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Goldman Sachs ActiveBeta Europe Equity ETF GSEU

i

Market dataready · fetched 2026-11-11T16:00:58.246Z

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 · 2026-11-11T15:00:32.825552092Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T16:00:57.365040+00:00

Share price$48.91
1D-0.1%
$48.89$48.91$48.94$48.96$48.985:30 AM6:30 AM9:00 AM1:00 PMGSEU
Sold putSold call

Goldman Sachs ActiveBeta Europe Equity ETF options

Live interpolated GSEU call and put midpoint premiums by absolute delta.Goldman Sachs ActiveBeta Europe Equity ETF$2.47$2.73$2.98$3.24$3.49$47.13$48.26$49.39$50.52$51.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GSEU spot · $48.91GSEU PRICE$2.50$2.50$2.50$2.50$2.50$2.51$2.73$2.95$3.18$3.42$2.50$2.50$2.50$2.50$2.50$2.59$2.80$2.70$2.85$2.99
Puts——
Calls——
Skew——
Implied moveBalanced±$5.09
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ41.94184.7%19.4%
30Δ44.47148.7%14.2%
35Δ55.54155.6%18.7%46.28122.5%10.5%
40Δ52.58126.3%12.6%47.58102.9%7.8%
45Δ50.72104.7%8.8%48.5487.6%5.9%
50Δ49.4988.2%6.3%49.3177.7%4.5%
55Δ48.6475.2%4.6%49.9972.5%3.5%
60Δ47.9764.4%3.2%
65Δ47.4261.0%2.5%
70Δ46.9057.4%1.9%51.0146.6%1.2%
75Δ46.4453.5%1.5%51.3042.7%0.9%
80Δ45.9849.7%1.0%51.5938.7%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.94
IV
184.7%
B/E move
19.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.47
IV
148.7%
B/E move
14.2%

35Δ

Calls
Pseudo strike
55.54
IV
155.6%
B/E move
18.7%
Puts
Pseudo strike
46.28
IV
122.5%
B/E move
10.5%

40Δ

Calls
Pseudo strike
52.58
IV
126.3%
B/E move
12.6%
Puts
Pseudo strike
47.58
IV
102.9%
B/E move
7.8%

45Δ

Calls
Pseudo strike
50.72
IV
104.7%
B/E move
8.8%
Puts
Pseudo strike
48.54
IV
87.6%
B/E move
5.9%

50Δ

Calls
Pseudo strike
49.49
IV
88.2%
B/E move
6.3%
Puts
Pseudo strike
49.31
IV
77.7%
B/E move
4.5%

55Δ

Calls
Pseudo strike
48.64
IV
75.2%
B/E move
4.6%
Puts
Pseudo strike
49.99
IV
72.5%
B/E move
3.5%

60Δ

Calls
Pseudo strike
47.97
IV
64.4%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
47.42
IV
61.0%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
46.90
IV
57.4%
B/E move
1.9%
Puts
Pseudo strike
51.01
IV
46.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
46.44
IV
53.5%
B/E move
1.5%
Puts
Pseudo strike
51.30
IV
42.7%
B/E move
0.9%

80Δ

Calls
Pseudo strike
45.98
IV
49.7%
B/E move
1.0%
Puts
Pseudo strike
51.59
IV
38.7%
B/E move
0.6%

Options history

IV · four-Friday blend16.57%
Daily close
GSEU14.1%20.6%27.2%2026-08-13: 17.00%2026-08-14: 17.25%2026-08-17: 18.99%2026-08-18: 20.43%2026-08-19: 22.52%2026-08-20: 26.26%2026-08-21: 15.49%2026-08-24: 15.65%2026-08-25: 15.48%2026-08-26: 15.17%2026-08-27: 15.37%2026-08-28: 15.31%2026-08-31: 15.99%2026-09-01: 16.23%2026-09-02: 16.40%2026-09-03: 16.12%2026-09-04: 16.19%2026-09-08: 17.24%2026-09-09: 17.93%2026-09-10: 18.69%2026-09-11: 18.52%2026-09-14: 20.46%2026-09-15: 22.31%2026-09-16: 23.82%2026-09-17: 25.66%2026-09-18: 16.25%2026-09-21: 16.14%2026-09-22: 15.40%2026-09-23: 15.81%2026-09-24: 15.58%2026-09-25: 15.00%2026-09-28: 15.44%2026-09-29: 16.15%2026-09-30: 16.42%2026-10-01: 16.99%2026-10-02: 16.55%2026-10-05: 17.10%2026-10-06: 16.88%2026-10-07: 17.42%2026-10-08: 17.28%2026-10-09: 17.45%2026-10-13: 19.73%2026-10-16: 15.30%2026-10-19: 15.74%2026-10-20: 15.60%2026-10-21: 15.46%2026-10-22: 15.94%2026-10-23: 15.99%2026-10-26: 16.21%2026-10-27: 16.00%2026-10-28: 16.87%2026-10-29: 15.82%2026-10-30: 16.57%Aug 13Sep 21Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
17.00%
17.25%
18.99%
20.43%
22.52%
26.26%
15.49%
15.65%
15.48%
15.17%
15.37%
15.31%
15.99%
16.23%
16.40%
16.12%
16.19%
17.24%
17.93%
18.69%
18.52%
20.46%
22.31%
23.82%
25.66%
16.25%
16.14%
15.40%
15.81%
15.58%
15.00%
15.44%
16.15%
16.42%
16.99%
16.55%
17.10%
16.88%
17.42%
17.28%
17.45%
19.73%
15.30%
15.74%
15.60%
15.46%
15.94%
15.99%
16.21%
16.00%
16.87%
15.82%
16.57%