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Goldman Sachs ActiveBeta International Equity ETF GSIE

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Market datapartial · fetched 2026-10-22T18:21:15.447Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T18:21:10.133856678Z

FundamentalsAlpha Vantage · unavailable

Share price$46.12
1D-0.1%
$45.88$45.96$46.03$46.11$46.185:30 AM6:30 AM9:00 AM1:00 PMGSIE
Sold putSold call

Goldman Sachs ActiveBeta International Equity ETF options

Live interpolated GSIE call and put midpoint premiums by absolute delta.Goldman Sachs ActiveBeta International Equity ETF$0.73$1.55$2.38$3.21$4.04$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEGSIE PRICE$0.82$0.88$0.97$1.05$1.14$1.30$1.66$2.02$2.37$2.73$3.09$3.44$3.80
PutsCheap0.73×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.6840.7%13.6%
25Δ43.0730.7%8.5%
30Δ43.8627.7%7.0%
35Δ44.6524.6%5.5%
40Δ45.4421.6%3.9%
45Δ46.1519.5%2.7%
50Δ46.6819.5%2.4%
55Δ47.2019.6%2.0%
60Δ47.7219.7%1.7%
65Δ48.2419.7%1.3%
70Δ48.7719.8%0.9%
75Δ49.2919.9%0.6%
80Δ49.8120.0%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.68
IV
40.7%
B/E move
13.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.07
IV
30.7%
B/E move
8.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.86
IV
27.7%
B/E move
7.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.65
IV
24.6%
B/E move
5.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.44
IV
21.6%
B/E move
3.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.15
IV
19.5%
B/E move
2.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.68
IV
19.5%
B/E move
2.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.20
IV
19.6%
B/E move
2.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.72
IV
19.7%
B/E move
1.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.24
IV
19.7%
B/E move
1.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.77
IV
19.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.29
IV
19.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.81
IV
20.0%
B/E move
0.2%

Options history

No recorded observations