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Gotham Enhanced 500 ETF GSPY

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Market datapartial · fetched 2026-10-22T21:52:57.354Z

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 · 2026-10-22T20:10:00.003308317Z

FundamentalsAlpha Vantage · unavailable

Share price$42.43
1D-0.2%
AH$42.31$42.37$42.43$42.49$42.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGSPY
Sold putSold callAH

Gotham Enhanced 500 ETF options

Live interpolated GSPY call and put midpoint premiums by absolute delta.Gotham Enhanced 500 ETF$0.29$0.72$1.15$1.58$2.01$39.76$41.07$42.39$43.70$45.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GSPY spot · $42.43GSPY PRICE$0.34$0.37$0.42$0.47$0.53$0.62$0.73$0.84$0.95$1.11$1.36$1.60$1.89$0.40$0.44$0.49$0.56$0.62$0.70$0.78$0.86$0.95$1.15$1.34$1.53
PutsExpensive1.62×
CallsExpensive1.89×
SkewBearish+0.71 pp
Implied moveBearish±$1.51
TiltBullish6.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.4926.4%8.0%39.9028.7%6.9%
25Δ44.5221.9%5.8%40.7524.0%5.0%
30Δ43.8819.0%4.4%41.2921.3%3.8%
35Δ43.5117.5%3.7%41.7119.4%3.0%
40Δ43.1416.0%2.9%42.0817.8%2.3%
45Δ42.8615.4%2.5%42.3216.9%1.9%
50Δ42.6215.3%2.2%42.5616.0%1.5%
55Δ42.3915.2%1.9%42.8015.1%1.2%
60Δ42.1515.0%1.6%43.0414.3%0.8%
65Δ41.8915.2%1.3%43.3014.4%0.6%
70Δ41.5715.8%1.2%43.5714.6%0.5%
75Δ41.2616.3%1.0%43.8314.7%0.3%
80Δ40.9017.1%0.8%

20Δ

Calls
Pseudo strike
45.49
IV
26.4%
B/E move
8.0%
Puts
Pseudo strike
39.90
IV
28.7%
B/E move
6.9%

25Δ

Calls
Pseudo strike
44.52
IV
21.9%
B/E move
5.8%
Puts
Pseudo strike
40.75
IV
24.0%
B/E move
5.0%

30Δ

Calls
Pseudo strike
43.88
IV
19.0%
B/E move
4.4%
Puts
Pseudo strike
41.29
IV
21.3%
B/E move
3.8%

35Δ

Calls
Pseudo strike
43.51
IV
17.5%
B/E move
3.7%
Puts
Pseudo strike
41.71
IV
19.4%
B/E move
3.0%

40Δ

Calls
Pseudo strike
43.14
IV
16.0%
B/E move
2.9%
Puts
Pseudo strike
42.08
IV
17.8%
B/E move
2.3%

45Δ

Calls
Pseudo strike
42.86
IV
15.4%
B/E move
2.5%
Puts
Pseudo strike
42.32
IV
16.9%
B/E move
1.9%

50Δ

Calls
Pseudo strike
42.62
IV
15.3%
B/E move
2.2%
Puts
Pseudo strike
42.56
IV
16.0%
B/E move
1.5%

55Δ

Calls
Pseudo strike
42.39
IV
15.2%
B/E move
1.9%
Puts
Pseudo strike
42.80
IV
15.1%
B/E move
1.2%

60Δ

Calls
Pseudo strike
42.15
IV
15.0%
B/E move
1.6%
Puts
Pseudo strike
43.04
IV
14.3%
B/E move
0.8%

65Δ

Calls
Pseudo strike
41.89
IV
15.2%
B/E move
1.3%
Puts
Pseudo strike
43.30
IV
14.4%
B/E move
0.6%

70Δ

Calls
Pseudo strike
41.57
IV
15.8%
B/E move
1.2%
Puts
Pseudo strike
43.57
IV
14.6%
B/E move
0.5%

75Δ

Calls
Pseudo strike
41.26
IV
16.3%
B/E move
1.0%
Puts
Pseudo strike
43.83
IV
14.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
40.90
IV
17.1%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations