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

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Market datapartial · fetched 2026-10-23T02:30:21.434Z

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 · 2026-10-22T23:56:12.328897598Z

FundamentalsAlpha Vantage · unavailable

Share price$55.14
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$0.24$1.57$2.89$4.22$5.55$50.90$53.09$55.28$57.47$59.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GPIQ spot · $55.14GPIQ PRICE$0.45$0.44$0.43$0.43$0.47$0.53$0.59$0.64$0.71$1.10$1.48$1.86$2.24$0.39$0.49$0.62$0.76$0.92$1.08$1.27$1.46$1.75$2.16$2.69$3.95$5.16
PutsExpensive1.23×
CallsCheap0.83×
SkewBearish+7.85 pp
Implied moveBearish±$1.86
TiltBearish33.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.1330.2%9.9%52.6121.7%5.3%
25Δ58.8224.3%7.5%53.2720.5%4.3%
30Δ57.5118.3%5.1%53.7620.1%3.6%
35Δ56.2012.4%2.7%54.2119.9%3.1%
40Δ55.8210.9%2.1%54.6119.9%2.6%
45Δ55.6210.3%1.8%55.0119.8%2.2%
50Δ55.419.7%1.5%55.4019.6%1.8%
55Δ55.209.1%1.3%55.7819.4%1.5%
60Δ54.998.6%1.0%56.2219.8%1.2%
65Δ54.5710.1%0.9%56.7321.2%1.0%
70Δ54.1511.6%0.9%57.3622.8%0.9%
75Δ53.7313.2%0.8%58.6328.8%0.8%
80Δ53.3114.7%0.7%59.9632.2%0.6%

20Δ

Calls
Pseudo strike
60.13
IV
30.2%
B/E move
9.9%
Puts
Pseudo strike
52.61
IV
21.7%
B/E move
5.3%

25Δ

Calls
Pseudo strike
58.82
IV
24.3%
B/E move
7.5%
Puts
Pseudo strike
53.27
IV
20.5%
B/E move
4.3%

30Δ

Calls
Pseudo strike
57.51
IV
18.3%
B/E move
5.1%
Puts
Pseudo strike
53.76
IV
20.1%
B/E move
3.6%

35Δ

Calls
Pseudo strike
56.20
IV
12.4%
B/E move
2.7%
Puts
Pseudo strike
54.21
IV
19.9%
B/E move
3.1%

40Δ

Calls
Pseudo strike
55.82
IV
10.9%
B/E move
2.1%
Puts
Pseudo strike
54.61
IV
19.9%
B/E move
2.6%

45Δ

Calls
Pseudo strike
55.62
IV
10.3%
B/E move
1.8%
Puts
Pseudo strike
55.01
IV
19.8%
B/E move
2.2%

50Δ

Calls
Pseudo strike
55.41
IV
9.7%
B/E move
1.5%
Puts
Pseudo strike
55.40
IV
19.6%
B/E move
1.8%

55Δ

Calls
Pseudo strike
55.20
IV
9.1%
B/E move
1.3%
Puts
Pseudo strike
55.78
IV
19.4%
B/E move
1.5%

60Δ

Calls
Pseudo strike
54.99
IV
8.6%
B/E move
1.0%
Puts
Pseudo strike
56.22
IV
19.8%
B/E move
1.2%

65Δ

Calls
Pseudo strike
54.57
IV
10.1%
B/E move
0.9%
Puts
Pseudo strike
56.73
IV
21.2%
B/E move
1.0%

70Δ

Calls
Pseudo strike
54.15
IV
11.6%
B/E move
0.9%
Puts
Pseudo strike
57.36
IV
22.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
53.73
IV
13.2%
B/E move
0.8%
Puts
Pseudo strike
58.63
IV
28.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
53.31
IV
14.7%
B/E move
0.7%
Puts
Pseudo strike
59.96
IV
32.2%
B/E move
0.6%

Options history

No recorded observations