IntraAlpha
Create free account Start free

Goldman Sachs Equal Weight U.S. Large Cap Equity ETF GSEW

i

Market dataready · fetched 2026-10-24T15:20:11.480Z

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 · 2026-10-24T00:00:03.231476428Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T15:20:11.549084+00:00

Share price$95.93
1D-0.2%
AH$95.43$95.65$95.88$96.11$96.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGSEW
Sold putSold callAH

Goldman Sachs Equal Weight U.S. Large Cap Equity ETF options

Live interpolated GSEW call and put midpoint premiums by absolute delta.Goldman Sachs Equal Weight U.S. Large Cap Equity ETF$0.49$1.43$2.37$3.31$4.25$90.73$93.22$95.70$98.18$100.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GSEW spot · $95.93GSEW PRICE$0.60$0.66$0.74$0.83$0.91$1.09$1.29$1.53$1.83$2.14$2.52$2.99$3.65$0.75$0.85$0.92$1.01$1.16$1.37$1.57$1.79$2.03$2.31$2.65$3.12$3.98
PutsExpensive1.26×
CallsFair1.02×
SkewBearish+1.76 pp
Implied moveBearish±$2.87
TiltBearish6.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ101.1820.9%6.1%91.0925.0%5.8%
25Δ99.5317.4%4.4%92.7021.2%4.3%
30Δ98.4915.2%3.4%93.9118.0%3.1%
35Δ97.7513.8%2.8%94.6716.1%2.4%
40Δ97.1212.5%2.2%95.2815.2%1.9%
45Δ96.6712.4%1.9%95.7915.0%1.6%
50Δ96.2612.6%1.7%96.2814.7%1.3%
55Δ95.8412.8%1.5%96.7514.3%1.0%
60Δ95.3813.1%1.3%97.2114.0%0.8%
65Δ94.9213.5%1.2%97.6813.8%0.6%
70Δ94.3813.8%1.0%98.2013.7%0.4%
75Δ93.7814.2%0.9%98.8014.0%0.3%
80Δ93.0015.2%0.8%99.7615.4%0.2%

20Δ

Calls
Pseudo strike
101.18
IV
20.9%
B/E move
6.1%
Puts
Pseudo strike
91.09
IV
25.0%
B/E move
5.8%

25Δ

Calls
Pseudo strike
99.53
IV
17.4%
B/E move
4.4%
Puts
Pseudo strike
92.70
IV
21.2%
B/E move
4.3%

30Δ

Calls
Pseudo strike
98.49
IV
15.2%
B/E move
3.4%
Puts
Pseudo strike
93.91
IV
18.0%
B/E move
3.1%

35Δ

Calls
Pseudo strike
97.75
IV
13.8%
B/E move
2.8%
Puts
Pseudo strike
94.67
IV
16.1%
B/E move
2.4%

40Δ

Calls
Pseudo strike
97.12
IV
12.5%
B/E move
2.2%
Puts
Pseudo strike
95.28
IV
15.2%
B/E move
1.9%

45Δ

Calls
Pseudo strike
96.67
IV
12.4%
B/E move
1.9%
Puts
Pseudo strike
95.79
IV
15.0%
B/E move
1.6%

50Δ

Calls
Pseudo strike
96.26
IV
12.6%
B/E move
1.7%
Puts
Pseudo strike
96.28
IV
14.7%
B/E move
1.3%

55Δ

Calls
Pseudo strike
95.84
IV
12.8%
B/E move
1.5%
Puts
Pseudo strike
96.75
IV
14.3%
B/E move
1.0%

60Δ

Calls
Pseudo strike
95.38
IV
13.1%
B/E move
1.3%
Puts
Pseudo strike
97.21
IV
14.0%
B/E move
0.8%

65Δ

Calls
Pseudo strike
94.92
IV
13.5%
B/E move
1.2%
Puts
Pseudo strike
97.68
IV
13.8%
B/E move
0.6%

70Δ

Calls
Pseudo strike
94.38
IV
13.8%
B/E move
1.0%
Puts
Pseudo strike
98.20
IV
13.7%
B/E move
0.4%

75Δ

Calls
Pseudo strike
93.78
IV
14.2%
B/E move
0.9%
Puts
Pseudo strike
98.80
IV
14.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
93.00
IV
15.2%
B/E move
0.8%
Puts
Pseudo strike
99.76
IV
15.4%
B/E move
0.2%

Options history

GSEW11.2616.5421.822026-07-27: 14.69%2026-07-28: 14.00%2026-07-29: 14.68%2026-07-30: 14.57%2026-07-31: 14.61%2026-08-03: 13.84%2026-08-04: 13.68%2026-08-05: 14.76%2026-08-06: 14.40%2026-08-07: 14.80%2026-08-10: 14.98%2026-08-11: 13.86%2026-08-12: 13.43%2026-08-13: 13.89%2026-08-14: 14.43%2026-08-17: 16.02%2026-08-18: 16.97%2026-08-19: 17.72%2026-08-20: 20.58%2026-08-21: 12.75%2026-08-24: 12.92%2026-08-25: 12.86%2026-08-26: 12.99%2026-08-27: 12.63%2026-08-28: 12.58%2026-08-31: 12.95%2026-09-01: 13.48%2026-09-02: 13.09%2026-09-03: 12.56%2026-09-04: 12.77%2026-09-08: 14.16%2026-09-09: 14.33%2026-09-10: 15.06%2026-09-11: 14.81%2026-09-14: 16.08%2026-09-15: 17.47%2026-09-16: 17.41%2026-09-17: 21.09%2026-09-18: 13.73%2026-09-21: 12.84%2026-09-22: 13.05%2026-09-23: 12.67%2026-09-24: 12.65%2026-09-25: 12.53%2026-09-28: 12.89%2026-09-29: 12.69%2026-09-30: 13.05%2026-10-01: 13.11%2026-10-02: 12.49%2026-10-05: 12.74%2026-10-06: 12.50%2026-10-07: 12.12%2026-10-08: 13.08%2026-10-09: 11.99%2026-10-12: 13.75%2026-10-13: 13.76%2026-10-14: 15.84%2026-10-16: 12.98%2026-10-19: 12.54%2026-10-20: 12.17%2026-10-21: 12.10%2026-10-22: 12.89%2026-10-23: 13.49%Jul 27Oct 23
Table
DateIV
14.69%
14.00%
14.68%
14.57%
14.61%
13.84%
13.68%
14.76%
14.40%
14.80%
14.98%
13.86%
13.43%
13.89%
14.43%
16.02%
16.97%
17.72%
20.58%
12.75%
12.92%
12.86%
12.99%
12.63%
12.58%
12.95%
13.48%
13.09%
12.56%
12.77%
14.16%
14.33%
15.06%
14.81%
16.08%
17.47%
17.41%
21.09%
13.73%
12.84%
13.05%
12.67%
12.65%
12.53%
12.89%
12.69%
13.05%
13.11%
12.49%
12.74%
12.50%
12.12%
13.08%
11.99%
13.75%
13.76%
15.84%
12.98%
12.54%
12.17%
12.10%
12.89%
13.49%