IntraAlpha
Create free account Start free

Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF GSLC

i

Market dataready · fetched 2026-11-11T13:50:58.942Z

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 · 2026-11-11T01:00:00.122630579Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:50:58.535641+00:00

Share price$143.63
1D+0.3%
AH$142.68$143.00$143.31$143.62$143.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGSLC
Sold putSold callAH

Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF options

Live interpolated GSLC call and put midpoint premiums by absolute delta.Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF$0.62$1.60$2.58$3.56$4.54$138.41$141.27$144.13$146.99$149.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GSLC spot · $143.63GSLC PRICE$0.72$0.76$0.85$0.94$1.05$1.18$1.37$1.64$1.92$2.24$2.57$2.97$3.50$0.78$1.02$1.13$1.25$1.42$1.63$1.90$2.21$2.57$2.95$3.51$4.26
Puts——
CallsCheap0.80×
Skew——
Implied moveBearish±$3.00
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ149.6829.0%4.7%
25Δ147.4922.8%3.2%140.5621.9%2.7%
30Δ146.3119.9%2.5%141.1422.9%2.4%
35Δ145.4717.8%1.9%142.0520.7%1.9%
40Δ144.8116.3%1.6%142.7219.1%1.5%
45Δ144.2915.6%1.3%143.3018.2%1.2%
50Δ143.8015.3%1.1%143.8217.7%1.0%
55Δ143.3515.7%0.9%144.3317.6%0.8%
60Δ142.8916.0%0.8%144.8517.8%0.7%
65Δ142.4016.1%0.7%145.4017.8%0.6%
70Δ141.9016.2%0.6%145.9617.9%0.4%
75Δ141.3516.2%0.5%146.6718.4%0.3%
80Δ140.6816.5%0.4%147.5619.2%0.2%

20Δ

Calls
Pseudo strike
149.68
IV
29.0%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
147.49
IV
22.8%
B/E move
3.2%
Puts
Pseudo strike
140.56
IV
21.9%
B/E move
2.7%

30Δ

Calls
Pseudo strike
146.31
IV
19.9%
B/E move
2.5%
Puts
Pseudo strike
141.14
IV
22.9%
B/E move
2.4%

35Δ

Calls
Pseudo strike
145.47
IV
17.8%
B/E move
1.9%
Puts
Pseudo strike
142.05
IV
20.7%
B/E move
1.9%

40Δ

Calls
Pseudo strike
144.81
IV
16.3%
B/E move
1.6%
Puts
Pseudo strike
142.72
IV
19.1%
B/E move
1.5%

45Δ

Calls
Pseudo strike
144.29
IV
15.6%
B/E move
1.3%
Puts
Pseudo strike
143.30
IV
18.2%
B/E move
1.2%

50Δ

Calls
Pseudo strike
143.80
IV
15.3%
B/E move
1.1%
Puts
Pseudo strike
143.82
IV
17.7%
B/E move
1.0%

55Δ

Calls
Pseudo strike
143.35
IV
15.7%
B/E move
0.9%
Puts
Pseudo strike
144.33
IV
17.6%
B/E move
0.8%

60Δ

Calls
Pseudo strike
142.89
IV
16.0%
B/E move
0.8%
Puts
Pseudo strike
144.85
IV
17.8%
B/E move
0.7%

65Δ

Calls
Pseudo strike
142.40
IV
16.1%
B/E move
0.7%
Puts
Pseudo strike
145.40
IV
17.8%
B/E move
0.6%

70Δ

Calls
Pseudo strike
141.90
IV
16.2%
B/E move
0.6%
Puts
Pseudo strike
145.96
IV
17.9%
B/E move
0.4%

75Δ

Calls
Pseudo strike
141.35
IV
16.2%
B/E move
0.5%
Puts
Pseudo strike
146.67
IV
18.4%
B/E move
0.3%

80Δ

Calls
Pseudo strike
140.68
IV
16.5%
B/E move
0.4%
Puts
Pseudo strike
147.56
IV
19.2%
B/E move
0.2%

Options history

IV · four-Friday blend15.94%
Daily close
GSLC12.4%14.4%16.4%2026-08-17: 13.22%2026-08-18: 13.97%2026-08-20: 15.64%2026-08-21: 13.72%2026-08-24: 13.83%2026-08-25: 13.79%2026-08-26: 13.69%2026-08-27: 13.25%2026-08-28: 13.13%2026-08-31: 13.20%2026-09-01: 13.48%2026-09-02: 13.08%2026-09-03: 12.65%2026-09-04: 12.72%2026-09-08: 13.45%2026-09-09: 13.83%2026-09-10: 14.59%2026-09-11: 13.61%2026-09-14: 14.57%2026-09-15: 15.42%2026-09-16: 16.09%2026-09-17: 15.43%2026-09-18: 13.49%2026-09-21: 13.27%2026-09-22: 13.42%2026-09-23: 13.72%2026-09-24: 13.64%2026-09-29: 13.58%2026-09-30: 13.95%2026-10-01: 14.23%2026-10-16: 14.24%2026-10-19: 13.52%2026-10-20: 13.60%2026-10-21: 13.27%2026-10-22: 14.38%2026-10-23: 15.00%2026-10-26: 14.14%2026-10-27: 13.73%2026-10-28: 13.63%2026-10-29: 13.27%2026-10-30: 15.94%Aug 17Sep 16Oct 30
41 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
13.22%
13.97%
15.64%
13.72%
13.83%
13.79%
13.69%
13.25%
13.13%
13.20%
13.48%
13.08%
12.65%
12.72%
13.45%
13.83%
14.59%
13.61%
14.57%
15.42%
16.09%
15.43%
13.49%
13.27%
13.42%
13.72%
13.64%
13.58%
13.95%
14.23%
14.24%
13.52%
13.60%
13.27%
14.38%
15.00%
14.14%
13.73%
13.63%
13.27%
15.94%