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Goldman Sachs ActiveBeta International Equity ETF GSIE

i

Market dataready · fetched 2026-10-22T22:56:46.152Z

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 · 2026-10-22T22:30:00.003667932Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:56:44.927922+00:00

Share price$46.06
1D-0.2%
AH$45.88$45.96$46.03$46.11$46.185:30 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$0.58$1.03$1.49$1.94$2.40$39.15$42.71$46.27$49.83$53.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GSIE spot · $46.06GSIE PRICE$0.63$0.63$0.66$0.73$0.81$0.89$0.97$1.06$1.21$1.36$1.51$1.82$2.27$0.65$0.71$0.76$0.83$0.89$0.94$1.02$1.10$1.18$1.29$1.52$1.75$1.97
PutsCheap0.53×
CallsCheap0.51×
SkewBullish-0.68 pp
Implied moveBearish±$2.00
TiltBalanced0.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.9645.9%14.2%42.0842.7%10.1%
25Δ49.5634.1%9.0%43.4235.2%7.3%
30Δ48.3527.9%6.4%44.3629.8%5.3%
35Δ47.6524.9%5.0%45.0426.2%4.0%
40Δ47.0922.8%4.0%45.5023.5%3.1%
45Δ46.7021.2%3.3%45.9520.8%2.3%
50Δ46.3419.6%2.7%46.2419.3%1.8%
55Δ45.9918.1%2.1%46.5117.9%1.4%
60Δ45.7017.6%1.8%46.7816.6%1.0%
65Δ45.4217.2%1.5%47.0515.4%0.6%
70Δ45.1316.7%1.3%47.3615.4%0.5%
75Δ44.7217.3%1.0%47.6615.4%0.3%
80Δ44.2118.9%0.9%47.9615.3%0.1%

20Δ

Calls
Pseudo strike
51.96
IV
45.9%
B/E move
14.2%
Puts
Pseudo strike
42.08
IV
42.7%
B/E move
10.1%

25Δ

Calls
Pseudo strike
49.56
IV
34.1%
B/E move
9.0%
Puts
Pseudo strike
43.42
IV
35.2%
B/E move
7.3%

30Δ

Calls
Pseudo strike
48.35
IV
27.9%
B/E move
6.4%
Puts
Pseudo strike
44.36
IV
29.8%
B/E move
5.3%

35Δ

Calls
Pseudo strike
47.65
IV
24.9%
B/E move
5.0%
Puts
Pseudo strike
45.04
IV
26.2%
B/E move
4.0%

40Δ

Calls
Pseudo strike
47.09
IV
22.8%
B/E move
4.0%
Puts
Pseudo strike
45.50
IV
23.5%
B/E move
3.1%

45Δ

Calls
Pseudo strike
46.70
IV
21.2%
B/E move
3.3%
Puts
Pseudo strike
45.95
IV
20.8%
B/E move
2.3%

50Δ

Calls
Pseudo strike
46.34
IV
19.6%
B/E move
2.7%
Puts
Pseudo strike
46.24
IV
19.3%
B/E move
1.8%

55Δ

Calls
Pseudo strike
45.99
IV
18.1%
B/E move
2.1%
Puts
Pseudo strike
46.51
IV
17.9%
B/E move
1.4%

60Δ

Calls
Pseudo strike
45.70
IV
17.6%
B/E move
1.8%
Puts
Pseudo strike
46.78
IV
16.6%
B/E move
1.0%

65Δ

Calls
Pseudo strike
45.42
IV
17.2%
B/E move
1.5%
Puts
Pseudo strike
47.05
IV
15.4%
B/E move
0.6%

70Δ

Calls
Pseudo strike
45.13
IV
16.7%
B/E move
1.3%
Puts
Pseudo strike
47.36
IV
15.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
44.72
IV
17.3%
B/E move
1.0%
Puts
Pseudo strike
47.66
IV
15.4%
B/E move
0.3%

80Δ

Calls
Pseudo strike
44.21
IV
18.9%
B/E move
0.9%
Puts
Pseudo strike
47.96
IV
15.3%
B/E move
0.1%

Options history

No recorded observations