IntraAlpha
Create free account Start free

Goldman Sachs ActiveBeta Emerging Markets Equity ETF GEM

i

Market dataready · fetched 2026-11-12T02:45:47.963Z

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 · 2026-11-12T01:00:00.107947949Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:45:47.472546+00:00

Share price$47.58
1D+0.6%
AH$47.20$47.38$47.55$47.73$47.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGEM
Sold putSold callAH

Goldman Sachs ActiveBeta Emerging Markets Equity ETF options

Live interpolated GEM call and put midpoint premiums by absolute delta.Goldman Sachs ActiveBeta Emerging Markets Equity ETF$0.54$1.07$1.59$2.12$2.64$43.84$45.69$47.54$49.39$51.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GEM spot · $47.58GEM PRICE$0.60$0.61$0.67$0.73$0.81$0.89$0.98$1.07$1.16$1.32$1.56$1.80$2.11$0.63$0.67$0.72$0.78$0.85$0.93$1.01$1.09$1.26$1.44$1.63$1.96$2.49
PutsExpensive1.57×
CallsExpensive1.13×
SkewBullish-0.42 pp
Implied moveBalanced±$1.99
TiltBearish3.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.0577.1%12.8%43.6072.3%9.7%
25Δ50.8358.0%8.1%44.9958.6%6.9%
30Δ49.7749.8%6.0%45.8849.4%5.1%
35Δ48.9943.4%4.5%46.4643.9%4.0%
40Δ48.5340.1%3.7%46.9939.0%3.0%
45Δ48.0636.8%2.9%47.3236.2%2.5%
50Δ47.7434.4%2.4%47.6433.3%2.0%
55Δ47.4432.1%2.0%47.9630.5%1.5%
60Δ47.1429.8%1.5%48.2629.8%1.2%
65Δ46.8329.0%1.2%48.5529.4%1.0%
70Δ46.5029.5%1.0%48.8429.1%0.8%
75Δ46.1730.0%0.8%49.2730.2%0.6%
80Δ45.7830.3%0.6%49.8533.1%0.5%

20Δ

Calls
Pseudo strike
53.05
IV
77.1%
B/E move
12.8%
Puts
Pseudo strike
43.60
IV
72.3%
B/E move
9.7%

25Δ

Calls
Pseudo strike
50.83
IV
58.0%
B/E move
8.1%
Puts
Pseudo strike
44.99
IV
58.6%
B/E move
6.9%

30Δ

Calls
Pseudo strike
49.77
IV
49.8%
B/E move
6.0%
Puts
Pseudo strike
45.88
IV
49.4%
B/E move
5.1%

35Δ

Calls
Pseudo strike
48.99
IV
43.4%
B/E move
4.5%
Puts
Pseudo strike
46.46
IV
43.9%
B/E move
4.0%

40Δ

Calls
Pseudo strike
48.53
IV
40.1%
B/E move
3.7%
Puts
Pseudo strike
46.99
IV
39.0%
B/E move
3.0%

45Δ

Calls
Pseudo strike
48.06
IV
36.8%
B/E move
2.9%
Puts
Pseudo strike
47.32
IV
36.2%
B/E move
2.5%

50Δ

Calls
Pseudo strike
47.74
IV
34.4%
B/E move
2.4%
Puts
Pseudo strike
47.64
IV
33.3%
B/E move
2.0%

55Δ

Calls
Pseudo strike
47.44
IV
32.1%
B/E move
2.0%
Puts
Pseudo strike
47.96
IV
30.5%
B/E move
1.5%

60Δ

Calls
Pseudo strike
47.14
IV
29.8%
B/E move
1.5%
Puts
Pseudo strike
48.26
IV
29.8%
B/E move
1.2%

65Δ

Calls
Pseudo strike
46.83
IV
29.0%
B/E move
1.2%
Puts
Pseudo strike
48.55
IV
29.4%
B/E move
1.0%

70Δ

Calls
Pseudo strike
46.50
IV
29.5%
B/E move
1.0%
Puts
Pseudo strike
48.84
IV
29.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
46.17
IV
30.0%
B/E move
0.8%
Puts
Pseudo strike
49.27
IV
30.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
45.78
IV
30.3%
B/E move
0.6%
Puts
Pseudo strike
49.85
IV
33.1%
B/E move
0.5%

Options history

IV · four-Friday blend25.59%
Daily close
GEM20.7%29.0%37.3%2026-08-13: 28.39%2026-08-14: 27.85%2026-08-17: 30.06%2026-08-18: 32.19%2026-08-19: 34.95%2026-08-20: 36.18%2026-08-21: 24.64%2026-08-24: 24.34%2026-08-25: 23.76%2026-08-26: 23.78%2026-08-27: 23.27%2026-08-28: 23.09%2026-08-31: 23.31%2026-09-01: 22.23%2026-09-02: 22.70%2026-09-03: 22.10%2026-09-04: 21.84%2026-09-08: 24.03%2026-09-09: 24.40%2026-09-10: 25.38%2026-09-11: 25.16%2026-09-14: 27.88%2026-09-15: 30.16%2026-09-16: 31.38%2026-09-17: 35.63%2026-09-18: 23.06%2026-09-21: 22.44%2026-09-22: 22.35%2026-09-23: 23.08%2026-09-24: 23.47%2026-09-25: 22.55%2026-09-28: 23.05%2026-09-29: 22.94%2026-09-30: 23.76%2026-10-01: 22.94%2026-10-02: 22.60%2026-10-05: 23.21%2026-10-06: 23.67%2026-10-07: 23.76%2026-10-08: 23.84%2026-10-09: 23.95%2026-10-12: 27.00%2026-10-13: 27.21%2026-10-14: 30.40%2026-10-16: 23.26%2026-10-19: 23.00%2026-10-20: 22.93%2026-10-21: 22.70%2026-10-22: 24.65%2026-10-23: 24.60%2026-10-26: 24.68%2026-10-27: 23.99%2026-10-28: 24.19%2026-10-29: 24.28%2026-10-30: 25.59%Aug 13Sep 22Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
28.39%
27.85%
30.06%
32.19%
34.95%
36.18%
24.64%
24.34%
23.76%
23.78%
23.27%
23.09%
23.31%
22.23%
22.70%
22.10%
21.84%
24.03%
24.40%
25.38%
25.16%
27.88%
30.16%
31.38%
35.63%
23.06%
22.44%
22.35%
23.08%
23.47%
22.55%
23.05%
22.94%
23.76%
22.94%
22.60%
23.21%
23.67%
23.76%
23.84%
23.95%
27.00%
27.21%
30.40%
23.26%
23.00%
22.93%
22.70%
24.65%
24.60%
24.68%
23.99%
24.19%
24.28%
25.59%