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iShares S&P GSCI Commodity-Indexed Trust GSG

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Market datapartial · fetched 2026-10-22T22:04:20.685Z

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 · 2026-10-22T21:34:18.917602024Z

FundamentalsAlpha Vantage · unavailable

Share price$36.48
1D-0.6%
AH$36.68$36.81$36.94$37.08$37.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGSG
Sold putSold callAH

iShares S&P GSCI Commodity-Indexed Trust options

Live interpolated GSG call and put midpoint premiums by absolute delta.iShares S&P GSCI Commodity-Indexed Trust$0.35$1.48$2.61$3.74$4.86$30.96$33.69$36.42$39.15$41.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GSG spot · $36.48GSG PRICE$0.53$0.75$0.70$0.85$0.98$1.08$1.41$1.86$2.20$2.42$3.03$3.85$4.54$0.47$0.49$0.53$0.59$0.72$1.01$1.31$1.53$1.64$1.74$1.84$2.06$2.28
PutsCheap0.62×
CallsExpensive1.12×
SkewBullish-15.27 pp
Implied moveBullish±$2.71
TiltBullish19.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.1947.0%14.4%33.5139.6%9.4%
25Δ40.9152.5%14.2%34.6131.0%6.5%
30Δ38.9137.6%8.6%35.2526.5%4.8%
35Δ38.3136.9%7.4%35.7023.7%3.7%
40Δ37.7435.4%6.1%36.1122.8%3.0%
45Δ37.2032.9%5.0%36.4426.0%2.9%
50Δ36.7135.5%4.5%36.7829.1%2.8%
55Δ36.2541.1%4.5%37.1030.4%2.5%
60Δ35.7643.1%4.1%37.3928.2%2.0%
65Δ35.2441.1%3.3%37.6926.0%1.4%
70Δ34.4944.8%2.8%37.9823.9%0.9%
75Δ33.5650.5%2.6%38.3022.7%0.6%
80Δ32.6851.9%2.0%38.6221.7%0.4%

20Δ

Calls
Pseudo strike
41.19
IV
47.0%
B/E move
14.4%
Puts
Pseudo strike
33.51
IV
39.6%
B/E move
9.4%

25Δ

Calls
Pseudo strike
40.91
IV
52.5%
B/E move
14.2%
Puts
Pseudo strike
34.61
IV
31.0%
B/E move
6.5%

30Δ

Calls
Pseudo strike
38.91
IV
37.6%
B/E move
8.6%
Puts
Pseudo strike
35.25
IV
26.5%
B/E move
4.8%

35Δ

Calls
Pseudo strike
38.31
IV
36.9%
B/E move
7.4%
Puts
Pseudo strike
35.70
IV
23.7%
B/E move
3.7%

40Δ

Calls
Pseudo strike
37.74
IV
35.4%
B/E move
6.1%
Puts
Pseudo strike
36.11
IV
22.8%
B/E move
3.0%

45Δ

Calls
Pseudo strike
37.20
IV
32.9%
B/E move
5.0%
Puts
Pseudo strike
36.44
IV
26.0%
B/E move
2.9%

50Δ

Calls
Pseudo strike
36.71
IV
35.5%
B/E move
4.5%
Puts
Pseudo strike
36.78
IV
29.1%
B/E move
2.8%

55Δ

Calls
Pseudo strike
36.25
IV
41.1%
B/E move
4.5%
Puts
Pseudo strike
37.10
IV
30.4%
B/E move
2.5%

60Δ

Calls
Pseudo strike
35.76
IV
43.1%
B/E move
4.1%
Puts
Pseudo strike
37.39
IV
28.2%
B/E move
2.0%

65Δ

Calls
Pseudo strike
35.24
IV
41.1%
B/E move
3.3%
Puts
Pseudo strike
37.69
IV
26.0%
B/E move
1.4%

70Δ

Calls
Pseudo strike
34.49
IV
44.8%
B/E move
2.8%
Puts
Pseudo strike
37.98
IV
23.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
33.56
IV
50.5%
B/E move
2.6%
Puts
Pseudo strike
38.30
IV
22.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
32.68
IV
51.9%
B/E move
2.0%
Puts
Pseudo strike
38.62
IV
21.7%
B/E move
0.4%

Options history

No recorded observations