IntraAlpha
Create free account Start free

Goldman Sachs MarketBeta U.S. Equity ETF GSUS

i

Market datapartial · fetched 2026-11-03T21:55:00.512Z

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 · 2026-11-03T21:10:03.191096042Z

FundamentalsAlpha Vantage · unavailable

Share price$104.19
1D+0.3%
AH$103.85$104.02$104.20$104.37$104.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGSUS
Sold putSold callAH

Goldman Sachs MarketBeta U.S. Equity ETF options

Live interpolated GSUS call and put midpoint premiums by absolute delta.Goldman Sachs MarketBeta U.S. Equity ETF$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 PRICEGSUS 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 blend16.24%
Daily close
GSUS12.3%15.3%18.3%2026-08-05: 15.70%2026-08-06: 15.66%2026-08-07: 15.73%2026-08-10: 16.10%2026-08-11: 13.78%2026-08-12: 13.61%2026-08-13: 13.22%2026-08-14: 13.55%2026-08-17: 14.10%2026-08-18: 15.26%2026-08-19: 15.36%2026-08-21: 14.00%2026-08-24: 14.00%2026-08-25: 14.04%2026-08-26: 13.76%2026-08-27: 13.51%2026-08-28: 13.35%2026-08-31: 13.42%2026-09-01: 13.75%2026-09-02: 13.38%2026-09-03: 12.73%2026-09-04: 13.02%2026-09-08: 13.78%2026-09-09: 14.34%2026-09-10: 15.14%2026-09-11: 14.27%2026-09-14: 15.24%2026-09-15: 16.08%2026-09-16: 17.72%2026-09-17: 17.88%2026-09-18: 13.45%2026-09-21: 13.19%2026-09-22: 13.21%2026-09-23: 13.37%2026-09-24: 13.73%2026-09-25: 13.45%2026-09-28: 13.84%2026-09-29: 13.86%2026-09-30: 13.94%2026-10-01: 14.01%2026-10-02: 13.59%2026-10-05: 13.36%2026-10-06: 13.60%2026-10-07: 13.65%2026-10-08: 13.53%2026-10-09: 13.62%2026-10-12: 14.43%2026-10-13: 14.88%2026-10-14: 16.30%2026-10-15: 17.58%2026-10-16: 15.17%2026-10-19: 14.06%2026-10-20: 14.21%2026-10-21: 13.75%2026-10-22: 15.22%2026-10-23: 15.47%2026-10-26: 14.56%2026-10-27: 14.47%2026-10-28: 14.08%2026-10-29: 13.87%2026-10-30: 16.24%Aug 5Sep 18Oct 30
61 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
15.70%
15.66%
15.73%
16.10%
13.78%
13.61%
13.22%
13.55%
14.10%
15.26%
15.36%
14.00%
14.00%
14.04%
13.76%
13.51%
13.35%
13.42%
13.75%
13.38%
12.73%
13.02%
13.78%
14.34%
15.14%
14.27%
15.24%
16.08%
17.72%
17.88%
13.45%
13.19%
13.21%
13.37%
13.73%
13.45%
13.84%
13.86%
13.94%
14.01%
13.59%
13.36%
13.60%
13.65%
13.53%
13.62%
14.43%
14.88%
16.30%
17.58%
15.17%
14.06%
14.21%
13.75%
15.22%
15.47%
14.56%
14.47%
14.08%
13.87%
16.24%