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

i

Market dataready · fetched 2026-10-22T14:18:43.394Z

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 · 2026-10-22T13:59:31.67908833Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T14:18:41.155191+00:00

Share price$109.92
1D+0.2%
$109.62$109.71$109.80$109.88$109.975:30 AM6:30 AM9:00 AM1:00 PMJUST
Sold putSold call

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$0.59$1.78$2.97$4.16$5.34$103.47$106.71$109.95$113.19$116.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JUST spot · $109.92JUST PRICE$0.72$0.95$1.18$1.42$1.65$1.88$2.11$2.35$2.58$2.81$3.04$3.52$4.13$0.82$0.94$1.07$1.20$1.33$1.46$1.85$2.37$2.90$3.42$3.95$4.48$5.00
PutsExpensive1.70×
CallsExpensive1.60×
SkewNeutral-0.19 pp
Implied moveBullish±$3.96
TiltBearish4.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ116.4820.6%6.6%103.8224.3%6.3%
25Δ115.6520.0%6.1%104.9822.3%5.4%
30Δ114.8119.3%5.5%106.1320.2%4.4%
35Δ113.9718.7%5.0%107.2918.1%3.5%
40Δ113.1418.0%4.4%108.4516.0%2.5%
45Δ112.3017.4%3.9%109.6113.9%1.6%
50Δ111.4616.7%3.3%110.4713.5%1.2%
55Δ110.6216.1%2.8%111.1813.9%1.0%
60Δ109.7915.4%2.2%111.8914.2%0.8%
65Δ108.9514.8%1.7%112.6014.6%0.7%
70Δ108.1114.1%1.1%113.3115.0%0.5%
75Δ107.4014.2%0.9%114.0215.4%0.3%
80Δ106.6314.4%0.8%114.7315.8%0.2%

20Δ

Calls
Pseudo strike
116.48
IV
20.6%
B/E move
6.6%
Puts
Pseudo strike
103.82
IV
24.3%
B/E move
6.3%

25Δ

Calls
Pseudo strike
115.65
IV
20.0%
B/E move
6.1%
Puts
Pseudo strike
104.98
IV
22.3%
B/E move
5.4%

30Δ

Calls
Pseudo strike
114.81
IV
19.3%
B/E move
5.5%
Puts
Pseudo strike
106.13
IV
20.2%
B/E move
4.4%

35Δ

Calls
Pseudo strike
113.97
IV
18.7%
B/E move
5.0%
Puts
Pseudo strike
107.29
IV
18.1%
B/E move
3.5%

40Δ

Calls
Pseudo strike
113.14
IV
18.0%
B/E move
4.4%
Puts
Pseudo strike
108.45
IV
16.0%
B/E move
2.5%

45Δ

Calls
Pseudo strike
112.30
IV
17.4%
B/E move
3.9%
Puts
Pseudo strike
109.61
IV
13.9%
B/E move
1.6%

50Δ

Calls
Pseudo strike
111.46
IV
16.7%
B/E move
3.3%
Puts
Pseudo strike
110.47
IV
13.5%
B/E move
1.2%

55Δ

Calls
Pseudo strike
110.62
IV
16.1%
B/E move
2.8%
Puts
Pseudo strike
111.18
IV
13.9%
B/E move
1.0%

60Δ

Calls
Pseudo strike
109.79
IV
15.4%
B/E move
2.2%
Puts
Pseudo strike
111.89
IV
14.2%
B/E move
0.8%

65Δ

Calls
Pseudo strike
108.95
IV
14.8%
B/E move
1.7%
Puts
Pseudo strike
112.60
IV
14.6%
B/E move
0.7%

70Δ

Calls
Pseudo strike
108.11
IV
14.1%
B/E move
1.1%
Puts
Pseudo strike
113.31
IV
15.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
107.40
IV
14.2%
B/E move
0.9%
Puts
Pseudo strike
114.02
IV
15.4%
B/E move
0.3%

80Δ

Calls
Pseudo strike
106.63
IV
14.4%
B/E move
0.8%
Puts
Pseudo strike
114.73
IV
15.8%
B/E move
0.2%

Options history

No recorded observations