IntraAlpha
Create free account Start free

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

i

Market datapartial · fetched 2026-11-13T18:53:39.062Z

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 · 2026-11-13T18:53:37.211706498Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:53:38.000658+00:00

Share price$97.62
1D-0.3%
$96.86$97.14$97.42$97.70$97.985:30 AM6:30 AM9:00 AM1:00 PMGSEW
Sold putSold call

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$1.04$3.59$6.14$8.69$11.23$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEGSEW PRICE$1.32$2.08$2.85$3.61$4.38$5.14$5.91$6.67$7.44$8.20$8.97$9.73$10.50
Puts——
CallsExpensive1.28×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ101.5015.1%5.3%
25Δ100.4016.0%5.0%
30Δ99.3016.8%4.6%
35Δ98.2017.7%4.3%
40Δ97.1018.5%4.0%
45Δ96.0019.3%3.6%
50Δ94.9120.2%3.3%
55Δ93.8121.0%2.9%
60Δ92.7121.9%2.6%
65Δ91.6122.7%2.2%
70Δ90.5123.6%1.9%
75Δ89.4124.4%1.6%
80Δ88.3125.3%1.2%

20Δ

Calls
Pseudo strike
101.50
IV
15.1%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
100.40
IV
16.0%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
99.30
IV
16.8%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
98.20
IV
17.7%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
97.10
IV
18.5%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
96.00
IV
19.3%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
94.91
IV
20.2%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
93.81
IV
21.0%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
92.71
IV
21.9%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
91.61
IV
22.7%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
90.51
IV
23.6%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
89.41
IV
24.4%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
88.31
IV
25.3%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend14.58%
Daily close
GSEW11.3%16.5%21.8%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%2026-10-26: 13.40%2026-10-27: 13.10%2026-10-28: 13.12%2026-10-29: 13.49%2026-10-30: 14.58%Aug 17Sep 23Oct 30
53 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
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%
13.40%
13.10%
13.12%
13.49%
14.58%