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Goldman Sachs Hedge Industry VIP ETF GVIP

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Market datapartial · fetched 2026-10-22T21:15:03.463Z

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 · 2026-10-22T20:10:00.002998547Z

FundamentalsAlpha Vantage · unavailable

Share price$160.37
1D-1.9%
AH$159.64$160.58$161.52$162.46$163.405:30 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$1.05$4.29$7.53$10.78$14.02$143.01$152.03$161.06$170.08$179.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GVIP spot · $160.37GVIP PRICE$1.40$1.84$2.36$2.87$3.65$4.50$5.30$6.47$5.20$6.10$6.99$7.71$9.34$10.56$12.12$13.09
PutsExpensive1.39×
CallsExpensive1.73×
SkewBearish+0.97 pp
Implied moveBearish±$11.40
TiltBearish42.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ172.8628.7%8.7%
25Δ170.3628.4%7.4%
30Δ168.3828.6%6.5%
35Δ166.3928.1%5.5%
40Δ164.8929.6%5.1%
45Δ163.2630.9%4.6%159.6932.1%3.7%
50Δ161.5031.0%4.0%161.5331.9%3.1%
55Δ159.6932.6%3.6%163.2931.4%2.5%
60Δ164.9229.9%2.0%
65Δ167.0631.2%1.7%
70Δ168.9430.6%1.2%
75Δ171.0630.4%0.9%
80Δ172.6228.3%0.5%

20Δ

Calls
Pseudo strike
172.86
IV
28.7%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
170.36
IV
28.4%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
168.38
IV
28.6%
B/E move
6.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
166.39
IV
28.1%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
164.89
IV
29.6%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
163.26
IV
30.9%
B/E move
4.6%
Puts
Pseudo strike
159.69
IV
32.1%
B/E move
3.7%

50Δ

Calls
Pseudo strike
161.50
IV
31.0%
B/E move
4.0%
Puts
Pseudo strike
161.53
IV
31.9%
B/E move
3.1%

55Δ

Calls
Pseudo strike
159.69
IV
32.6%
B/E move
3.6%
Puts
Pseudo strike
163.29
IV
31.4%
B/E move
2.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
164.92
IV
29.9%
B/E move
2.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
167.06
IV
31.2%
B/E move
1.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
168.94
IV
30.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
171.06
IV
30.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
172.62
IV
28.3%
B/E move
0.5%

Options history

No recorded observations