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Goldman Sachs Hedge Industry VIP ETF GVIP

i

Market dataready · fetched 2026-11-11T13:53:16.052Z

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 · 2026-11-11T12:35:03.304161208Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:53:15.636063+00:00

Share price$163.00
1D
Price history unavailable.

Goldman Sachs Hedge Industry VIP ETF options

Live interpolated GVIP call and put midpoint premiums by absolute delta.Goldman Sachs Hedge Industry VIP ETF$0.40$4.82$9.23$13.65$18.07$148.26$155.27$162.28$169.30$176.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GVIP spot · $163.00GVIP PRICE$0.88$1.03$1.23$1.51$1.68$1.97$2.27$2.54$2.80$3.14$3.43$3.69$3.91$1.58$2.09$2.67$3.29$4.03$4.30$5.16$6.10$7.51$8.95$16.79
Puts——
CallsCheap0.56×
Skew——
Implied moveBearish±$7.43
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ170.3230.9%5.0%152.6752.9%7.3%
25Δ168.2027.2%3.8%154.8652.5%6.3%
30Δ166.7825.7%3.1%156.8152.3%5.4%
35Δ165.8625.7%2.7%158.6352.0%4.7%
40Δ164.8023.4%2.1%160.3252.6%4.1%
45Δ164.0123.2%1.8%162.0947.3%3.2%
50Δ163.2722.7%1.6%163.6248.1%2.8%
55Δ162.5721.8%1.3%165.2248.7%2.4%
60Δ161.9020.8%1.0%167.0851.5%2.1%
65Δ161.2620.1%0.9%169.0653.0%1.8%
70Δ160.6919.1%0.7%
75Δ160.1617.9%0.5%177.3472.6%1.5%
80Δ159.7516.3%0.4%

20Δ

Calls
Pseudo strike
170.32
IV
30.9%
B/E move
5.0%
Puts
Pseudo strike
152.67
IV
52.9%
B/E move
7.3%

25Δ

Calls
Pseudo strike
168.20
IV
27.2%
B/E move
3.8%
Puts
Pseudo strike
154.86
IV
52.5%
B/E move
6.3%

30Δ

Calls
Pseudo strike
166.78
IV
25.7%
B/E move
3.1%
Puts
Pseudo strike
156.81
IV
52.3%
B/E move
5.4%

35Δ

Calls
Pseudo strike
165.86
IV
25.7%
B/E move
2.7%
Puts
Pseudo strike
158.63
IV
52.0%
B/E move
4.7%

40Δ

Calls
Pseudo strike
164.80
IV
23.4%
B/E move
2.1%
Puts
Pseudo strike
160.32
IV
52.6%
B/E move
4.1%

45Δ

Calls
Pseudo strike
164.01
IV
23.2%
B/E move
1.8%
Puts
Pseudo strike
162.09
IV
47.3%
B/E move
3.2%

50Δ

Calls
Pseudo strike
163.27
IV
22.7%
B/E move
1.6%
Puts
Pseudo strike
163.62
IV
48.1%
B/E move
2.8%

55Δ

Calls
Pseudo strike
162.57
IV
21.8%
B/E move
1.3%
Puts
Pseudo strike
165.22
IV
48.7%
B/E move
2.4%

60Δ

Calls
Pseudo strike
161.90
IV
20.8%
B/E move
1.0%
Puts
Pseudo strike
167.08
IV
51.5%
B/E move
2.1%

65Δ

Calls
Pseudo strike
161.26
IV
20.1%
B/E move
0.9%
Puts
Pseudo strike
169.06
IV
53.0%
B/E move
1.8%

70Δ

Calls
Pseudo strike
160.69
IV
19.1%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
160.16
IV
17.9%
B/E move
0.5%
Puts
Pseudo strike
177.34
IV
72.6%
B/E move
1.5%

80Δ

Calls
Pseudo strike
159.75
IV
16.3%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend30.14%
Daily close
GVIP15.4%23.3%31.2%2026-08-13: 18.41%2026-08-14: 17.93%2026-08-17: 18.73%2026-08-18: 19.96%2026-08-19: 20.65%2026-08-20: 21.77%2026-08-21: 19.13%2026-08-24: 18.71%2026-08-25: 18.32%2026-08-26: 18.37%2026-08-27: 17.74%2026-08-28: 17.71%2026-08-31: 17.20%2026-09-01: 17.36%2026-09-02: 17.18%2026-09-03: 16.68%2026-09-04: 16.47%2026-09-08: 17.92%2026-09-09: 18.10%2026-09-10: 19.33%2026-09-11: 17.85%2026-09-14: 18.92%2026-09-15: 19.91%2026-09-16: 20.44%2026-09-17: 24.12%2026-09-18: 23.60%2026-09-21: 24.17%2026-09-22: 23.92%2026-09-23: 24.27%2026-09-24: 24.90%2026-09-25: 23.83%2026-09-28: 25.27%2026-09-29: 24.91%2026-09-30: 25.09%2026-10-01: 24.85%2026-10-02: 24.53%2026-10-05: 24.49%2026-10-06: 24.26%2026-10-07: 23.73%2026-10-08: 24.25%2026-10-09: 23.16%2026-10-12: 23.68%2026-10-13: 24.42%2026-10-14: 27.90%2026-10-15: 28.01%2026-10-16: 26.65%2026-10-19: 25.57%2026-10-20: 26.40%2026-10-21: 25.85%2026-10-22: 28.84%2026-10-23: 29.09%2026-10-26: 27.56%2026-10-27: 27.01%2026-10-28: 26.21%2026-10-29: 26.62%2026-10-30: 30.14%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
18.41%
17.93%
18.73%
19.96%
20.65%
21.77%
19.13%
18.71%
18.32%
18.37%
17.74%
17.71%
17.20%
17.36%
17.18%
16.68%
16.47%
17.92%
18.10%
19.33%
17.85%
18.92%
19.91%
20.44%
24.12%
23.60%
24.17%
23.92%
24.27%
24.90%
23.83%
25.27%
24.91%
25.09%
24.85%
24.53%
24.49%
24.26%
23.73%
24.25%
23.16%
23.68%
24.42%
27.90%
28.01%
26.65%
25.57%
26.40%
25.85%
28.84%
29.09%
27.56%
27.01%
26.21%
26.62%
30.14%