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Goldman Sachs Innovate Equity ETF GINN

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Market dataready · fetched 2026-10-25T18:31:10.175Z

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 · 2026-10-24T00:00:00.167815908Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-25T18:25:47.303601+00:00

Share price$80.00
1D+0.5%
AH$79.57$79.70$79.83$79.96$80.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGINN
Sold putSold callAH

Goldman Sachs Innovate Equity ETF options

Live interpolated GINN call and put midpoint premiums by absolute delta.Goldman Sachs Innovate Equity ETF$0.58$1.82$3.06$4.29$5.53$73.28$76.63$79.98$83.33$86.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GINN spot · $80.00GINN PRICE$0.71$0.83$0.97$1.13$1.34$1.59$1.94$2.29$2.65$3.27$3.82$4.37$5.18$0.92$1.06$1.19$1.35$1.57$1.86$2.16$2.46$2.81$3.14$3.45$3.95$4.59
PutsExpensive1.64×
CallsExpensive1.87×
SkewNeutral+0.16 pp
Implied moveBearish±$4.10
TiltBalanced0.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.4031.2%8.9%74.2436.7%8.3%
25Δ84.4826.9%6.6%76.0631.7%6.2%
30Δ83.2724.6%5.3%77.3528.1%4.8%
35Δ82.3723.1%4.4%78.3225.7%3.8%
40Δ81.6322.6%3.7%79.0624.9%3.1%
45Δ80.9822.7%3.2%79.7324.6%2.7%
50Δ80.3723.5%2.9%80.3824.2%2.2%
55Δ79.7424.0%2.5%81.0323.8%1.8%
60Δ79.0924.1%2.2%81.6523.3%1.4%
65Δ78.2925.8%2.0%82.2522.6%1.1%
70Δ77.5126.3%1.7%82.8121.6%0.8%
75Δ76.7026.2%1.4%83.5121.3%0.5%
80Δ75.6926.9%1.1%84.3321.4%0.3%

20Δ

Calls
Pseudo strike
86.40
IV
31.2%
B/E move
8.9%
Puts
Pseudo strike
74.24
IV
36.7%
B/E move
8.3%

25Δ

Calls
Pseudo strike
84.48
IV
26.9%
B/E move
6.6%
Puts
Pseudo strike
76.06
IV
31.7%
B/E move
6.2%

30Δ

Calls
Pseudo strike
83.27
IV
24.6%
B/E move
5.3%
Puts
Pseudo strike
77.35
IV
28.1%
B/E move
4.8%

35Δ

Calls
Pseudo strike
82.37
IV
23.1%
B/E move
4.4%
Puts
Pseudo strike
78.32
IV
25.7%
B/E move
3.8%

40Δ

Calls
Pseudo strike
81.63
IV
22.6%
B/E move
3.7%
Puts
Pseudo strike
79.06
IV
24.9%
B/E move
3.1%

45Δ

Calls
Pseudo strike
80.98
IV
22.7%
B/E move
3.2%
Puts
Pseudo strike
79.73
IV
24.6%
B/E move
2.7%

50Δ

Calls
Pseudo strike
80.37
IV
23.5%
B/E move
2.9%
Puts
Pseudo strike
80.38
IV
24.2%
B/E move
2.2%

55Δ

Calls
Pseudo strike
79.74
IV
24.0%
B/E move
2.5%
Puts
Pseudo strike
81.03
IV
23.8%
B/E move
1.8%

60Δ

Calls
Pseudo strike
79.09
IV
24.1%
B/E move
2.2%
Puts
Pseudo strike
81.65
IV
23.3%
B/E move
1.4%

65Δ

Calls
Pseudo strike
78.29
IV
25.8%
B/E move
2.0%
Puts
Pseudo strike
82.25
IV
22.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
77.51
IV
26.3%
B/E move
1.7%
Puts
Pseudo strike
82.81
IV
21.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
76.70
IV
26.2%
B/E move
1.4%
Puts
Pseudo strike
83.51
IV
21.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
75.69
IV
26.9%
B/E move
1.1%
Puts
Pseudo strike
84.33
IV
21.4%
B/E move
0.3%

Options history

GINN15.9022.8929.872026-07-27: 23.25%2026-07-28: 23.23%2026-07-29: 23.61%2026-07-30: 22.65%2026-07-31: 22.85%2026-08-03: 22.15%2026-08-04: 21.64%2026-08-05: 22.89%2026-08-06: 21.98%2026-08-07: 22.01%2026-08-10: 22.38%2026-08-11: 20.83%2026-08-12: 20.74%2026-08-13: 20.61%2026-08-14: 21.09%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%Jul 27Oct 23
Table
DateIV
23.25%
23.23%
23.61%
22.65%
22.85%
22.15%
21.64%
22.89%
21.98%
22.01%
22.38%
20.83%
20.74%
20.61%
21.09%
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%