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iShares S&P GSCI Commodity-Indexed Trust GSG

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Market datapartial · fetched 2026-11-05T15:36:28.317Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-05T15:36:22.884097813Z

FundamentalsAlpha Vantage · unavailable

Share price$34.52
1D+0.0%
$34.46$34.50$34.54$34.58$34.625:30 AM6:30 AM9:00 AM1:00 PMGSG
Sold putSold call

iShares S&P GSCI Commodity-Indexed Trust options

Live interpolated GSG call and put midpoint premiums by absolute delta.iShares S&P GSCI Commodity-Indexed Trust$0.00$0.27$0.54$0.81$1.08$-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/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 PRICEGSG PRICE
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
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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
IV
B/E move

40Δ

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

45Δ

Calls
Pseudo strike
IV
B/E move
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 blend29.50%
Daily close
GSG25.3%34.3%43.2%2026-08-07: 32.60%2026-08-10: 32.65%2026-08-11: 30.66%2026-08-12: 35.21%2026-08-13: 29.40%2026-08-14: 31.68%2026-08-17: 34.15%2026-08-18: 35.19%2026-08-19: 34.75%2026-08-20: 41.98%2026-08-21: 28.32%2026-08-24: 28.90%2026-08-25: 27.67%2026-08-26: 26.58%2026-08-27: 26.71%2026-08-28: 27.26%2026-08-31: 27.10%2026-09-01: 28.90%2026-09-02: 26.93%2026-09-03: 27.68%2026-09-04: 27.54%2026-09-08: 28.55%2026-09-09: 29.30%2026-10-16: 30.08%2026-10-19: 29.23%2026-10-20: 28.52%2026-10-21: 28.11%2026-10-22: 29.28%2026-10-23: 30.30%2026-10-26: 32.25%2026-10-27: 30.68%2026-10-28: 30.44%2026-10-29: 31.79%2026-10-30: 29.50%Aug 7Aug 31Oct 30
34 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
32.60%
32.65%
30.66%
35.21%
29.40%
31.68%
34.15%
35.19%
34.75%
41.98%
28.32%
28.90%
27.67%
26.58%
26.71%
27.26%
27.10%
28.90%
26.93%
27.68%
27.54%
28.55%
29.30%
30.08%
29.23%
28.52%
28.11%
29.28%
30.30%
32.25%
30.68%
30.44%
31.79%
29.50%