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Goldman Sachs Future Health Care Equity ETF GDOC

i

Market dataready · fetched 2026-11-11T13:44:44.950Z

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 · 2026-11-11T01:00:00.072964329Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:44:44.654716+00:00

Share price$39.42
1D+0.5%
AH$39.13$39.19$39.24$39.29$39.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGDOC
Sold putSold callAH

Goldman Sachs Future Health Care Equity ETF options

Live interpolated GDOC call and put midpoint premiums by absolute delta.Goldman Sachs Future Health Care Equity ETF$0.32$0.65$0.98$1.30$1.63$38.07$38.75$39.43$40.10$40.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive GDOC spot · $39.42GDOC PRICE$0.62$0.68$0.73$0.78$0.36$0.44$0.52$0.60$0.69$0.74$0.78$0.83$0.87$1.00$1.27$1.54
Puts——
Calls——
Skew——
Implied moveBearish±$1.46
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.9862.3%12.2%
25Δ35.9456.2%9.9%
30Δ36.9050.2%7.7%
35Δ37.8744.2%5.5%
40Δ38.8338.2%3.2%
45Δ39.8130.4%2.6%39.1934.6%2.5%
50Δ39.6028.2%2.2%39.4131.6%2.0%
55Δ39.3826.1%1.7%39.6328.6%1.6%
60Δ39.1624.0%1.3%39.8625.5%1.1%
65Δ40.1224.3%0.8%
70Δ40.4326.2%0.7%
75Δ40.7528.0%0.5%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.98
IV
62.3%
B/E move
12.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.94
IV
56.2%
B/E move
9.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.90
IV
50.2%
B/E move
7.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.87
IV
44.2%
B/E move
5.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.83
IV
38.2%
B/E move
3.2%

45Δ

Calls
Pseudo strike
39.81
IV
30.4%
B/E move
2.6%
Puts
Pseudo strike
39.19
IV
34.6%
B/E move
2.5%

50Δ

Calls
Pseudo strike
39.60
IV
28.2%
B/E move
2.2%
Puts
Pseudo strike
39.41
IV
31.6%
B/E move
2.0%

55Δ

Calls
Pseudo strike
39.38
IV
26.1%
B/E move
1.7%
Puts
Pseudo strike
39.63
IV
28.6%
B/E move
1.6%

60Δ

Calls
Pseudo strike
39.16
IV
24.0%
B/E move
1.3%
Puts
Pseudo strike
39.86
IV
25.5%
B/E move
1.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.12
IV
24.3%
B/E move
0.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.43
IV
26.2%
B/E move
0.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.75
IV
28.0%
B/E move
0.5%

80Δ

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

Options history

IV · four-Friday blend20.75%
Daily EOD
GDOC19.2%20.9%22.5%2026-10-19: 19.43%2026-10-21: 19.66%2026-10-22: 22.31%2026-10-23: 21.06%2026-10-26: 21.94%2026-10-27: 21.20%2026-10-28: 20.88%2026-10-29: 21.49%2026-10-30: 20.75%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.43%
19.66%
22.31%
21.06%
21.94%
21.20%
20.88%
21.49%
20.75%