IntraAlpha
Create free account Start free

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

i

Market dataready · fetched 2026-11-12T02:58:31.732Z

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: 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 · 2026-11-12T00:53:08.033037587Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:58:31.185111+00:00

Share price$53.27
1D+0.3%
AH$53.33$53.55$53.76$53.98$54.205:30 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$0.05$1.05$2.05$3.04$4.04$49.46$51.38$53.30$55.23$57.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GPIQ spot · $53.27GPIQ PRICE$0.19$0.27$0.34$0.41$0.57$0.74$0.91$1.08$1.38$1.72$2.19$2.92$3.75$0.16$0.20$0.25$0.29$0.34$0.40$0.47$0.53$0.59$0.65$0.72$0.78
Puts——
CallsCheap0.77×
Skew——
Implied moveBullish±$1.38
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.7719.5%3.2%52.1516.3%2.4%
25Δ54.5320.1%2.9%52.3815.7%2.1%
30Δ54.2920.6%2.5%52.6015.1%1.7%
35Δ54.0421.1%2.2%52.8314.5%1.4%
40Δ53.8022.8%2.1%53.0314.0%1.1%
45Δ53.5524.6%1.9%53.1613.6%1.0%
50Δ53.3126.4%1.8%53.3013.1%0.8%
55Δ53.0628.3%1.6%53.4312.7%0.7%
60Δ52.6930.9%1.5%53.5612.3%0.6%
65Δ52.2833.7%1.4%53.6911.9%0.4%
70Δ51.7537.9%1.3%53.8211.5%0.3%
75Δ50.9844.7%1.2%53.9511.0%0.2%
80Δ50.0550.2%1.0%

20Δ

Calls
Pseudo strike
54.77
IV
19.5%
B/E move
3.2%
Puts
Pseudo strike
52.15
IV
16.3%
B/E move
2.4%

25Δ

Calls
Pseudo strike
54.53
IV
20.1%
B/E move
2.9%
Puts
Pseudo strike
52.38
IV
15.7%
B/E move
2.1%

30Δ

Calls
Pseudo strike
54.29
IV
20.6%
B/E move
2.5%
Puts
Pseudo strike
52.60
IV
15.1%
B/E move
1.7%

35Δ

Calls
Pseudo strike
54.04
IV
21.1%
B/E move
2.2%
Puts
Pseudo strike
52.83
IV
14.5%
B/E move
1.4%

40Δ

Calls
Pseudo strike
53.80
IV
22.8%
B/E move
2.1%
Puts
Pseudo strike
53.03
IV
14.0%
B/E move
1.1%

45Δ

Calls
Pseudo strike
53.55
IV
24.6%
B/E move
1.9%
Puts
Pseudo strike
53.16
IV
13.6%
B/E move
1.0%

50Δ

Calls
Pseudo strike
53.31
IV
26.4%
B/E move
1.8%
Puts
Pseudo strike
53.30
IV
13.1%
B/E move
0.8%

55Δ

Calls
Pseudo strike
53.06
IV
28.3%
B/E move
1.6%
Puts
Pseudo strike
53.43
IV
12.7%
B/E move
0.7%

60Δ

Calls
Pseudo strike
52.69
IV
30.9%
B/E move
1.5%
Puts
Pseudo strike
53.56
IV
12.3%
B/E move
0.6%

65Δ

Calls
Pseudo strike
52.28
IV
33.7%
B/E move
1.4%
Puts
Pseudo strike
53.69
IV
11.9%
B/E move
0.4%

70Δ

Calls
Pseudo strike
51.75
IV
37.9%
B/E move
1.3%
Puts
Pseudo strike
53.82
IV
11.5%
B/E move
0.3%

75Δ

Calls
Pseudo strike
50.98
IV
44.7%
B/E move
1.2%
Puts
Pseudo strike
53.95
IV
11.0%
B/E move
0.2%

80Δ

Calls
Pseudo strike
50.05
IV
50.2%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend18.38%
Daily close
GPIQ12.9%15.8%18.8%2026-08-13: 15.02%2026-08-21: 17.23%2026-08-24: 17.07%2026-08-25: 16.85%2026-08-26: 17.12%2026-08-27: 15.49%2026-08-28: 15.72%2026-08-31: 14.92%2026-09-01: 14.93%2026-09-02: 15.15%2026-09-03: 14.49%2026-09-04: 13.97%2026-09-08: 14.96%2026-09-09: 15.12%2026-09-10: 16.38%2026-09-11: 14.90%2026-09-14: 15.82%2026-09-15: 15.33%2026-09-18: 14.38%2026-09-21: 15.36%2026-09-22: 13.88%2026-09-23: 13.89%2026-09-24: 14.87%2026-09-25: 14.13%2026-09-28: 15.08%2026-09-30: 14.97%2026-10-01: 14.77%2026-10-02: 14.07%2026-10-05: 13.30%2026-10-06: 13.38%2026-10-07: 13.58%2026-10-08: 13.45%2026-10-09: 14.73%2026-10-12: 14.64%2026-10-14: 16.76%2026-10-16: 15.06%2026-10-19: 15.69%2026-10-20: 15.28%2026-10-21: 15.34%2026-10-22: 16.23%2026-10-23: 17.11%2026-10-26: 17.22%2026-10-27: 15.93%2026-10-28: 15.82%2026-10-29: 16.52%2026-10-30: 18.38%Aug 13Sep 24Oct 30
46 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
15.02%
17.23%
17.07%
16.85%
17.12%
15.49%
15.72%
14.92%
14.93%
15.15%
14.49%
13.97%
14.96%
15.12%
16.38%
14.90%
15.82%
15.33%
14.38%
15.36%
13.88%
13.89%
14.87%
14.13%
15.08%
14.97%
14.77%
14.07%
13.30%
13.38%
13.58%
13.45%
14.73%
14.64%
16.76%
15.06%
15.69%
15.28%
15.34%
16.23%
17.11%
17.22%
15.93%
15.82%
16.52%
18.38%