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Goldman Sachs ActiveBeta World Equity ETF GSWO

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Market dataready · fetched 2026-10-22T23:06:22.589Z

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 · 2026-10-22T22:30:03.261049855Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:06:22.209983+00:00

Share price$64.49
1D-0.5%
AH$64.34$64.46$64.59$64.72$64.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGSWO
Sold putSold callAH

Goldman Sachs ActiveBeta World Equity ETF options

Live interpolated GSWO call and put midpoint premiums by absolute delta.Goldman Sachs ActiveBeta World Equity ETF$0.37$0.89$1.40$1.92$2.43$61.52$63.02$64.53$66.03$67.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GSWO spot · $64.49GSWO PRICE$0.42$0.45$0.50$0.57$0.64$0.72$0.85$0.99$1.13$1.30$1.56$1.82$2.29$0.48$0.52$0.57$0.62$0.67$0.73$0.78$0.83$0.98$1.18$1.37$1.57
PutsExpensive1.15×
CallsExpensive1.29×
SkewBullish-0.42 pp
Implied moveBullish±$1.63
TiltBullish12.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.2721.7%6.5%61.3523.3%5.6%
25Δ66.9517.2%4.5%62.4819.0%3.9%
30Δ66.2715.1%3.5%63.2116.3%2.9%
35Δ65.7813.7%2.9%63.7314.4%2.1%
40Δ65.4112.8%2.4%64.1212.9%1.6%
45Δ65.0411.9%2.0%64.3911.9%1.3%
50Δ64.7511.8%1.7%64.6510.8%1.0%
55Δ64.4711.7%1.5%64.929.8%0.6%
60Δ64.1911.6%1.3%65.189.6%0.4%
65Δ63.9011.7%1.1%65.459.8%0.3%
70Δ63.5512.0%1.0%65.7210.0%0.2%
75Δ63.2112.2%0.8%65.9910.2%0.1%
80Δ62.6713.4%0.7%

20Δ

Calls
Pseudo strike
68.27
IV
21.7%
B/E move
6.5%
Puts
Pseudo strike
61.35
IV
23.3%
B/E move
5.6%

25Δ

Calls
Pseudo strike
66.95
IV
17.2%
B/E move
4.5%
Puts
Pseudo strike
62.48
IV
19.0%
B/E move
3.9%

30Δ

Calls
Pseudo strike
66.27
IV
15.1%
B/E move
3.5%
Puts
Pseudo strike
63.21
IV
16.3%
B/E move
2.9%

35Δ

Calls
Pseudo strike
65.78
IV
13.7%
B/E move
2.9%
Puts
Pseudo strike
63.73
IV
14.4%
B/E move
2.1%

40Δ

Calls
Pseudo strike
65.41
IV
12.8%
B/E move
2.4%
Puts
Pseudo strike
64.12
IV
12.9%
B/E move
1.6%

45Δ

Calls
Pseudo strike
65.04
IV
11.9%
B/E move
2.0%
Puts
Pseudo strike
64.39
IV
11.9%
B/E move
1.3%

50Δ

Calls
Pseudo strike
64.75
IV
11.8%
B/E move
1.7%
Puts
Pseudo strike
64.65
IV
10.8%
B/E move
1.0%

55Δ

Calls
Pseudo strike
64.47
IV
11.7%
B/E move
1.5%
Puts
Pseudo strike
64.92
IV
9.8%
B/E move
0.6%

60Δ

Calls
Pseudo strike
64.19
IV
11.6%
B/E move
1.3%
Puts
Pseudo strike
65.18
IV
9.6%
B/E move
0.4%

65Δ

Calls
Pseudo strike
63.90
IV
11.7%
B/E move
1.1%
Puts
Pseudo strike
65.45
IV
9.8%
B/E move
0.3%

70Δ

Calls
Pseudo strike
63.55
IV
12.0%
B/E move
1.0%
Puts
Pseudo strike
65.72
IV
10.0%
B/E move
0.2%

75Δ

Calls
Pseudo strike
63.21
IV
12.2%
B/E move
0.8%
Puts
Pseudo strike
65.99
IV
10.2%
B/E move
0.1%

80Δ

Calls
Pseudo strike
62.67
IV
13.4%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations