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iShares S&P GSCI Commodity-Indexed Trust GSG

i

Market dataready · fetched 2026-11-07T14:31:07.262Z

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 · 2026-11-07T01:00:00.126715263Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T14:31:06.734714+00:00

Share price$34.46
1D-0.1%
AH$34.22$34.32$34.43$34.53$34.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGSG
Sold putSold callAH

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$0.48$1.18$1.88$2.58$3.28$31.05$32.87$34.69$36.51$38.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive GSG spot · $34.46GSG PRICE$0.65$0.70$0.75$0.91$1.07$1.22$1.37$1.51$1.60$1.70$1.80$2.05$0.55$0.72$0.84$0.92$1.00$1.07$1.14$1.36$1.71$2.08$2.57$3.08
Puts——
Calls——
Skew——
Implied moveBullish±$2.29
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ38.1069.8%12.4%32.4551.9%7.5%
30Δ36.9059.9%9.1%32.8754.1%6.7%
35Δ36.0151.1%6.7%33.3551.7%5.6%
40Δ35.5551.0%5.8%33.8547.4%4.5%
45Δ35.1051.0%4.9%34.2243.6%3.6%
50Δ34.6849.6%4.2%34.5440.0%2.9%
55Δ34.2747.9%3.4%34.8636.4%2.2%
60Δ33.9145.7%2.8%35.2336.3%1.7%
65Δ33.6342.3%2.3%35.6539.1%1.5%
70Δ33.3638.8%1.7%36.0941.8%1.3%
75Δ33.0835.4%1.2%36.6744.2%1.0%
80Δ32.7134.2%0.9%37.2745.7%0.8%

20Δ

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

25Δ

Calls
Pseudo strike
38.10
IV
69.8%
B/E move
12.4%
Puts
Pseudo strike
32.45
IV
51.9%
B/E move
7.5%

30Δ

Calls
Pseudo strike
36.90
IV
59.9%
B/E move
9.1%
Puts
Pseudo strike
32.87
IV
54.1%
B/E move
6.7%

35Δ

Calls
Pseudo strike
36.01
IV
51.1%
B/E move
6.7%
Puts
Pseudo strike
33.35
IV
51.7%
B/E move
5.6%

40Δ

Calls
Pseudo strike
35.55
IV
51.0%
B/E move
5.8%
Puts
Pseudo strike
33.85
IV
47.4%
B/E move
4.5%

45Δ

Calls
Pseudo strike
35.10
IV
51.0%
B/E move
4.9%
Puts
Pseudo strike
34.22
IV
43.6%
B/E move
3.6%

50Δ

Calls
Pseudo strike
34.68
IV
49.6%
B/E move
4.2%
Puts
Pseudo strike
34.54
IV
40.0%
B/E move
2.9%

55Δ

Calls
Pseudo strike
34.27
IV
47.9%
B/E move
3.4%
Puts
Pseudo strike
34.86
IV
36.4%
B/E move
2.2%

60Δ

Calls
Pseudo strike
33.91
IV
45.7%
B/E move
2.8%
Puts
Pseudo strike
35.23
IV
36.3%
B/E move
1.7%

65Δ

Calls
Pseudo strike
33.63
IV
42.3%
B/E move
2.3%
Puts
Pseudo strike
35.65
IV
39.1%
B/E move
1.5%

70Δ

Calls
Pseudo strike
33.36
IV
38.8%
B/E move
1.7%
Puts
Pseudo strike
36.09
IV
41.8%
B/E move
1.3%

75Δ

Calls
Pseudo strike
33.08
IV
35.4%
B/E move
1.2%
Puts
Pseudo strike
36.67
IV
44.2%
B/E move
1.0%

80Δ

Calls
Pseudo strike
32.71
IV
34.2%
B/E move
0.9%
Puts
Pseudo strike
37.27
IV
45.7%
B/E move
0.8%

Options history

IV · four-Friday blend29.50%
Daily close
GSG25.3%34.3%43.2%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 10Sep 1Oct 30
33 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%