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Goldman Sachs Hedge Industry VIP ETF GVIP

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Market datapartial · fetched 2026-10-22T12:33:27.855Z

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 · 2026-10-22T00:00:00.136836839Z

FundamentalsAlpha Vantage · unavailable

Share price$165.82
1D+0.1%
AH$165.62$166.00$166.38$166.75$167.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGVIP
Sold putSold callAH

Goldman Sachs Hedge Industry VIP ETF options

Live interpolated GVIP call and put midpoint premiums by absolute delta.Goldman Sachs Hedge Industry VIP ETF$1.00$3.94$6.88$9.81$12.75$150.68$158.54$166.40$174.26$182.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GVIP spot · $165.82GVIP PRICE$1.32$1.71$2.23$2.78$3.45$4.20$5.03$6.04$7.19$8.56$10.25$2.77$3.30$3.87$4.46$5.04$5.66$6.50$7.34$8.20$9.12$11.90
PutsExpensive1.28×
CallsExpensive1.65×
SkewBullish-2.46 pp
Implied moveBalanced±$10.07
TiltBearish12.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ177.5726.0%7.9%
25Δ175.0525.5%6.6%
30Δ173.3125.9%5.9%159.7329.8%5.3%
35Δ171.6126.2%5.2%161.7628.7%4.4%
40Δ170.0727.0%4.6%163.5727.8%3.7%
45Δ168.5027.7%4.1%165.2326.8%3.0%
50Δ166.8628.3%3.7%166.7825.8%2.5%
55Δ165.1829.3%3.3%168.2224.8%2.0%
60Δ163.3730.3%2.9%169.7024.6%1.6%
65Δ161.3931.3%2.5%171.1424.1%1.2%
70Δ159.1432.8%2.1%172.5423.3%0.9%
75Δ173.9622.5%0.6%
80Δ177.0025.1%0.4%

20Δ

Calls
Pseudo strike
177.57
IV
26.0%
B/E move
7.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
175.05
IV
25.5%
B/E move
6.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
173.31
IV
25.9%
B/E move
5.9%
Puts
Pseudo strike
159.73
IV
29.8%
B/E move
5.3%

35Δ

Calls
Pseudo strike
171.61
IV
26.2%
B/E move
5.2%
Puts
Pseudo strike
161.76
IV
28.7%
B/E move
4.4%

40Δ

Calls
Pseudo strike
170.07
IV
27.0%
B/E move
4.6%
Puts
Pseudo strike
163.57
IV
27.8%
B/E move
3.7%

45Δ

Calls
Pseudo strike
168.50
IV
27.7%
B/E move
4.1%
Puts
Pseudo strike
165.23
IV
26.8%
B/E move
3.0%

50Δ

Calls
Pseudo strike
166.86
IV
28.3%
B/E move
3.7%
Puts
Pseudo strike
166.78
IV
25.8%
B/E move
2.5%

55Δ

Calls
Pseudo strike
165.18
IV
29.3%
B/E move
3.3%
Puts
Pseudo strike
168.22
IV
24.8%
B/E move
2.0%

60Δ

Calls
Pseudo strike
163.37
IV
30.3%
B/E move
2.9%
Puts
Pseudo strike
169.70
IV
24.6%
B/E move
1.6%

65Δ

Calls
Pseudo strike
161.39
IV
31.3%
B/E move
2.5%
Puts
Pseudo strike
171.14
IV
24.1%
B/E move
1.2%

70Δ

Calls
Pseudo strike
159.14
IV
32.8%
B/E move
2.1%
Puts
Pseudo strike
172.54
IV
23.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
173.96
IV
22.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
177.00
IV
25.1%
B/E move
0.4%

Options history

No recorded observations