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iShares S&P GSCI Commodity-Indexed Trust GSG

i

Market dataready · fetched 2026-11-12T15:24:13.028Z

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: 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 · 2026-11-12T15:23:41.668533183Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:24:12.562753+00:00

Share price$33.85
1D+0.4%
$33.69$33.73$33.78$33.82$33.875:30 AM6:30 AM9:00 AM1:00 PMGSG
Sold putSold call

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$0.56$0.94$1.32$1.70$2.08$31.52$32.67$33.82$34.97$36.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive GSG spot · $33.85GSG PRICE$0.60$0.60$0.63$0.68$0.74$0.81$0.88$0.91$0.94$0.97$1.01$1.04$0.61$0.67$0.77$0.86$0.95$1.04$1.09$1.13$1.16$1.20$1.24$1.97
Puts——
Calls——
Skew——
Implied moveBearish±$1.92
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.74122.4%22.1%
25Δ37.3885.8%12.2%31.5277.0%8.7%
30Δ35.9668.5%8.1%32.2367.0%6.8%
35Δ35.2660.1%6.2%32.6662.7%5.8%
40Δ34.7554.4%4.8%33.0958.4%4.8%
45Δ34.3550.2%3.9%33.5354.1%3.8%
50Δ33.9846.1%3.0%33.9649.8%2.8%
55Δ33.7942.1%2.5%34.1645.8%2.3%
60Δ33.6138.2%2.1%34.3341.8%1.9%
65Δ33.4334.2%1.6%34.5137.8%1.5%
70Δ33.2530.3%1.2%34.6833.8%1.1%
75Δ33.0726.3%0.8%34.8629.8%0.7%
80Δ35.7032.0%0.4%

20Δ

Calls
Pseudo strike
40.74
IV
122.4%
B/E move
22.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
37.38
IV
85.8%
B/E move
12.2%
Puts
Pseudo strike
31.52
IV
77.0%
B/E move
8.7%

30Δ

Calls
Pseudo strike
35.96
IV
68.5%
B/E move
8.1%
Puts
Pseudo strike
32.23
IV
67.0%
B/E move
6.8%

35Δ

Calls
Pseudo strike
35.26
IV
60.1%
B/E move
6.2%
Puts
Pseudo strike
32.66
IV
62.7%
B/E move
5.8%

40Δ

Calls
Pseudo strike
34.75
IV
54.4%
B/E move
4.8%
Puts
Pseudo strike
33.09
IV
58.4%
B/E move
4.8%

45Δ

Calls
Pseudo strike
34.35
IV
50.2%
B/E move
3.9%
Puts
Pseudo strike
33.53
IV
54.1%
B/E move
3.8%

50Δ

Calls
Pseudo strike
33.98
IV
46.1%
B/E move
3.0%
Puts
Pseudo strike
33.96
IV
49.8%
B/E move
2.8%

55Δ

Calls
Pseudo strike
33.79
IV
42.1%
B/E move
2.5%
Puts
Pseudo strike
34.16
IV
45.8%
B/E move
2.3%

60Δ

Calls
Pseudo strike
33.61
IV
38.2%
B/E move
2.1%
Puts
Pseudo strike
34.33
IV
41.8%
B/E move
1.9%

65Δ

Calls
Pseudo strike
33.43
IV
34.2%
B/E move
1.6%
Puts
Pseudo strike
34.51
IV
37.8%
B/E move
1.5%

70Δ

Calls
Pseudo strike
33.25
IV
30.3%
B/E move
1.2%
Puts
Pseudo strike
34.68
IV
33.8%
B/E move
1.1%

75Δ

Calls
Pseudo strike
33.07
IV
26.3%
B/E move
0.8%
Puts
Pseudo strike
34.86
IV
29.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.70
IV
32.0%
B/E move
0.4%

Options history

IV · four-Friday blend29.50%
Daily close
GSG25.3%34.3%43.2%2026-08-14: 31.68%2026-08-17: 34.15%2026-08-18: 35.19%2026-08-19: 34.75%2026-08-20: 41.98%2026-08-21: 28.32%2026-08-24: 28.90%2026-08-25: 27.67%2026-08-26: 26.58%2026-08-27: 26.71%2026-08-28: 27.26%2026-08-31: 27.10%2026-09-01: 28.90%2026-09-02: 26.93%2026-09-03: 27.68%2026-09-04: 27.54%2026-09-08: 28.55%2026-09-09: 29.30%2026-10-16: 30.08%2026-10-19: 29.23%2026-10-20: 28.52%2026-10-21: 28.11%2026-10-22: 29.28%2026-10-23: 30.30%2026-10-26: 32.25%2026-10-27: 30.68%2026-10-28: 30.44%2026-10-29: 31.79%2026-10-30: 29.50%Aug 14Sep 3Oct 30
29 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
31.68%
34.15%
35.19%
34.75%
41.98%
28.32%
28.90%
27.67%
26.58%
26.71%
27.26%
27.10%
28.90%
26.93%
27.68%
27.54%
28.55%
29.30%
30.08%
29.23%
28.52%
28.11%
29.28%
30.30%
32.25%
30.68%
30.44%
31.79%
29.50%