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Goldman Sachs Innovate Equity ETF GINN

i

Market datapartial · fetched 2026-11-13T18:52:40.070Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-13T18:11:28.735563013Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:52:38.756406+00:00

Share price$78.80
1D-0.7%
$78.76$78.91$79.07$79.23$79.385:30 AM6:30 AM9:00 AM1:00 PMGINN
Sold putSold call

Goldman Sachs Innovate Equity ETF options

Live interpolated GINN call and put midpoint premiums by absolute delta.Goldman Sachs Innovate Equity ETF$0.71$3.16$5.61$8.06$10.51$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEGINN PRICE$0.98$1.71$2.45$3.18$3.92$4.66$5.39$6.13$6.86$7.60$8.33$9.07$9.81
Puts——
CallsExpensive1.43×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.1319.9%6.7%
25Δ82.0721.2%6.3%
30Δ81.0022.4%5.9%
35Δ79.9423.7%5.5%
40Δ78.8824.9%5.1%
45Δ77.8226.2%4.7%
50Δ76.7527.4%4.2%
55Δ75.6928.7%3.8%
60Δ74.6329.9%3.4%
65Δ73.5631.2%3.0%
70Δ72.5032.4%2.6%
75Δ71.4433.7%2.2%
80Δ70.3834.9%1.8%

20Δ

Calls
Pseudo strike
83.13
IV
19.9%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
82.07
IV
21.2%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
81.00
IV
22.4%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
79.94
IV
23.7%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
78.88
IV
24.9%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
77.82
IV
26.2%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
76.75
IV
27.4%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
75.69
IV
28.7%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
74.63
IV
29.9%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
73.56
IV
31.2%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
72.50
IV
32.4%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
71.44
IV
33.7%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
70.38
IV
34.9%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend22.35%
Daily close
GINN15.9%22.9%29.9%2026-08-17: 22.71%2026-08-18: 24.10%2026-08-19: 24.77%2026-08-20: 26.28%2026-08-21: 19.39%2026-08-24: 19.71%2026-08-25: 18.26%2026-08-26: 19.07%2026-08-27: 18.87%2026-08-28: 18.38%2026-08-31: 18.81%2026-09-01: 18.85%2026-09-02: 18.89%2026-09-03: 18.47%2026-09-04: 18.59%2026-09-08: 20.38%2026-09-09: 20.24%2026-09-10: 21.87%2026-09-11: 20.68%2026-09-14: 22.44%2026-09-15: 24.58%2026-09-16: 24.90%2026-09-17: 28.91%2026-09-18: 18.05%2026-09-21: 16.86%2026-09-22: 17.94%2026-09-23: 18.07%2026-09-24: 18.31%2026-09-25: 18.02%2026-09-28: 18.44%2026-09-29: 18.69%2026-09-30: 18.74%2026-10-01: 19.00%2026-10-02: 19.07%2026-10-05: 18.93%2026-10-06: 18.16%2026-10-07: 18.98%2026-10-08: 18.76%2026-10-09: 18.77%2026-10-12: 20.43%2026-10-13: 21.55%2026-10-14: 22.80%2026-10-15: 27.24%2026-10-16: 19.49%2026-10-19: 18.97%2026-10-20: 19.27%2026-10-21: 19.49%2026-10-22: 21.47%2026-10-23: 21.36%2026-10-26: 20.25%2026-10-27: 19.79%2026-10-28: 19.58%2026-10-29: 19.55%2026-10-30: 22.35%Aug 17Sep 23Oct 30
54 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
22.71%
24.10%
24.77%
26.28%
19.39%
19.71%
18.26%
19.07%
18.87%
18.38%
18.81%
18.85%
18.89%
18.47%
18.59%
20.38%
20.24%
21.87%
20.68%
22.44%
24.58%
24.90%
28.91%
18.05%
16.86%
17.94%
18.07%
18.31%
18.02%
18.44%
18.69%
18.74%
19.00%
19.07%
18.93%
18.16%
18.98%
18.76%
18.77%
20.43%
21.55%
22.80%
27.24%
19.49%
18.97%
19.27%
19.49%
21.47%
21.36%
20.25%
19.79%
19.58%
19.55%
22.35%