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Goldman Sachs ActiveBeta World Equity ETF GSWO

i

Market dataready · fetched 2026-11-12T03:03:01.841Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T01:00:03.381628254Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:03:01.484322+00:00

Share price$64.26
1D+0.2%
AH$63.82$63.94$64.07$64.19$64.315:30 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$0.46$0.84$1.21$1.59$1.96$60.87$62.54$64.21$65.89$67.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GSWO spot · $64.26GSWO PRICE$0.50$0.50$0.50$0.52$0.55$0.62$0.68$0.75$0.82$0.90$0.98$1.06$1.14$0.50$0.53$0.53$0.56$0.60$0.65$0.72$0.78$0.84$0.91$1.06$1.46$1.85
PutsCheap0.78×
CallsCheap0.79×
SkewBearish+0.53 pp
Implied moveBearish±$1.40
TiltBearish7.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.5746.8%7.5%60.9043.7%6.0%
25Δ66.8334.8%4.8%62.1234.7%4.2%
30Δ65.8727.5%3.3%62.9827.1%2.8%
35Δ65.3123.0%2.4%63.3924.1%2.2%
40Δ64.8920.0%1.8%63.7821.2%1.7%
45Δ64.6618.8%1.6%64.0919.1%1.3%
50Δ64.4217.7%1.3%64.2817.9%1.1%
55Δ64.1816.6%1.0%64.4816.7%0.9%
60Δ63.9715.5%0.8%64.6715.5%0.7%
65Δ63.8214.5%0.7%64.8614.4%0.5%
70Δ63.6713.5%0.6%65.1313.8%0.3%
75Δ63.5312.5%0.5%65.5715.0%0.2%
80Δ63.3811.6%0.4%66.0016.2%0.2%

20Δ

Calls
Pseudo strike
68.57
IV
46.8%
B/E move
7.5%
Puts
Pseudo strike
60.90
IV
43.7%
B/E move
6.0%

25Δ

Calls
Pseudo strike
66.83
IV
34.8%
B/E move
4.8%
Puts
Pseudo strike
62.12
IV
34.7%
B/E move
4.2%

30Δ

Calls
Pseudo strike
65.87
IV
27.5%
B/E move
3.3%
Puts
Pseudo strike
62.98
IV
27.1%
B/E move
2.8%

35Δ

Calls
Pseudo strike
65.31
IV
23.0%
B/E move
2.4%
Puts
Pseudo strike
63.39
IV
24.1%
B/E move
2.2%

40Δ

Calls
Pseudo strike
64.89
IV
20.0%
B/E move
1.8%
Puts
Pseudo strike
63.78
IV
21.2%
B/E move
1.7%

45Δ

Calls
Pseudo strike
64.66
IV
18.8%
B/E move
1.6%
Puts
Pseudo strike
64.09
IV
19.1%
B/E move
1.3%

50Δ

Calls
Pseudo strike
64.42
IV
17.7%
B/E move
1.3%
Puts
Pseudo strike
64.28
IV
17.9%
B/E move
1.1%

55Δ

Calls
Pseudo strike
64.18
IV
16.6%
B/E move
1.0%
Puts
Pseudo strike
64.48
IV
16.7%
B/E move
0.9%

60Δ

Calls
Pseudo strike
63.97
IV
15.5%
B/E move
0.8%
Puts
Pseudo strike
64.67
IV
15.5%
B/E move
0.7%

65Δ

Calls
Pseudo strike
63.82
IV
14.5%
B/E move
0.7%
Puts
Pseudo strike
64.86
IV
14.4%
B/E move
0.5%

70Δ

Calls
Pseudo strike
63.67
IV
13.5%
B/E move
0.6%
Puts
Pseudo strike
65.13
IV
13.8%
B/E move
0.3%

75Δ

Calls
Pseudo strike
63.53
IV
12.5%
B/E move
0.5%
Puts
Pseudo strike
65.57
IV
15.0%
B/E move
0.2%

80Δ

Calls
Pseudo strike
63.38
IV
11.6%
B/E move
0.4%
Puts
Pseudo strike
66.00
IV
16.2%
B/E move
0.2%

Options history

IV · four-Friday blend12.04%
Daily close
GSWO10.1%13.9%17.7%2026-08-13: 11.11%2026-08-14: 11.18%2026-08-18: 13.25%2026-08-19: 14.82%2026-08-21: 11.02%2026-08-24: 11.28%2026-08-25: 11.45%2026-08-26: 11.49%2026-08-27: 11.00%2026-08-28: 10.76%2026-08-31: 11.43%2026-09-01: 11.30%2026-09-02: 11.31%2026-09-03: 11.00%2026-09-04: 11.29%2026-09-08: 11.80%2026-09-09: 12.06%2026-09-10: 12.71%2026-09-11: 12.69%2026-09-14: 13.48%2026-09-15: 15.03%2026-09-16: 16.38%2026-09-17: 16.71%2026-09-18: 11.14%2026-09-21: 10.67%2026-09-22: 11.21%2026-09-23: 11.36%2026-09-24: 11.29%2026-09-25: 11.94%2026-09-28: 11.21%2026-09-29: 11.36%2026-09-30: 11.32%2026-10-01: 11.75%2026-10-02: 11.47%2026-10-05: 11.47%2026-10-06: 11.68%2026-10-07: 12.02%2026-10-08: 12.21%2026-10-09: 12.26%2026-10-12: 13.30%2026-10-13: 14.27%2026-10-14: 15.06%2026-10-15: 17.21%2026-10-16: 10.98%2026-10-19: 11.12%2026-10-20: 11.12%2026-10-21: 11.15%2026-10-22: 11.42%2026-10-23: 11.79%2026-10-26: 11.63%2026-10-27: 11.33%2026-10-28: 11.49%2026-10-29: 11.32%2026-10-30: 12.04%Aug 13Sep 23Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
11.11%
11.18%
13.25%
14.82%
11.02%
11.28%
11.45%
11.49%
11.00%
10.76%
11.43%
11.30%
11.31%
11.00%
11.29%
11.80%
12.06%
12.71%
12.69%
13.48%
15.03%
16.38%
16.71%
11.14%
10.67%
11.21%
11.36%
11.29%
11.94%
11.21%
11.36%
11.32%
11.75%
11.47%
11.47%
11.68%
12.02%
12.21%
12.26%
13.30%
14.27%
15.06%
17.21%
10.98%
11.12%
11.12%
11.15%
11.42%
11.79%
11.63%
11.33%
11.49%
11.32%
12.04%