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Goldman Sachs ActiveBeta World Equity ETF GSWO

i

Market dataready · fetched 2026-11-06T20:51:45.545Z

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 · 2026-11-06T20:37:20.57561504Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T20:51:44.969606+00:00

Share price$62.30
1D+0.4%
$61.98$62.16$62.34$62.52$62.705:30 AM6:30 AM9:00 AM1:00 PMGSWO
Sold putSold call

Goldman Sachs ActiveBeta World Equity ETF options

Live interpolated GSWO call and put midpoint premiums by absolute delta.Goldman Sachs ActiveBeta World Equity ETF$0.36$0.95$1.53$2.12$2.71$58.83$60.56$62.29$64.02$65.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GSWO spot · $62.30GSWO PRICE$0.42$0.44$0.49$0.57$0.64$0.74$0.85$0.96$1.10$1.31$1.52$1.75$2.10$0.50$0.52$0.57$0.62$0.68$0.75$0.85$0.94$1.03$1.29$1.71$2.12$2.54
PutsCheap0.89×
CallsExpensive1.14×
SkewBearish+0.56 pp
Implied moveBalanced±$1.70
TiltBearish4.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.9432.2%6.5%59.0035.5%6.1%
25Δ64.6425.2%4.5%60.2227.8%4.2%
30Δ63.9021.8%3.4%60.9524.0%3.1%
35Δ63.4720.3%2.8%61.4021.6%2.5%
40Δ63.0518.9%2.2%61.8219.3%1.9%
45Δ62.7518.2%1.9%62.1517.8%1.5%
50Δ62.4717.7%1.6%62.3917.0%1.2%
55Δ62.1817.1%1.3%62.6416.2%1.0%
60Δ61.8916.9%1.1%62.8815.4%0.7%
65Δ61.5917.2%1.0%63.2515.7%0.6%
70Δ61.2917.5%0.8%63.7217.2%0.5%
75Δ60.9817.8%0.7%64.2018.6%0.4%
80Δ60.5418.2%0.6%64.6720.1%0.3%

20Δ

Calls
Pseudo strike
65.94
IV
32.2%
B/E move
6.5%
Puts
Pseudo strike
59.00
IV
35.5%
B/E move
6.1%

25Δ

Calls
Pseudo strike
64.64
IV
25.2%
B/E move
4.5%
Puts
Pseudo strike
60.22
IV
27.8%
B/E move
4.2%

30Δ

Calls
Pseudo strike
63.90
IV
21.8%
B/E move
3.4%
Puts
Pseudo strike
60.95
IV
24.0%
B/E move
3.1%

35Δ

Calls
Pseudo strike
63.47
IV
20.3%
B/E move
2.8%
Puts
Pseudo strike
61.40
IV
21.6%
B/E move
2.5%

40Δ

Calls
Pseudo strike
63.05
IV
18.9%
B/E move
2.2%
Puts
Pseudo strike
61.82
IV
19.3%
B/E move
1.9%

45Δ

Calls
Pseudo strike
62.75
IV
18.2%
B/E move
1.9%
Puts
Pseudo strike
62.15
IV
17.8%
B/E move
1.5%

50Δ

Calls
Pseudo strike
62.47
IV
17.7%
B/E move
1.6%
Puts
Pseudo strike
62.39
IV
17.0%
B/E move
1.2%

55Δ

Calls
Pseudo strike
62.18
IV
17.1%
B/E move
1.3%
Puts
Pseudo strike
62.64
IV
16.2%
B/E move
1.0%

60Δ

Calls
Pseudo strike
61.89
IV
16.9%
B/E move
1.1%
Puts
Pseudo strike
62.88
IV
15.4%
B/E move
0.7%

65Δ

Calls
Pseudo strike
61.59
IV
17.2%
B/E move
1.0%
Puts
Pseudo strike
63.25
IV
15.7%
B/E move
0.6%

70Δ

Calls
Pseudo strike
61.29
IV
17.5%
B/E move
0.8%
Puts
Pseudo strike
63.72
IV
17.2%
B/E move
0.5%

75Δ

Calls
Pseudo strike
60.98
IV
17.8%
B/E move
0.7%
Puts
Pseudo strike
64.20
IV
18.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
60.54
IV
18.2%
B/E move
0.6%
Puts
Pseudo strike
64.67
IV
20.1%
B/E move
0.3%

Options history

IV · four-Friday blend12.04%
Daily close
GSWO10.1%13.9%17.7%2026-08-10: 12.49%2026-08-11: 11.13%2026-08-12: 11.30%2026-08-13: 11.11%2026-08-14: 11.18%2026-08-18: 13.25%2026-08-19: 14.82%2026-08-21: 11.02%2026-08-24: 11.28%2026-08-25: 11.45%2026-08-26: 11.49%2026-08-27: 11.00%2026-08-28: 10.76%2026-08-31: 11.43%2026-09-01: 11.30%2026-09-02: 11.31%2026-09-03: 11.00%2026-09-04: 11.29%2026-09-08: 11.80%2026-09-09: 12.06%2026-09-10: 12.71%2026-09-11: 12.69%2026-09-14: 13.48%2026-09-15: 15.03%2026-09-16: 16.38%2026-09-17: 16.71%2026-09-18: 11.14%2026-09-21: 10.67%2026-09-22: 11.21%2026-09-23: 11.36%2026-09-24: 11.29%2026-09-25: 11.94%2026-09-28: 11.21%2026-09-29: 11.36%2026-09-30: 11.32%2026-10-01: 11.75%2026-10-02: 11.47%2026-10-05: 11.47%2026-10-06: 11.68%2026-10-07: 12.02%2026-10-08: 12.21%2026-10-09: 12.26%2026-10-12: 13.30%2026-10-13: 14.27%2026-10-14: 15.06%2026-10-15: 17.21%2026-10-16: 10.98%2026-10-19: 11.12%2026-10-20: 11.12%2026-10-21: 11.15%2026-10-22: 11.42%2026-10-23: 11.79%2026-10-26: 11.63%2026-10-27: 11.33%2026-10-28: 11.49%2026-10-29: 11.32%2026-10-30: 12.04%Aug 10Sep 22Oct 30
57 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
12.49%
11.13%
11.30%
11.11%
11.18%
13.25%
14.82%
11.02%
11.28%
11.45%
11.49%
11.00%
10.76%
11.43%
11.30%
11.31%
11.00%
11.29%
11.80%
12.06%
12.71%
12.69%
13.48%
15.03%
16.38%
16.71%
11.14%
10.67%
11.21%
11.36%
11.29%
11.94%
11.21%
11.36%
11.32%
11.75%
11.47%
11.47%
11.68%
12.02%
12.21%
12.26%
13.30%
14.27%
15.06%
17.21%
10.98%
11.12%
11.12%
11.15%
11.42%
11.79%
11.63%
11.33%
11.49%
11.32%
12.04%