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Goldman Sachs MarketBeta U.S. Equity ETF GSUS

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Market datapartial · fetched 2026-10-22T16:15:43.603Z

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 · 2026-10-22T16:11:33.063398308Z

FundamentalsAlpha Vantage · unavailable

Share price$105.77
1D+0.0%
$105.33$105.54$105.74$105.94$106.155:30 AM6:30 AM9:00 AM1:00 PMGSUS
Sold putSold call

Goldman Sachs MarketBeta U.S. Equity ETF options

Live interpolated GSUS call and put midpoint premiums by absolute delta.Goldman Sachs MarketBeta U.S. Equity ETF$1.67$3.86$6.06$8.25$10.44$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEGSUS PRICE$1.91$3.04$4.17$5.29$6.42$7.55$8.68$9.81
Puts——
CallsExpensive1.66×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ106.1314.3%2.1%
50Δ104.8015.9%2.0%
55Δ103.4617.5%1.8%
60Δ102.1219.1%1.6%
65Δ100.7920.6%1.4%
70Δ99.4522.2%1.2%
75Δ98.1123.8%1.0%
80Δ96.7725.4%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
106.13
IV
14.3%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
104.80
IV
15.9%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
103.46
IV
17.5%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
102.12
IV
19.1%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
100.79
IV
20.6%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
99.45
IV
22.2%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
98.11
IV
23.8%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
96.77
IV
25.4%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations