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Goldman Sachs ETF Trust Goldman Sachs S&P 500 Premium Income ETF GPIX

i

Market dataready · fetched 2026-11-03T19:44:51.910Z

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 · 2026-11-03T19:44:50.43240251Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T19:44:51.215433+00:00

Share price$54.72
1D+0.4%
$54.49$54.58$54.68$54.77$54.865:30 AM6:30 AM9:00 AM1:00 PMGPIX
Sold putSold call

Goldman Sachs ETF Trust Goldman Sachs S&P 500 Premium Income ETF options

Live interpolated GPIX call and put midpoint premiums by absolute delta.Goldman Sachs ETF Trust Goldman Sachs S&P 500 Premium Income ETF$0.44$0.86$1.28$1.70$2.11$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEGPIX PRICE$0.49$0.56$0.63$0.70$0.78$0.94$1.10$1.26$1.41$1.99
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ54.0517.3%2.1%
40Δ54.3016.4%1.8%
45Δ54.5515.5%1.4%
50Δ54.8014.6%1.1%
55Δ55.0513.9%0.8%
60Δ55.2813.9%0.7%
65Δ55.5214.0%0.5%
70Δ55.7514.1%0.4%
75Δ55.9814.2%0.3%
80Δ56.6016.8%0.2%

20Δ

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

25Δ

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

30Δ

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

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.05
IV
17.3%
B/E move
2.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.30
IV
16.4%
B/E move
1.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.55
IV
15.5%
B/E move
1.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.80
IV
14.6%
B/E move
1.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.05
IV
13.9%
B/E move
0.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.28
IV
13.9%
B/E move
0.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.52
IV
14.0%
B/E move
0.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.75
IV
14.1%
B/E move
0.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.98
IV
14.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.60
IV
16.8%
B/E move
0.2%

Options history

IV · four-Friday blend16.31%
Daily close
GPIX9.7%13.6%17.5%2026-08-05: 14.87%2026-08-07: 14.60%2026-08-10: 15.43%2026-08-11: 12.47%2026-08-21: 11.63%2026-08-24: 12.29%2026-08-25: 12.09%2026-08-26: 12.00%2026-08-27: 11.88%2026-09-01: 10.88%2026-09-02: 10.84%2026-09-03: 11.87%2026-09-04: 10.96%2026-09-08: 10.32%2026-09-09: 11.66%2026-09-10: 11.44%2026-09-11: 11.02%2026-09-15: 13.38%2026-09-16: 13.11%2026-09-17: 16.99%2026-09-23: 11.19%2026-09-24: 11.40%2026-09-25: 12.00%2026-09-28: 11.05%2026-09-29: 10.20%2026-09-30: 10.44%2026-10-01: 11.02%2026-10-02: 10.61%2026-10-05: 11.21%2026-10-06: 10.65%2026-10-07: 10.27%2026-10-08: 10.78%2026-10-12: 14.43%2026-10-14: 13.86%2026-10-16: 13.02%2026-10-19: 12.52%2026-10-20: 12.65%2026-10-21: 12.58%2026-10-22: 13.27%2026-10-23: 13.29%2026-10-26: 13.06%2026-10-27: 12.45%2026-10-28: 12.24%2026-10-29: 12.62%2026-10-30: 16.31%Aug 5Sep 25Oct 30
45 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
14.87%
14.60%
15.43%
12.47%
11.63%
12.29%
12.09%
12.00%
11.88%
10.88%
10.84%
11.87%
10.96%
10.32%
11.66%
11.44%
11.02%
13.38%
13.11%
16.99%
11.19%
11.40%
12.00%
11.05%
10.20%
10.44%
11.02%
10.61%
11.21%
10.65%
10.27%
10.78%
14.43%
13.86%
13.02%
12.52%
12.65%
12.58%
13.27%
13.29%
13.06%
12.45%
12.24%
12.62%
16.31%