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Goldman Sachs ETF Trust Goldman Sachs MSCI World Private Equity Return Tracker ETF GTPE

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Market dataready · fetched 2026-11-11T14:57:00.997Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-06-17

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 · 2026-11-11T14:53:54.078142916Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:56:59.443001+00:00

Share price$58.36
1D-0.3%
$58.33$58.39$58.44$58.49$58.555:30 AM6:30 AM9:00 AM1:00 PMGTPE
Sold putSold call

Goldman Sachs ETF Trust Goldman Sachs MSCI World Private Equity Return Tracker ETF options

Live interpolated GTPE call and put midpoint premiums by absolute delta.Goldman Sachs ETF Trust Goldman Sachs MSCI World Private Equity Return Tracker ETF$2.23$3.82$5.41$7.00$8.59$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEGTPE PRICE$4.94$5.80$6.87$8.13$2.41$2.88$3.35
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ55.0925.2%9.7%
35Δ56.5824.3%8.0%
40Δ58.0623.4%6.3%
45Δ
50Δ
55Δ
60Δ
65Δ57.1419.6%6.4%
70Δ55.8620.1%5.7%
75Δ54.3920.7%5.0%
80Δ52.7421.4%4.3%

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
55.09
IV
25.2%
B/E move
9.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.58
IV
24.3%
B/E move
8.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.06
IV
23.4%
B/E move
6.3%

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

Calls
Pseudo strike
57.14
IV
19.6%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
55.86
IV
20.1%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
54.39
IV
20.7%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
52.74
IV
21.4%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend20.61%
Daily close
GTPE16.1%21.6%27.1%2026-08-13: 18.28%2026-08-14: 17.71%2026-08-17: 20.31%2026-08-18: 21.40%2026-08-19: 21.77%2026-08-20: 24.72%2026-08-21: 17.16%2026-08-24: 17.73%2026-08-25: 17.57%2026-08-26: 17.30%2026-08-27: 17.11%2026-08-28: 16.88%2026-08-31: 17.30%2026-09-01: 17.49%2026-09-02: 17.60%2026-09-03: 16.95%2026-09-04: 17.02%2026-09-08: 18.27%2026-09-09: 19.06%2026-09-10: 19.97%2026-09-11: 18.75%2026-09-14: 20.95%2026-09-15: 22.08%2026-09-16: 22.66%2026-09-17: 25.83%2026-09-18: 16.91%2026-09-21: 16.86%2026-09-22: 16.85%2026-09-23: 16.99%2026-09-24: 16.82%2026-09-25: 17.34%2026-09-28: 17.60%2026-09-29: 17.70%2026-09-30: 18.12%2026-10-01: 18.25%2026-10-02: 17.88%2026-10-05: 17.79%2026-10-06: 17.85%2026-10-07: 17.72%2026-10-08: 18.09%2026-10-09: 18.14%2026-10-12: 19.86%2026-10-13: 20.39%2026-10-14: 22.09%2026-10-15: 26.35%2026-10-16: 18.45%2026-10-19: 17.87%2026-10-20: 17.87%2026-10-21: 17.80%2026-10-22: 18.79%2026-10-23: 19.25%2026-10-26: 18.55%2026-10-27: 18.60%2026-10-28: 18.30%2026-10-29: 18.07%2026-10-30: 20.61%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
18.28%
17.71%
20.31%
21.40%
21.77%
24.72%
17.16%
17.73%
17.57%
17.30%
17.11%
16.88%
17.30%
17.49%
17.60%
16.95%
17.02%
18.27%
19.06%
19.97%
18.75%
20.95%
22.08%
22.66%
25.83%
16.91%
16.86%
16.85%
16.99%
16.82%
17.34%
17.60%
17.70%
18.12%
18.25%
17.88%
17.79%
17.85%
17.72%
18.09%
18.14%
19.86%
20.39%
22.09%
26.35%
18.45%
17.87%
17.87%
17.80%
18.79%
19.25%
18.55%
18.60%
18.30%
18.07%
20.61%