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Goldman Sachs Access U.S. Aggregate Bond ETF GCOR

i

Market dataready · fetched 2026-11-03T15:45:57.307Z

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 · 2026-11-03T15:45:48.061851905Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T15:45:56.384839+00:00

Share price$39.84
1D+0.0%
$39.78$39.81$39.83$39.85$39.885:30 AM6:30 AM9:00 AM1:00 PMGCOR
Sold putSold call

Goldman Sachs Access U.S. Aggregate Bond ETF options

Live interpolated GCOR call and put midpoint premiums by absolute delta.Goldman Sachs Access U.S. Aggregate Bond ETF$0.37$0.37$0.38$0.39$0.39$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEGCOR PRICE$0.38$0.38$0.38$0.38$0.38$0.38$0.38
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.3541.6%9.7%37.3637.8%7.2%
25Δ41.8530.3%6.0%
30Δ41.0823.5%4.0%
35Δ40.7420.0%3.2%
40Δ40.4416.8%2.5%
45Δ40.1513.6%1.7%
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
43.35
IV
41.6%
B/E move
9.7%
Puts
Pseudo strike
37.36
IV
37.8%
B/E move
7.2%

25Δ

Calls
Pseudo strike
41.85
IV
30.3%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
41.08
IV
23.5%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
40.74
IV
20.0%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
40.44
IV
16.8%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
40.15
IV
13.6%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend21.10%
Daily close
GCOR14.3%22.6%31.0%2026-08-05: 17.47%2026-08-06: 22.22%2026-08-07: 21.57%2026-08-10: 20.28%2026-08-11: 19.58%2026-08-14: 24.83%2026-08-19: 28.18%2026-08-21: 18.16%2026-08-24: 18.75%2026-08-25: 15.44%2026-08-26: 18.83%2026-08-27: 17.54%2026-08-28: 18.72%2026-08-31: 19.42%2026-09-01: 16.53%2026-09-02: 17.88%2026-09-03: 18.07%2026-09-08: 20.72%2026-09-09: 19.25%2026-09-10: 18.38%2026-09-11: 19.06%2026-09-14: 21.60%2026-09-15: 22.38%2026-09-16: 24.18%2026-09-17: 27.02%2026-09-18: 19.66%2026-09-21: 19.71%2026-09-22: 19.68%2026-09-23: 19.48%2026-09-24: 20.32%2026-09-25: 20.58%2026-09-28: 21.27%2026-09-29: 21.20%2026-09-30: 21.67%2026-10-01: 19.42%2026-10-02: 19.80%2026-10-05: 19.46%2026-10-06: 20.59%2026-10-07: 20.11%2026-10-08: 21.26%2026-10-09: 23.76%2026-10-13: 25.56%2026-10-14: 29.80%2026-10-16: 19.83%2026-10-19: 20.11%2026-10-20: 18.50%2026-10-21: 17.84%2026-10-22: 20.36%2026-10-23: 20.78%2026-10-26: 21.06%2026-10-27: 20.60%2026-10-28: 19.67%2026-10-29: 21.15%2026-10-30: 21.10%Aug 5Sep 21Oct 30
54 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
17.47%
22.22%
21.57%
20.28%
19.58%
24.83%
28.18%
18.16%
18.75%
15.44%
18.83%
17.54%
18.72%
19.42%
16.53%
17.88%
18.07%
20.72%
19.25%
18.38%
19.06%
21.60%
22.38%
24.18%
27.02%
19.66%
19.71%
19.68%
19.48%
20.32%
20.58%
21.27%
21.20%
21.67%
19.42%
19.80%
19.46%
20.59%
20.11%
21.26%
23.76%
25.56%
29.80%
19.83%
20.11%
18.50%
17.84%
20.36%
20.78%
21.06%
20.60%
19.67%
21.15%
21.10%