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iShares S&P GSCI Commodity-Indexed Trust GSG

i

Market dataready · fetched 2026-10-22T22:47:06.910Z

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 · 2026-10-22T22:30:00.004194257Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:47:05.471342+00:00

Share price$36.99
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$0.32$1.38$2.44$3.50$4.55$31.46$34.08$36.70$39.32$41.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GSG spot · $36.99GSG PRICE$0.44$0.73$0.70$0.77$0.90$0.99$1.07$1.31$1.77$2.14$2.30$2.46$3.16$0.48$0.51$0.58$0.75$1.07$1.39$1.59$1.74$1.95$2.29$2.75$3.51$4.25
PutsCheap0.78×
CallsCheap0.90×
SkewNeutral-0.16 pp
Implied moveBearish±$2.67
TiltBearish9.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.7737.9%11.4%34.0538.9%9.2%
25Δ41.3250.8%13.7%35.0931.5%6.5%
30Δ39.5437.7%8.8%35.6628.4%5.2%
35Δ38.6432.7%6.5%36.1528.2%4.3%
40Δ38.1231.7%5.5%36.5132.1%4.2%
45Δ37.6729.6%4.5%36.8736.0%4.1%
50Δ37.2527.2%3.6%37.2736.0%3.6%
55Δ36.8127.8%3.1%37.7033.8%2.8%
60Δ36.3432.7%3.0%38.1432.4%2.2%
65Δ35.9035.5%2.8%38.6332.8%1.8%
70Δ35.5333.1%2.3%39.2234.0%1.4%
75Δ35.1630.6%1.7%40.0837.4%1.2%
80Δ34.3534.1%1.4%40.9437.9%0.8%

20Δ

Calls
Pseudo strike
40.77
IV
37.9%
B/E move
11.4%
Puts
Pseudo strike
34.05
IV
38.9%
B/E move
9.2%

25Δ

Calls
Pseudo strike
41.32
IV
50.8%
B/E move
13.7%
Puts
Pseudo strike
35.09
IV
31.5%
B/E move
6.5%

30Δ

Calls
Pseudo strike
39.54
IV
37.7%
B/E move
8.8%
Puts
Pseudo strike
35.66
IV
28.4%
B/E move
5.2%

35Δ

Calls
Pseudo strike
38.64
IV
32.7%
B/E move
6.5%
Puts
Pseudo strike
36.15
IV
28.2%
B/E move
4.3%

40Δ

Calls
Pseudo strike
38.12
IV
31.7%
B/E move
5.5%
Puts
Pseudo strike
36.51
IV
32.1%
B/E move
4.2%

45Δ

Calls
Pseudo strike
37.67
IV
29.6%
B/E move
4.5%
Puts
Pseudo strike
36.87
IV
36.0%
B/E move
4.1%

50Δ

Calls
Pseudo strike
37.25
IV
27.2%
B/E move
3.6%
Puts
Pseudo strike
37.27
IV
36.0%
B/E move
3.6%

55Δ

Calls
Pseudo strike
36.81
IV
27.8%
B/E move
3.1%
Puts
Pseudo strike
37.70
IV
33.8%
B/E move
2.8%

60Δ

Calls
Pseudo strike
36.34
IV
32.7%
B/E move
3.0%
Puts
Pseudo strike
38.14
IV
32.4%
B/E move
2.2%

65Δ

Calls
Pseudo strike
35.90
IV
35.5%
B/E move
2.8%
Puts
Pseudo strike
38.63
IV
32.8%
B/E move
1.8%

70Δ

Calls
Pseudo strike
35.53
IV
33.1%
B/E move
2.3%
Puts
Pseudo strike
39.22
IV
34.0%
B/E move
1.4%

75Δ

Calls
Pseudo strike
35.16
IV
30.6%
B/E move
1.7%
Puts
Pseudo strike
40.08
IV
37.4%
B/E move
1.2%

80Δ

Calls
Pseudo strike
34.35
IV
34.1%
B/E move
1.4%
Puts
Pseudo strike
40.94
IV
37.9%
B/E move
0.8%

Options history

No recorded observations