IntraAlpha
Create free account Start free

Goldman Sachs JUST U.S. Large Cap Equity ETF JUST

i

Market datapartial · fetched 2026-10-22T12:32:24.359Z

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 · 2026-10-22T00:00:00.101857198Z

FundamentalsAlpha Vantage · unavailable

Share price$110.65
1D+0.0%
AH$110.20$110.35$110.50$110.65$110.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJUST
Sold putSold callAH

Goldman Sachs JUST U.S. Large Cap Equity ETF options

Live interpolated JUST call and put midpoint premiums by absolute delta.Goldman Sachs JUST U.S. Large Cap Equity ETF$0.44$1.95$3.46$4.98$6.49$104.85$107.51$110.17$112.84$115.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JUST spot · $110.65JUST PRICE$0.60$0.67$0.75$0.86$0.98$1.14$1.31$1.55$1.79$2.15$2.58$3.02$3.51$0.78$0.88$0.97$1.08$1.23$1.44$1.66$1.93$2.24$2.78$3.31$3.97$6.05
PutsExpensive1.63×
CallsExpensive1.16×
SkewBearish+3.03 pp
Implied moveBearish±$2.97
TiltBearish15.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ115.9617.6%5.3%105.6721.5%5.2%
25Δ114.3514.7%4.0%107.3518.3%3.8%
30Δ113.3012.9%3.1%108.5415.9%2.8%
35Δ112.5911.8%2.5%109.3714.4%2.1%
40Δ112.0011.1%2.1%110.0113.5%1.7%
45Δ111.5210.9%1.8%110.5413.3%1.4%
50Δ111.0510.7%1.5%111.0713.0%1.1%
55Δ110.6210.7%1.4%111.5812.9%0.9%
60Δ110.1810.8%1.2%112.1112.9%0.7%
65Δ109.6811.2%1.1%112.7813.8%0.6%
70Δ109.1211.8%1.0%113.4814.3%0.4%
75Δ108.5312.0%0.8%114.3014.9%0.3%
80Δ107.9112.1%0.7%116.4319.1%0.2%

20Δ

Calls
Pseudo strike
115.96
IV
17.6%
B/E move
5.3%
Puts
Pseudo strike
105.67
IV
21.5%
B/E move
5.2%

25Δ

Calls
Pseudo strike
114.35
IV
14.7%
B/E move
4.0%
Puts
Pseudo strike
107.35
IV
18.3%
B/E move
3.8%

30Δ

Calls
Pseudo strike
113.30
IV
12.9%
B/E move
3.1%
Puts
Pseudo strike
108.54
IV
15.9%
B/E move
2.8%

35Δ

Calls
Pseudo strike
112.59
IV
11.8%
B/E move
2.5%
Puts
Pseudo strike
109.37
IV
14.4%
B/E move
2.1%

40Δ

Calls
Pseudo strike
112.00
IV
11.1%
B/E move
2.1%
Puts
Pseudo strike
110.01
IV
13.5%
B/E move
1.7%

45Δ

Calls
Pseudo strike
111.52
IV
10.9%
B/E move
1.8%
Puts
Pseudo strike
110.54
IV
13.3%
B/E move
1.4%

50Δ

Calls
Pseudo strike
111.05
IV
10.7%
B/E move
1.5%
Puts
Pseudo strike
111.07
IV
13.0%
B/E move
1.1%

55Δ

Calls
Pseudo strike
110.62
IV
10.7%
B/E move
1.4%
Puts
Pseudo strike
111.58
IV
12.9%
B/E move
0.9%

60Δ

Calls
Pseudo strike
110.18
IV
10.8%
B/E move
1.2%
Puts
Pseudo strike
112.11
IV
12.9%
B/E move
0.7%

65Δ

Calls
Pseudo strike
109.68
IV
11.2%
B/E move
1.1%
Puts
Pseudo strike
112.78
IV
13.8%
B/E move
0.6%

70Δ

Calls
Pseudo strike
109.12
IV
11.8%
B/E move
1.0%
Puts
Pseudo strike
113.48
IV
14.3%
B/E move
0.4%

75Δ

Calls
Pseudo strike
108.53
IV
12.0%
B/E move
0.8%
Puts
Pseudo strike
114.30
IV
14.9%
B/E move
0.3%

80Δ

Calls
Pseudo strike
107.91
IV
12.1%
B/E move
0.7%
Puts
Pseudo strike
116.43
IV
19.1%
B/E move
0.2%

Options history

No recorded observations