IntraAlpha
Create free account Start free

Goldman Sachs ETF Trust Goldman Sachs S&P 500 Premium Income ETF GPIX

i

Market dataready · fetched 2026-11-11T13:49:31.151Z

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 · 2026-11-11T13:30:09.214760683Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:49:29.975505+00:00

Share price$54.80
1D+0.0%
$54.77$54.79$54.80$54.81$54.835:30 AM6:30 AM9:00 AM1:00 PMGPIX
Sold putSold call

Goldman Sachs ETF Trust Goldman Sachs S&P 500 Premium Income ETF options

Live interpolated GPIX call and put midpoint premiums by absolute delta.Goldman Sachs ETF Trust Goldman Sachs S&P 500 Premium Income ETF$0.03$1.77$3.52$5.27$7.01$50.48$52.62$54.77$56.91$59.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GPIX spot · $54.80GPIX PRICE$0.22$0.24$0.27$0.29$0.31$0.34$0.39$0.48$0.57$0.67$0.76$0.85$0.60$0.71$0.93$1.09$1.17$1.34$1.77$2.29$3.10$4.37$6.51
Puts——
Calls——
Skew——
Implied moveBearish±$1.68
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.1828.1%7.7%
25Δ56.058.4%2.7%
30Δ55.857.8%2.4%53.4019.6%3.8%
35Δ55.667.1%2.1%53.7921.1%3.5%
40Δ55.486.4%1.8%54.2021.1%3.1%
45Δ55.295.7%1.5%54.6619.1%2.4%
50Δ55.115.0%1.2%55.1418.3%1.8%
55Δ54.954.6%1.0%55.6420.4%1.7%
60Δ54.824.6%0.9%56.2222.9%1.6%
65Δ54.694.5%0.8%57.0726.8%1.5%
70Δ54.564.5%0.8%58.3932.2%1.4%
75Δ54.444.4%0.7%60.5640.6%1.4%
80Δ54.314.4%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.18
IV
28.1%
B/E move
7.7%

25Δ

Calls
Pseudo strike
56.05
IV
8.4%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
55.85
IV
7.8%
B/E move
2.4%
Puts
Pseudo strike
53.40
IV
19.6%
B/E move
3.8%

35Δ

Calls
Pseudo strike
55.66
IV
7.1%
B/E move
2.1%
Puts
Pseudo strike
53.79
IV
21.1%
B/E move
3.5%

40Δ

Calls
Pseudo strike
55.48
IV
6.4%
B/E move
1.8%
Puts
Pseudo strike
54.20
IV
21.1%
B/E move
3.1%

45Δ

Calls
Pseudo strike
55.29
IV
5.7%
B/E move
1.5%
Puts
Pseudo strike
54.66
IV
19.1%
B/E move
2.4%

50Δ

Calls
Pseudo strike
55.11
IV
5.0%
B/E move
1.2%
Puts
Pseudo strike
55.14
IV
18.3%
B/E move
1.8%

55Δ

Calls
Pseudo strike
54.95
IV
4.6%
B/E move
1.0%
Puts
Pseudo strike
55.64
IV
20.4%
B/E move
1.7%

60Δ

Calls
Pseudo strike
54.82
IV
4.6%
B/E move
0.9%
Puts
Pseudo strike
56.22
IV
22.9%
B/E move
1.6%

65Δ

Calls
Pseudo strike
54.69
IV
4.5%
B/E move
0.8%
Puts
Pseudo strike
57.07
IV
26.8%
B/E move
1.5%

70Δ

Calls
Pseudo strike
54.56
IV
4.5%
B/E move
0.8%
Puts
Pseudo strike
58.39
IV
32.2%
B/E move
1.4%

75Δ

Calls
Pseudo strike
54.44
IV
4.4%
B/E move
0.7%
Puts
Pseudo strike
60.56
IV
40.6%
B/E move
1.4%

80Δ

Calls
Pseudo strike
54.31
IV
4.4%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend16.31%
Daily close
GPIX9.7%13.6%17.5%2026-08-21: 11.63%2026-08-24: 12.29%2026-08-25: 12.09%2026-08-26: 12.00%2026-08-27: 11.88%2026-09-01: 10.88%2026-09-02: 10.84%2026-09-03: 11.87%2026-09-04: 10.96%2026-09-08: 10.32%2026-09-09: 11.66%2026-09-10: 11.44%2026-09-11: 11.02%2026-09-15: 13.38%2026-09-16: 13.11%2026-09-17: 16.99%2026-09-23: 11.19%2026-09-24: 11.40%2026-09-25: 12.00%2026-09-28: 11.05%2026-09-29: 10.20%2026-09-30: 10.44%2026-10-01: 11.02%2026-10-02: 10.61%2026-10-05: 11.21%2026-10-06: 10.65%2026-10-07: 10.27%2026-10-08: 10.78%2026-10-12: 14.43%2026-10-14: 13.86%2026-10-16: 13.02%2026-10-19: 12.52%2026-10-20: 12.65%2026-10-21: 12.58%2026-10-22: 13.27%2026-10-23: 13.29%2026-10-26: 13.06%2026-10-27: 12.45%2026-10-28: 12.24%2026-10-29: 12.62%2026-10-30: 16.31%Aug 21Sep 29Oct 30
41 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
11.63%
12.29%
12.09%
12.00%
11.88%
10.88%
10.84%
11.87%
10.96%
10.32%
11.66%
11.44%
11.02%
13.38%
13.11%
16.99%
11.19%
11.40%
12.00%
11.05%
10.20%
10.44%
11.02%
10.61%
11.21%
10.65%
10.27%
10.78%
14.43%
13.86%
13.02%
12.52%
12.65%
12.58%
13.27%
13.29%
13.06%
12.45%
12.24%
12.62%
16.31%