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Goldman Sachs ActiveBeta Europe Equity ETF GSEU

i

Market datapartial · fetched 2026-11-04T09:03:53.483Z

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 · 2026-11-04T01:00:00.152710385Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T09:03:52.284351+00:00

Share price$48.03
1D-0.5%
AH$48.07$48.15$48.22$48.29$48.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGSEU
Sold putSold callAH

Goldman Sachs ActiveBeta Europe Equity ETF options

Live interpolated GSEU call and put midpoint premiums by absolute delta.Goldman Sachs ActiveBeta Europe Equity ETF$0.36$0.97$1.58$2.19$2.80$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ 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 P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEGSEU PRICE$0.42$0.46$0.54$0.65$0.77$0.89$1.01$1.13$1.24$1.36$1.48$2.01$2.63
Puts——
CallsExpensive2.08×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.1240.3%9.4%
25Δ50.6932.3%6.5%
30Δ49.8228.1%4.9%
35Δ49.4827.2%4.4%
40Δ49.1326.3%3.9%
45Δ48.7925.5%3.4%
50Δ48.4424.6%3.0%
55Δ48.1023.8%2.5%
60Δ47.7522.9%2.0%
65Δ47.4122.0%1.5%
70Δ47.0621.2%1.1%
75Δ46.4422.7%0.9%
80Δ45.7524.7%0.7%

20Δ

Calls
Pseudo strike
52.12
IV
40.3%
B/E move
9.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
50.69
IV
32.3%
B/E move
6.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
49.82
IV
28.1%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
49.48
IV
27.2%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
49.13
IV
26.3%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
48.79
IV
25.5%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
48.44
IV
24.6%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
48.10
IV
23.8%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
47.75
IV
22.9%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
47.41
IV
22.0%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
47.06
IV
21.2%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
46.44
IV
22.7%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
45.75
IV
24.7%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend16.57%
Daily close
GSEU14.1%20.6%27.2%2026-08-06: 17.17%2026-08-07: 16.74%2026-08-10: 17.98%2026-08-11: 17.27%2026-08-12: 16.47%2026-08-13: 17.00%2026-08-14: 17.25%2026-08-17: 18.99%2026-08-18: 20.43%2026-08-19: 22.52%2026-08-20: 26.26%2026-08-21: 15.49%2026-08-24: 15.65%2026-08-25: 15.48%2026-08-26: 15.17%2026-08-27: 15.37%2026-08-28: 15.31%2026-08-31: 15.99%2026-09-01: 16.23%2026-09-02: 16.40%2026-09-03: 16.12%2026-09-04: 16.19%2026-09-08: 17.24%2026-09-09: 17.93%2026-09-10: 18.69%2026-09-11: 18.52%2026-09-14: 20.46%2026-09-15: 22.31%2026-09-16: 23.82%2026-09-17: 25.66%2026-09-18: 16.25%2026-09-21: 16.14%2026-09-22: 15.40%2026-09-23: 15.81%2026-09-24: 15.58%2026-09-25: 15.00%2026-09-28: 15.44%2026-09-29: 16.15%2026-09-30: 16.42%2026-10-01: 16.99%2026-10-02: 16.55%2026-10-05: 17.10%2026-10-06: 16.88%2026-10-07: 17.42%2026-10-08: 17.28%2026-10-09: 17.45%2026-10-13: 19.73%2026-10-16: 15.30%2026-10-19: 15.74%2026-10-20: 15.60%2026-10-21: 15.46%2026-10-22: 15.94%2026-10-23: 15.99%2026-10-26: 16.21%2026-10-27: 16.00%2026-10-28: 16.87%2026-10-29: 15.82%2026-10-30: 16.57%Aug 6Sep 16Oct 30
58 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
17.17%
16.74%
17.98%
17.27%
16.47%
17.00%
17.25%
18.99%
20.43%
22.52%
26.26%
15.49%
15.65%
15.48%
15.17%
15.37%
15.31%
15.99%
16.23%
16.40%
16.12%
16.19%
17.24%
17.93%
18.69%
18.52%
20.46%
22.31%
23.82%
25.66%
16.25%
16.14%
15.40%
15.81%
15.58%
15.00%
15.44%
16.15%
16.42%
16.99%
16.55%
17.10%
16.88%
17.42%
17.28%
17.45%
19.73%
15.30%
15.74%
15.60%
15.46%
15.94%
15.99%
16.21%
16.00%
16.87%
15.82%
16.57%