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Goldman Sachs MarketBeta U.S. Equity ETF GSUS

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Market datapartial · fetched 2026-10-22T21:10:03.129Z

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 · 2026-10-22T20:10:03.045954895Z

FundamentalsAlpha Vantage · unavailable

Share price$105.53
1D-0.2%
AH$105.18$105.43$105.67$105.91$106.165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGSUS
Sold putSold callAH

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$0.47$1.70$2.93$4.16$5.39$99.44$102.43$105.43$108.42$111.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GSUS spot · $105.53GSUS PRICE$0.60$0.69$0.82$0.97$1.14$1.44$1.76$2.14$2.52$2.87$3.39$4.02$5.03$0.76$0.87$1.01$1.20$1.38$1.68$2.04$2.16$2.27$2.86$3.40$3.96$4.96
PutsExpensive1.29×
CallsExpensive1.33×
SkewBearish+0.69 pp
Implied moveBearish±$3.79
TiltBearish2.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ110.8618.7%5.6%100.6622.2%5.3%
25Δ109.3116.0%4.2%102.2319.2%4.0%
30Δ108.3714.8%3.5%103.2817.4%3.1%
35Δ107.6314.1%2.9%104.0716.6%2.5%
40Δ106.9813.7%2.5%104.7515.9%2.0%
45Δ106.4714.4%2.3%105.3816.0%1.7%
50Δ105.9515.2%2.1%105.9816.6%1.5%
55Δ105.3615.8%1.9%106.4815.3%1.1%
60Δ104.7516.2%1.6%106.9913.8%0.8%
65Δ104.1416.0%1.4%107.7114.9%0.6%
70Δ103.4216.4%1.2%108.4115.4%0.5%
75Δ102.6016.9%1.0%109.1615.6%0.3%
80Δ101.4418.5%0.9%110.2916.8%0.2%

20Δ

Calls
Pseudo strike
110.86
IV
18.7%
B/E move
5.6%
Puts
Pseudo strike
100.66
IV
22.2%
B/E move
5.3%

25Δ

Calls
Pseudo strike
109.31
IV
16.0%
B/E move
4.2%
Puts
Pseudo strike
102.23
IV
19.2%
B/E move
4.0%

30Δ

Calls
Pseudo strike
108.37
IV
14.8%
B/E move
3.5%
Puts
Pseudo strike
103.28
IV
17.4%
B/E move
3.1%

35Δ

Calls
Pseudo strike
107.63
IV
14.1%
B/E move
2.9%
Puts
Pseudo strike
104.07
IV
16.6%
B/E move
2.5%

40Δ

Calls
Pseudo strike
106.98
IV
13.7%
B/E move
2.5%
Puts
Pseudo strike
104.75
IV
15.9%
B/E move
2.0%

45Δ

Calls
Pseudo strike
106.47
IV
14.4%
B/E move
2.3%
Puts
Pseudo strike
105.38
IV
16.0%
B/E move
1.7%

50Δ

Calls
Pseudo strike
105.95
IV
15.2%
B/E move
2.1%
Puts
Pseudo strike
105.98
IV
16.6%
B/E move
1.5%

55Δ

Calls
Pseudo strike
105.36
IV
15.8%
B/E move
1.9%
Puts
Pseudo strike
106.48
IV
15.3%
B/E move
1.1%

60Δ

Calls
Pseudo strike
104.75
IV
16.2%
B/E move
1.6%
Puts
Pseudo strike
106.99
IV
13.8%
B/E move
0.8%

65Δ

Calls
Pseudo strike
104.14
IV
16.0%
B/E move
1.4%
Puts
Pseudo strike
107.71
IV
14.9%
B/E move
0.6%

70Δ

Calls
Pseudo strike
103.42
IV
16.4%
B/E move
1.2%
Puts
Pseudo strike
108.41
IV
15.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
102.60
IV
16.9%
B/E move
1.0%
Puts
Pseudo strike
109.16
IV
15.6%
B/E move
0.3%

80Δ

Calls
Pseudo strike
101.44
IV
18.5%
B/E move
0.9%
Puts
Pseudo strike
110.29
IV
16.8%
B/E move
0.2%

Options history

No recorded observations