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Goldman Sachs ETF Trust Goldman Sachs Nasdaq-100 Premium Income ETF GPIQ

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Market datapartial · fetched 2026-10-22T23:11:53.715Z

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 · 2026-10-22T23:08:27.875753107Z

FundamentalsAlpha Vantage · unavailable

Share price$55.24
1D-1.3%
AH$54.96$55.24$55.51$55.78$56.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGPIQ
Sold putSold callAH

Goldman Sachs ETF Trust Goldman Sachs Nasdaq-100 Premium Income ETF options

Live interpolated GPIQ call and put midpoint premiums by absolute delta.Goldman Sachs ETF Trust Goldman Sachs Nasdaq-100 Premium Income ETF$0.22$1.83$3.44$5.05$6.66$50.72$52.96$55.20$57.44$59.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GPIQ spot · $55.24GPIQ PRICE$0.45$0.44$0.43$0.43$0.45$0.51$0.56$0.61$0.66$0.73$0.89$1.06$1.22$0.39$0.50$0.63$0.78$0.95$1.13$1.33$1.53$1.89$2.32$2.96$4.58$6.20
PutsExpensive1.32×
CallsCheap0.75×
SkewBearish+10.88 pp
Implied moveBearish±$1.88
TiltBearish49.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.2230.1%9.8%52.6722.0%5.4%
25Δ58.9824.5%7.6%53.3220.9%4.4%
30Δ57.7518.8%5.3%53.8320.6%3.7%
35Δ56.5213.2%3.1%54.2720.5%3.2%
40Δ55.8910.5%2.0%54.6920.5%2.7%
45Δ55.719.9%1.8%55.1020.5%2.3%
50Δ55.529.3%1.5%55.5020.4%1.9%
55Δ55.348.7%1.3%55.9020.2%1.6%
60Δ55.158.0%1.0%56.4021.3%1.3%
65Δ54.967.6%0.8%56.9322.8%1.1%
70Δ54.707.7%0.6%57.6725.0%1.0%
75Δ54.457.9%0.5%59.2833.0%1.0%
80Δ54.208.1%0.3%61.0038.1%0.8%

20Δ

Calls
Pseudo strike
60.22
IV
30.1%
B/E move
9.8%
Puts
Pseudo strike
52.67
IV
22.0%
B/E move
5.4%

25Δ

Calls
Pseudo strike
58.98
IV
24.5%
B/E move
7.6%
Puts
Pseudo strike
53.32
IV
20.9%
B/E move
4.4%

30Δ

Calls
Pseudo strike
57.75
IV
18.8%
B/E move
5.3%
Puts
Pseudo strike
53.83
IV
20.6%
B/E move
3.7%

35Δ

Calls
Pseudo strike
56.52
IV
13.2%
B/E move
3.1%
Puts
Pseudo strike
54.27
IV
20.5%
B/E move
3.2%

40Δ

Calls
Pseudo strike
55.89
IV
10.5%
B/E move
2.0%
Puts
Pseudo strike
54.69
IV
20.5%
B/E move
2.7%

45Δ

Calls
Pseudo strike
55.71
IV
9.9%
B/E move
1.8%
Puts
Pseudo strike
55.10
IV
20.5%
B/E move
2.3%

50Δ

Calls
Pseudo strike
55.52
IV
9.3%
B/E move
1.5%
Puts
Pseudo strike
55.50
IV
20.4%
B/E move
1.9%

55Δ

Calls
Pseudo strike
55.34
IV
8.7%
B/E move
1.3%
Puts
Pseudo strike
55.90
IV
20.2%
B/E move
1.6%

60Δ

Calls
Pseudo strike
55.15
IV
8.0%
B/E move
1.0%
Puts
Pseudo strike
56.40
IV
21.3%
B/E move
1.3%

65Δ

Calls
Pseudo strike
54.96
IV
7.6%
B/E move
0.8%
Puts
Pseudo strike
56.93
IV
22.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
54.70
IV
7.7%
B/E move
0.6%
Puts
Pseudo strike
57.67
IV
25.0%
B/E move
1.0%

75Δ

Calls
Pseudo strike
54.45
IV
7.9%
B/E move
0.5%
Puts
Pseudo strike
59.28
IV
33.0%
B/E move
1.0%

80Δ

Calls
Pseudo strike
54.20
IV
8.1%
B/E move
0.3%
Puts
Pseudo strike
61.00
IV
38.1%
B/E move
0.8%

Options history

No recorded observations