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Goldman Sachs ActiveBeta Europe Equity ETF GSEU

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Market datapartial · fetched 2026-10-22T13:29:52.878Z

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 · 2026-10-22T00:00:00.099003796Z

FundamentalsAlpha Vantage · unavailable

Share price$48.16
1D-0.3%
AH$47.98$48.06$48.14$48.22$48.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGSEU
Sold putSold callAH

Goldman Sachs ActiveBeta Europe Equity ETF options

Live interpolated GSEU call and put midpoint premiums by absolute delta.Goldman Sachs ActiveBeta Europe Equity ETF$0.34$0.91$1.48$2.05$2.62$45.08$46.63$48.17$49.72$51.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GSEU spot · $48.16GSEU PRICE$0.40$0.45$0.51$0.57$0.63$0.74$0.85$0.96$1.13$1.33$1.54$1.86$2.46$0.46$0.52$0.59$0.64$0.69$0.77$0.90$1.02$1.14$1.32$1.54$1.77$2.22
PutsExpensive1.12×
CallsExpensive1.33×
SkewNeutral-0.11 pp
Implied moveBearish±$1.75
TiltBalanced0.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.8127.7%8.4%45.2229.2%7.1%
25Δ50.6623.0%6.1%46.1924.8%5.2%
30Δ49.9220.3%4.7%46.8621.9%3.9%
35Δ49.4418.4%3.8%47.3319.7%3.1%
40Δ48.9816.7%3.0%47.7517.6%2.3%
45Δ48.6916.3%2.6%48.1016.1%1.7%
50Δ48.4016.0%2.3%48.3615.8%1.5%
55Δ48.1115.6%1.9%48.6215.4%1.2%
60Δ47.8115.6%1.6%48.8815.1%0.9%
65Δ47.5115.8%1.4%49.1714.9%0.7%
70Δ47.2116.1%1.2%49.4715.0%0.5%
75Δ46.8017.0%1.0%49.7815.0%0.3%
80Δ46.1619.7%0.9%50.3116.3%0.2%

20Δ

Calls
Pseudo strike
51.81
IV
27.7%
B/E move
8.4%
Puts
Pseudo strike
45.22
IV
29.2%
B/E move
7.1%

25Δ

Calls
Pseudo strike
50.66
IV
23.0%
B/E move
6.1%
Puts
Pseudo strike
46.19
IV
24.8%
B/E move
5.2%

30Δ

Calls
Pseudo strike
49.92
IV
20.3%
B/E move
4.7%
Puts
Pseudo strike
46.86
IV
21.9%
B/E move
3.9%

35Δ

Calls
Pseudo strike
49.44
IV
18.4%
B/E move
3.8%
Puts
Pseudo strike
47.33
IV
19.7%
B/E move
3.1%

40Δ

Calls
Pseudo strike
48.98
IV
16.7%
B/E move
3.0%
Puts
Pseudo strike
47.75
IV
17.6%
B/E move
2.3%

45Δ

Calls
Pseudo strike
48.69
IV
16.3%
B/E move
2.6%
Puts
Pseudo strike
48.10
IV
16.1%
B/E move
1.7%

50Δ

Calls
Pseudo strike
48.40
IV
16.0%
B/E move
2.3%
Puts
Pseudo strike
48.36
IV
15.8%
B/E move
1.5%

55Δ

Calls
Pseudo strike
48.11
IV
15.6%
B/E move
1.9%
Puts
Pseudo strike
48.62
IV
15.4%
B/E move
1.2%

60Δ

Calls
Pseudo strike
47.81
IV
15.6%
B/E move
1.6%
Puts
Pseudo strike
48.88
IV
15.1%
B/E move
0.9%

65Δ

Calls
Pseudo strike
47.51
IV
15.8%
B/E move
1.4%
Puts
Pseudo strike
49.17
IV
14.9%
B/E move
0.7%

70Δ

Calls
Pseudo strike
47.21
IV
16.1%
B/E move
1.2%
Puts
Pseudo strike
49.47
IV
15.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
46.80
IV
17.0%
B/E move
1.0%
Puts
Pseudo strike
49.78
IV
15.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
46.16
IV
19.7%
B/E move
0.9%
Puts
Pseudo strike
50.31
IV
16.3%
B/E move
0.2%

Options history

No recorded observations