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Goldman Sachs ActiveBeta International Equity ETF GSIE

i

Market dataready · fetched 2026-11-12T01:52:45.192Z

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 · 2026-11-12T01:00:00.147579598Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:52:44.745878+00:00

Share price$46.70
1D+0.5%
AH$46.40$46.50$46.59$46.68$46.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGSIE
Sold putSold callAH

Goldman Sachs ActiveBeta International Equity ETF options

Live interpolated GSIE call and put midpoint premiums by absolute delta.Goldman Sachs ActiveBeta International Equity ETF$0.60$0.80$1.00$1.20$1.39$44.70$45.96$47.23$48.49$49.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GSIE spot · $46.70GSIE PRICE$0.63$0.63$0.64$0.67$0.71$0.74$0.80$0.86$0.93$0.99$1.06$1.20$1.33$0.63$0.65$0.66$0.72$0.77$0.81$0.86$0.91$1.02$1.12$1.23$1.34
Puts——
CallsExpensive1.27×
Skew——
Implied moveBearish±$1.66
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.4882.1%13.7%42.7473.4%9.8%
25Δ50.0460.6%8.5%44.1757.8%6.8%
30Δ48.7948.2%5.8%45.1146.4%4.8%
35Δ48.0140.9%4.2%45.6741.0%3.7%
40Δ47.5636.1%3.4%46.1236.4%2.9%
45Δ47.1231.3%2.5%46.4333.0%2.3%
50Δ46.8428.6%2.0%46.7329.5%1.8%
55Δ46.6326.6%1.7%47.0326.4%1.3%
60Δ46.4124.7%1.4%47.2325.1%1.1%
65Δ46.2022.8%1.0%47.4323.9%0.8%
70Δ45.9820.9%0.7%47.6322.6%0.6%
75Δ45.7819.7%0.6%47.8321.4%0.4%
80Δ45.5818.5%0.5%

20Δ

Calls
Pseudo strike
52.48
IV
82.1%
B/E move
13.7%
Puts
Pseudo strike
42.74
IV
73.4%
B/E move
9.8%

25Δ

Calls
Pseudo strike
50.04
IV
60.6%
B/E move
8.5%
Puts
Pseudo strike
44.17
IV
57.8%
B/E move
6.8%

30Δ

Calls
Pseudo strike
48.79
IV
48.2%
B/E move
5.8%
Puts
Pseudo strike
45.11
IV
46.4%
B/E move
4.8%

35Δ

Calls
Pseudo strike
48.01
IV
40.9%
B/E move
4.2%
Puts
Pseudo strike
45.67
IV
41.0%
B/E move
3.7%

40Δ

Calls
Pseudo strike
47.56
IV
36.1%
B/E move
3.4%
Puts
Pseudo strike
46.12
IV
36.4%
B/E move
2.9%

45Δ

Calls
Pseudo strike
47.12
IV
31.3%
B/E move
2.5%
Puts
Pseudo strike
46.43
IV
33.0%
B/E move
2.3%

50Δ

Calls
Pseudo strike
46.84
IV
28.6%
B/E move
2.0%
Puts
Pseudo strike
46.73
IV
29.5%
B/E move
1.8%

55Δ

Calls
Pseudo strike
46.63
IV
26.6%
B/E move
1.7%
Puts
Pseudo strike
47.03
IV
26.4%
B/E move
1.3%

60Δ

Calls
Pseudo strike
46.41
IV
24.7%
B/E move
1.4%
Puts
Pseudo strike
47.23
IV
25.1%
B/E move
1.1%

65Δ

Calls
Pseudo strike
46.20
IV
22.8%
B/E move
1.0%
Puts
Pseudo strike
47.43
IV
23.9%
B/E move
0.8%

70Δ

Calls
Pseudo strike
45.98
IV
20.9%
B/E move
0.7%
Puts
Pseudo strike
47.63
IV
22.6%
B/E move
0.6%

75Δ

Calls
Pseudo strike
45.78
IV
19.7%
B/E move
0.6%
Puts
Pseudo strike
47.83
IV
21.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
45.58
IV
18.5%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend19.27%
Daily close
GSIE16.2%27.8%39.3%2026-08-13: 19.61%2026-08-14: 20.13%2026-08-17: 22.33%2026-08-18: 23.84%2026-08-19: 25.65%2026-08-20: 31.12%2026-08-21: 18.12%2026-08-24: 18.29%2026-08-25: 18.05%2026-08-26: 17.83%2026-08-27: 18.33%2026-08-28: 17.96%2026-08-31: 18.66%2026-09-01: 18.78%2026-09-02: 18.90%2026-09-03: 18.66%2026-09-04: 18.78%2026-09-08: 19.78%2026-09-09: 20.78%2026-09-10: 21.48%2026-09-11: 21.71%2026-09-14: 24.04%2026-09-15: 25.97%2026-09-16: 26.57%2026-09-17: 32.22%2026-09-18: 18.55%2026-09-21: 18.57%2026-09-22: 18.40%2026-09-23: 18.71%2026-09-24: 18.57%2026-09-25: 18.45%2026-09-28: 18.93%2026-09-29: 19.26%2026-09-30: 19.05%2026-10-01: 20.21%2026-10-02: 20.32%2026-10-05: 20.56%2026-10-06: 20.71%2026-10-07: 21.75%2026-10-08: 21.91%2026-10-09: 21.77%2026-10-12: 24.69%2026-10-13: 25.16%2026-10-14: 28.52%2026-10-15: 37.74%2026-10-16: 17.78%2026-10-19: 18.10%2026-10-20: 18.06%2026-10-21: 18.45%2026-10-22: 18.69%2026-10-23: 18.74%2026-10-26: 19.12%2026-10-27: 19.15%2026-10-28: 19.08%2026-10-29: 19.12%2026-10-30: 19.27%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
19.61%
20.13%
22.33%
23.84%
25.65%
31.12%
18.12%
18.29%
18.05%
17.83%
18.33%
17.96%
18.66%
18.78%
18.90%
18.66%
18.78%
19.78%
20.78%
21.48%
21.71%
24.04%
25.97%
26.57%
32.22%
18.55%
18.57%
18.40%
18.71%
18.57%
18.45%
18.93%
19.26%
19.05%
20.21%
20.32%
20.56%
20.71%
21.75%
21.91%
21.77%
24.69%
25.16%
28.52%
37.74%
17.78%
18.10%
18.06%
18.45%
18.69%
18.74%
19.12%
19.15%
19.08%
19.12%
19.27%