IntraAlpha
Create free account Start free

Goldman Sachs ActiveBeta Emerging Markets Equity ETF GEM

i

Market datapartial · fetched 2026-10-23T04:23:38.833Z

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 · 2026-10-23T00:00:00.094465199Z

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$2.46$3.41$4.37$41.98$45.11$48.25$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$2.41$2.77$3.27$0.74$0.85$0.96$1.06$1.15$1.29$1.51$1.74$1.99$2.25$2.77$3.36$4.10
PutsFair1.01×
CallsExpensive1.24×
SkewBearish+1.54 pp
Implied moveBearish±$2.81
TiltBearish8.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.4046.0%14.2%42.8747.2%11.0%
25Δ51.3337.8%9.9%44.2640.7%8.3%
30Δ50.1633.7%7.7%45.2636.1%6.4%
35Δ49.3130.6%6.1%46.0632.3%4.9%
40Δ48.6628.3%4.9%46.6529.2%3.9%
45Δ48.0926.3%4.0%47.1827.3%3.1%
50Δ47.6325.6%3.4%47.6327.2%2.6%
55Δ47.2025.1%2.8%48.0727.1%2.1%
60Δ46.7425.4%2.4%48.5126.6%1.7%
65Δ46.2726.4%2.1%48.9626.2%1.3%
70Δ45.7826.9%1.8%49.5927.5%1.1%
75Δ45.2626.9%1.5%50.3129.0%0.8%
80Δ44.6227.6%1.2%51.1630.4%0.6%

20Δ

Calls
Pseudo strike
53.40
IV
46.0%
B/E move
14.2%
Puts
Pseudo strike
42.87
IV
47.2%
B/E move
11.0%

25Δ

Calls
Pseudo strike
51.33
IV
37.8%
B/E move
9.9%
Puts
Pseudo strike
44.26
IV
40.7%
B/E move
8.3%

30Δ

Calls
Pseudo strike
50.16
IV
33.7%
B/E move
7.7%
Puts
Pseudo strike
45.26
IV
36.1%
B/E move
6.4%

35Δ

Calls
Pseudo strike
49.31
IV
30.6%
B/E move
6.1%
Puts
Pseudo strike
46.06
IV
32.3%
B/E move
4.9%

40Δ

Calls
Pseudo strike
48.66
IV
28.3%
B/E move
4.9%
Puts
Pseudo strike
46.65
IV
29.2%
B/E move
3.9%

45Δ

Calls
Pseudo strike
48.09
IV
26.3%
B/E move
4.0%
Puts
Pseudo strike
47.18
IV
27.3%
B/E move
3.1%

50Δ

Calls
Pseudo strike
47.63
IV
25.6%
B/E move
3.4%
Puts
Pseudo strike
47.63
IV
27.2%
B/E move
2.6%

55Δ

Calls
Pseudo strike
47.20
IV
25.1%
B/E move
2.8%
Puts
Pseudo strike
48.07
IV
27.1%
B/E move
2.1%

60Δ

Calls
Pseudo strike
46.74
IV
25.4%
B/E move
2.4%
Puts
Pseudo strike
48.51
IV
26.6%
B/E move
1.7%

65Δ

Calls
Pseudo strike
46.27
IV
26.4%
B/E move
2.1%
Puts
Pseudo strike
48.96
IV
26.2%
B/E move
1.3%

70Δ

Calls
Pseudo strike
45.78
IV
26.9%
B/E move
1.8%
Puts
Pseudo strike
49.59
IV
27.5%
B/E move
1.1%

75Δ

Calls
Pseudo strike
45.26
IV
26.9%
B/E move
1.5%
Puts
Pseudo strike
50.31
IV
29.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
44.62
IV
27.6%
B/E move
1.2%
Puts
Pseudo strike
51.16
IV
30.4%
B/E move
0.6%

Options history

No recorded observations