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Goldman Sachs ActiveBeta Europe Equity ETF GSEU

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Market datapartial · fetched 2026-10-22T23:11:27.071Z

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 · 2026-10-22T22:30:00.003761449Z

FundamentalsAlpha Vantage · unavailable

Share price$47.70
1D-0.1%
AH$47.58$47.65$47.73$47.81$47.885:30 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$0.33$0.95$1.57$2.19$2.81$44.43$46.05$47.66$49.27$50.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GSEU spot · $47.70GSEU PRICE$0.40$0.44$0.50$0.57$0.65$0.72$0.83$1.02$1.21$1.39$1.72$2.06$2.63$0.47$0.51$0.57$0.64$0.71$0.78$0.84$1.08$1.46$1.81$1.93$2.06$2.18
PutsExpensive1.19×
CallsExpensive1.38×
SkewBearish+0.59 pp
Implied moveBalanced±$1.68
TiltBearish3.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.3027.8%8.4%44.7130.2%7.2%
25Δ50.1223.0%6.0%45.7524.9%5.2%
30Δ49.4720.5%4.8%46.3922.0%4.0%
35Δ48.9218.5%3.8%46.9219.7%3.0%
40Δ48.5817.4%3.2%47.2618.2%2.4%
45Δ48.2316.4%2.6%47.5616.8%1.9%
50Δ47.9015.8%2.2%47.8615.4%1.4%
55Δ47.6116.3%1.9%48.2216.2%1.2%
60Δ47.3116.8%1.7%48.6318.6%1.1%
65Δ47.0117.2%1.5%49.0220.8%1.0%
70Δ46.6018.2%1.3%49.2719.3%0.8%
75Δ46.1819.1%1.1%49.5117.8%0.5%
80Δ45.5321.3%1.0%49.7616.3%0.2%

20Δ

Calls
Pseudo strike
51.30
IV
27.8%
B/E move
8.4%
Puts
Pseudo strike
44.71
IV
30.2%
B/E move
7.2%

25Δ

Calls
Pseudo strike
50.12
IV
23.0%
B/E move
6.0%
Puts
Pseudo strike
45.75
IV
24.9%
B/E move
5.2%

30Δ

Calls
Pseudo strike
49.47
IV
20.5%
B/E move
4.8%
Puts
Pseudo strike
46.39
IV
22.0%
B/E move
4.0%

35Δ

Calls
Pseudo strike
48.92
IV
18.5%
B/E move
3.8%
Puts
Pseudo strike
46.92
IV
19.7%
B/E move
3.0%

40Δ

Calls
Pseudo strike
48.58
IV
17.4%
B/E move
3.2%
Puts
Pseudo strike
47.26
IV
18.2%
B/E move
2.4%

45Δ

Calls
Pseudo strike
48.23
IV
16.4%
B/E move
2.6%
Puts
Pseudo strike
47.56
IV
16.8%
B/E move
1.9%

50Δ

Calls
Pseudo strike
47.90
IV
15.8%
B/E move
2.2%
Puts
Pseudo strike
47.86
IV
15.4%
B/E move
1.4%

55Δ

Calls
Pseudo strike
47.61
IV
16.3%
B/E move
1.9%
Puts
Pseudo strike
48.22
IV
16.2%
B/E move
1.2%

60Δ

Calls
Pseudo strike
47.31
IV
16.8%
B/E move
1.7%
Puts
Pseudo strike
48.63
IV
18.6%
B/E move
1.1%

65Δ

Calls
Pseudo strike
47.01
IV
17.2%
B/E move
1.5%
Puts
Pseudo strike
49.02
IV
20.8%
B/E move
1.0%

70Δ

Calls
Pseudo strike
46.60
IV
18.2%
B/E move
1.3%
Puts
Pseudo strike
49.27
IV
19.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
46.18
IV
19.1%
B/E move
1.1%
Puts
Pseudo strike
49.51
IV
17.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
45.53
IV
21.3%
B/E move
1.0%
Puts
Pseudo strike
49.76
IV
16.3%
B/E move
0.2%

Options history

No recorded observations