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

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Market datapartial · fetched 2026-10-22T23:10:29.044Z

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 · 2026-10-22T22:30:03.261038022Z

FundamentalsAlpha Vantage · unavailable

Share price$96.58
1D+0.7%
AH$95.66$95.91$96.16$96.40$96.655:30 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$0.47$1.50$2.53$3.56$4.59$90.77$93.44$96.11$98.78$101.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GSEW spot · $96.58GSEW PRICE$0.58$0.63$0.70$0.78$0.88$1.00$1.14$1.31$1.49$1.76$2.15$2.57$3.03$0.78$0.86$0.96$1.08$1.26$1.48$1.71$2.09$2.48$2.88$3.48$4.29
PutsExpensive1.20×
CallsCheap0.88×
SkewBearish+5.18 pp
Implied moveBearish±$2.85
TiltBearish12.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ101.7319.7%5.9%91.5924.9%6.0%
25Δ99.9815.8%4.2%93.3420.6%4.2%
30Δ99.0013.8%3.2%94.4618.1%3.2%
35Δ98.3512.5%2.6%95.2816.5%2.5%
40Δ97.7911.6%2.2%95.8815.9%2.0%
45Δ97.3511.1%1.8%96.4315.6%1.7%
50Δ96.9310.6%1.5%96.9715.3%1.4%
55Δ96.5710.5%1.4%97.5515.9%1.2%
60Δ96.2110.3%1.2%98.1316.4%1.0%
65Δ95.8010.5%1.0%98.7416.4%0.7%
70Δ95.3111.1%0.9%99.5117.1%0.6%
75Δ94.7911.7%0.8%100.4618.3%0.4%
80Δ94.2111.9%0.7%

20Δ

Calls
Pseudo strike
101.73
IV
19.7%
B/E move
5.9%
Puts
Pseudo strike
91.59
IV
24.9%
B/E move
6.0%

25Δ

Calls
Pseudo strike
99.98
IV
15.8%
B/E move
4.2%
Puts
Pseudo strike
93.34
IV
20.6%
B/E move
4.2%

30Δ

Calls
Pseudo strike
99.00
IV
13.8%
B/E move
3.2%
Puts
Pseudo strike
94.46
IV
18.1%
B/E move
3.2%

35Δ

Calls
Pseudo strike
98.35
IV
12.5%
B/E move
2.6%
Puts
Pseudo strike
95.28
IV
16.5%
B/E move
2.5%

40Δ

Calls
Pseudo strike
97.79
IV
11.6%
B/E move
2.2%
Puts
Pseudo strike
95.88
IV
15.9%
B/E move
2.0%

45Δ

Calls
Pseudo strike
97.35
IV
11.1%
B/E move
1.8%
Puts
Pseudo strike
96.43
IV
15.6%
B/E move
1.7%

50Δ

Calls
Pseudo strike
96.93
IV
10.6%
B/E move
1.5%
Puts
Pseudo strike
96.97
IV
15.3%
B/E move
1.4%

55Δ

Calls
Pseudo strike
96.57
IV
10.5%
B/E move
1.4%
Puts
Pseudo strike
97.55
IV
15.9%
B/E move
1.2%

60Δ

Calls
Pseudo strike
96.21
IV
10.3%
B/E move
1.2%
Puts
Pseudo strike
98.13
IV
16.4%
B/E move
1.0%

65Δ

Calls
Pseudo strike
95.80
IV
10.5%
B/E move
1.0%
Puts
Pseudo strike
98.74
IV
16.4%
B/E move
0.7%

70Δ

Calls
Pseudo strike
95.31
IV
11.1%
B/E move
0.9%
Puts
Pseudo strike
99.51
IV
17.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
94.79
IV
11.7%
B/E move
0.8%
Puts
Pseudo strike
100.46
IV
18.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
94.21
IV
11.9%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations