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

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Market datapartial · fetched 2026-10-22T18:25:43.970Z

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 · 2026-10-22T18:25:40.204189749Z

FundamentalsAlpha Vantage · unavailable

Share price$96.15
1D+0.2%
$95.68$95.86$96.04$96.22$96.405:30 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$0.72$1.74$2.75$3.76$4.78$90.65$93.29$95.93$98.57$101.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GSEW spot · $96.15GSEW PRICE$1.02$1.51$2.01$2.50$3.00$3.49$3.99$4.48$0.83$1.03$1.22$1.42$1.61$1.81$2.00$2.19$2.39$2.90$3.52
PutsExpensive1.11×
CallsCheap0.74×
SkewBearish+5.51 pp
Implied moveBearish±$3.32
TiltBullish2.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ93.0220.0%4.1%
30Δ93.6419.2%3.7%
35Δ94.2618.4%3.2%
40Δ94.8817.7%2.8%
45Δ96.508.3%1.4%95.4916.9%2.4%
50Δ95.909.1%1.3%96.1116.1%1.9%
55Δ95.319.8%1.2%96.7315.3%1.5%
60Δ94.7210.6%1.1%97.3514.6%1.0%
65Δ94.1211.4%1.0%97.9713.8%0.6%
70Δ93.5312.2%0.9%98.6314.4%0.4%
75Δ92.9312.9%0.8%99.3815.1%0.3%
80Δ92.3413.7%0.7%

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
93.02
IV
20.0%
B/E move
4.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
93.64
IV
19.2%
B/E move
3.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
94.26
IV
18.4%
B/E move
3.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
94.88
IV
17.7%
B/E move
2.8%

45Δ

Calls
Pseudo strike
96.50
IV
8.3%
B/E move
1.4%
Puts
Pseudo strike
95.49
IV
16.9%
B/E move
2.4%

50Δ

Calls
Pseudo strike
95.90
IV
9.1%
B/E move
1.3%
Puts
Pseudo strike
96.11
IV
16.1%
B/E move
1.9%

55Δ

Calls
Pseudo strike
95.31
IV
9.8%
B/E move
1.2%
Puts
Pseudo strike
96.73
IV
15.3%
B/E move
1.5%

60Δ

Calls
Pseudo strike
94.72
IV
10.6%
B/E move
1.1%
Puts
Pseudo strike
97.35
IV
14.6%
B/E move
1.0%

65Δ

Calls
Pseudo strike
94.12
IV
11.4%
B/E move
1.0%
Puts
Pseudo strike
97.97
IV
13.8%
B/E move
0.6%

70Δ

Calls
Pseudo strike
93.53
IV
12.2%
B/E move
0.9%
Puts
Pseudo strike
98.63
IV
14.4%
B/E move
0.4%

75Δ

Calls
Pseudo strike
92.93
IV
12.9%
B/E move
0.8%
Puts
Pseudo strike
99.38
IV
15.1%
B/E move
0.3%

80Δ

Calls
Pseudo strike
92.34
IV
13.7%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations