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

i

Market dataready · fetched 2026-10-22T13:13:50.671Z

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 · 2026-10-22T00:00:00.11536275Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T13:13:50.312539+00:00

Share price$147.78
1D+0.4%
AH$146.94$147.23$147.53$147.83$148.125:30 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$0.49$1.85$3.21$4.56$5.92$140.46$143.97$147.47$150.98$154.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GSLC spot · $147.78GSLC PRICE$0.64$0.81$0.92$1.14$1.37$1.62$1.97$2.35$2.78$3.34$3.98$4.65$5.53$0.92$1.04$1.26$1.46$1.71$2.00$2.30$2.63$3.08$3.50$3.92$4.46$5.42
PutsExpensive1.52×
CallsExpensive1.33×
SkewBearish+1.48 pp
Implied moveBearish±$4.27
TiltBearish4.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ153.3213.6%4.2%141.8919.2%4.6%
25Δ152.2313.2%3.6%143.9016.4%3.3%
30Δ151.0211.8%2.8%145.0315.5%2.7%
35Δ150.2711.8%2.5%146.0414.6%2.2%
40Δ149.5811.7%2.1%146.8714.1%1.8%
45Δ148.9311.6%1.9%147.6213.8%1.5%
50Δ148.3212.0%1.7%148.3413.5%1.2%
55Δ147.6712.4%1.5%149.0413.2%0.9%
60Δ147.0012.7%1.3%149.7713.4%0.7%
65Δ146.2213.2%1.2%150.4713.1%0.5%
70Δ145.3613.7%1.1%151.1712.8%0.4%
75Δ144.4613.9%0.9%151.9412.6%0.2%
80Δ143.3814.4%0.8%153.0713.2%0.1%

20Δ

Calls
Pseudo strike
153.32
IV
13.6%
B/E move
4.2%
Puts
Pseudo strike
141.89
IV
19.2%
B/E move
4.6%

25Δ

Calls
Pseudo strike
152.23
IV
13.2%
B/E move
3.6%
Puts
Pseudo strike
143.90
IV
16.4%
B/E move
3.3%

30Δ

Calls
Pseudo strike
151.02
IV
11.8%
B/E move
2.8%
Puts
Pseudo strike
145.03
IV
15.5%
B/E move
2.7%

35Δ

Calls
Pseudo strike
150.27
IV
11.8%
B/E move
2.5%
Puts
Pseudo strike
146.04
IV
14.6%
B/E move
2.2%

40Δ

Calls
Pseudo strike
149.58
IV
11.7%
B/E move
2.1%
Puts
Pseudo strike
146.87
IV
14.1%
B/E move
1.8%

45Δ

Calls
Pseudo strike
148.93
IV
11.6%
B/E move
1.9%
Puts
Pseudo strike
147.62
IV
13.8%
B/E move
1.5%

50Δ

Calls
Pseudo strike
148.32
IV
12.0%
B/E move
1.7%
Puts
Pseudo strike
148.34
IV
13.5%
B/E move
1.2%

55Δ

Calls
Pseudo strike
147.67
IV
12.4%
B/E move
1.5%
Puts
Pseudo strike
149.04
IV
13.2%
B/E move
0.9%

60Δ

Calls
Pseudo strike
147.00
IV
12.7%
B/E move
1.3%
Puts
Pseudo strike
149.77
IV
13.4%
B/E move
0.7%

65Δ

Calls
Pseudo strike
146.22
IV
13.2%
B/E move
1.2%
Puts
Pseudo strike
150.47
IV
13.1%
B/E move
0.5%

70Δ

Calls
Pseudo strike
145.36
IV
13.7%
B/E move
1.1%
Puts
Pseudo strike
151.17
IV
12.8%
B/E move
0.4%

75Δ

Calls
Pseudo strike
144.46
IV
13.9%
B/E move
0.9%
Puts
Pseudo strike
151.94
IV
12.6%
B/E move
0.2%

80Δ

Calls
Pseudo strike
143.38
IV
14.4%
B/E move
0.8%
Puts
Pseudo strike
153.07
IV
13.2%
B/E move
0.1%

Options history

No recorded observations