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Goldman Sachs ActiveBeta Emerging Markets Equity ETF GEM

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Market datapartial · fetched 2026-10-22T22:59:36.735Z

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 · 2026-10-22T22:30:00.00373721Z

FundamentalsAlpha Vantage · unavailable

Share price$47.34
1D-0.5%
AH$47.13$47.30$47.47$47.63$47.805:30 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$1.50$2.47$3.44$4.40$42.00$45.13$48.26$51.38$54.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GEM spot · $47.34GEM PRICE$0.64$0.71$0.81$0.91$1.02$1.13$1.30$1.47$1.73$2.06$2.40$2.76$3.26$0.74$0.85$0.96$1.06$1.15$1.29$1.51$1.74$2.00$2.26$2.78$3.38$4.12
PutsFair1.00×
CallsExpensive1.23×
SkewBearish+1.60 pp
Implied moveBearish±$2.81
TiltBearish8.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.4045.7%14.2%42.8747.0%11.0%
25Δ51.3337.6%9.9%44.2640.5%8.3%
30Δ50.1633.5%7.7%45.2635.9%6.4%
35Δ49.3130.5%6.1%46.0632.1%4.9%
40Δ48.6628.1%4.9%46.6529.0%3.9%
45Δ48.0926.2%4.0%47.1927.1%3.1%
50Δ47.6425.3%3.4%47.6326.9%2.6%
55Δ47.2024.7%2.8%48.0726.7%2.1%
60Δ46.7524.9%2.4%48.5226.2%1.7%
65Δ46.2725.9%2.1%48.9725.8%1.3%
70Δ45.7826.4%1.8%49.6127.2%1.1%
75Δ45.2726.4%1.5%50.3328.6%0.8%
80Δ44.6427.0%1.2%51.1930.0%0.6%

20Δ

Calls
Pseudo strike
53.40
IV
45.7%
B/E move
14.2%
Puts
Pseudo strike
42.87
IV
47.0%
B/E move
11.0%

25Δ

Calls
Pseudo strike
51.33
IV
37.6%
B/E move
9.9%
Puts
Pseudo strike
44.26
IV
40.5%
B/E move
8.3%

30Δ

Calls
Pseudo strike
50.16
IV
33.5%
B/E move
7.7%
Puts
Pseudo strike
45.26
IV
35.9%
B/E move
6.4%

35Δ

Calls
Pseudo strike
49.31
IV
30.5%
B/E move
6.1%
Puts
Pseudo strike
46.06
IV
32.1%
B/E move
4.9%

40Δ

Calls
Pseudo strike
48.66
IV
28.1%
B/E move
4.9%
Puts
Pseudo strike
46.65
IV
29.0%
B/E move
3.9%

45Δ

Calls
Pseudo strike
48.09
IV
26.2%
B/E move
4.0%
Puts
Pseudo strike
47.19
IV
27.1%
B/E move
3.1%

50Δ

Calls
Pseudo strike
47.64
IV
25.3%
B/E move
3.4%
Puts
Pseudo strike
47.63
IV
26.9%
B/E move
2.6%

55Δ

Calls
Pseudo strike
47.20
IV
24.7%
B/E move
2.8%
Puts
Pseudo strike
48.07
IV
26.7%
B/E move
2.1%

60Δ

Calls
Pseudo strike
46.75
IV
24.9%
B/E move
2.4%
Puts
Pseudo strike
48.52
IV
26.2%
B/E move
1.7%

65Δ

Calls
Pseudo strike
46.27
IV
25.9%
B/E move
2.1%
Puts
Pseudo strike
48.97
IV
25.8%
B/E move
1.3%

70Δ

Calls
Pseudo strike
45.78
IV
26.4%
B/E move
1.8%
Puts
Pseudo strike
49.61
IV
27.2%
B/E move
1.1%

75Δ

Calls
Pseudo strike
45.27
IV
26.4%
B/E move
1.5%
Puts
Pseudo strike
50.33
IV
28.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
44.64
IV
27.0%
B/E move
1.2%
Puts
Pseudo strike
51.19
IV
30.0%
B/E move
0.6%

Options history

No recorded observations