
62.8%
B/E move
20.1%
Puts
Pseudo strike
35.59
IV
53.9%
B/E move
12.5%

25Δ

Calls
Pseudo strike
44.03
IV
46.1%
B/E move
12.3%
Puts
Pseudo strike
37.22
IV
41.1%
B/E move
8.4%

30Δ

Calls
Pseudo strike
42.42
IV
36.0%
B/E move
8.3%
Puts
Pseudo strike
38.23
IV
32.9%
B/E move
5.9%

35Δ

Calls
Pseudo strike
41.46
IV
29.0%
B/E move
5.9%
Puts
Pseudo strike
38.93
IV
27.2%
B/E move
4.2%

40Δ

Calls
Pseudo strike
40.83
IV
24.4%
B/E move
4.3%
Puts
Pseudo strike
39.34
IV
24.8%
B/E move
3.3%

45Δ

Calls
Pseudo strike
40.45
IV
21.7%
B/E move
3.5%
Puts
Pseudo strike
39.71
IV
22.7%
B/E move
2.6%

50Δ

Calls
Pseudo strike
40.07
IV
19.0%
B/E move
2.6%
Puts
Pseudo strike
40.06
IV
20.9%
B/E move
1.9%

55Δ

Calls
Pseudo strike
39.84
IV
17.6%
B/E move
2.2%
Puts
Pseudo strike
40.31
IV
20.0%
B/E move
1.6%

60Δ

Calls
Pseudo strike
39.64
IV
16.5%
B/E move
1.9%
Puts
Pseudo strike
40.57
IV
19.1%
B/E move
1.2%

65Δ

Calls
Pseudo strike
39.44
IV
15.4%
B/E move
1.6%
Puts
Pseudo strike
40.83
IV
18.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
39.24
IV
14.3%
B/E move
1.3%
Puts
Pseudo strike
41.14
IV
17.9%
B/E move
0.6%

75Δ

Calls
Pseudo strike
39.04
IV
13.2%
B/E move
0.9%
Puts
Pseudo strike
41.54
IV
18.7%
B/E move
0.4%

80Δ

Calls
Pseudo strike
38.79
IV
12.4%
B/E move
0.7%
Puts
Pseudo strike
41.95
IV
19.6%
B/E move
0.3%

Options history

No recorded observations