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Goldman Sachs JUST U.S. Large Cap Equity ETF JUST

i

Market dataready · fetched 2026-11-04T03:08:34.583Z

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 · 2026-11-04T01:00:00.184004438Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T03:08:33.864216+00:00

Share price$108.09
1D+0.0%
AH$107.84$107.96$108.09$108.22$108.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJUST
Sold putSold callAH

Goldman Sachs JUST U.S. Large Cap Equity ETF options

Live interpolated JUST call and put midpoint premiums by absolute delta.Goldman Sachs JUST U.S. Large Cap Equity ETF$0.50$1.65$2.79$3.93$5.08$103.07$105.69$108.31$110.93$113.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JUST spot · $108.09JUST PRICE$0.63$0.70$0.82$0.95$1.07$1.25$1.54$1.86$2.23$2.69$3.23$3.95$4.75$0.77$0.85$0.94$1.05$1.17$1.30$1.47$1.65$1.88$2.14$2.39$2.60$2.81
PutsExpensive1.48×
CallsExpensive2.22×
SkewBullish-1.89 pp
Implied moveBullish±$3.01
TiltBullish9.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ113.4624.9%5.5%102.9829.1%5.4%
25Δ111.7520.8%4.0%104.7224.2%3.9%
30Δ110.7619.0%3.2%105.9020.9%2.9%
35Δ110.0017.8%2.6%106.7019.0%2.3%
40Δ109.4016.6%2.2%107.3317.4%1.8%
45Δ108.8316.1%1.8%107.8716.1%1.4%
50Δ108.3516.7%1.7%108.3315.4%1.1%
55Δ107.8417.4%1.5%108.7714.9%0.9%
60Δ107.2918.1%1.3%109.2114.5%0.7%
65Δ106.6618.9%1.2%109.6414.3%0.5%
70Δ105.9620.0%1.0%110.0614.0%0.4%
75Δ105.0921.3%0.9%110.4213.1%0.3%
80Δ104.1222.2%0.7%110.7712.3%0.1%

20Δ

Calls
Pseudo strike
113.46
IV
24.9%
B/E move
5.5%
Puts
Pseudo strike
102.98
IV
29.1%
B/E move
5.4%

25Δ

Calls
Pseudo strike
111.75
IV
20.8%
B/E move
4.0%
Puts
Pseudo strike
104.72
IV
24.2%
B/E move
3.9%

30Δ

Calls
Pseudo strike
110.76
IV
19.0%
B/E move
3.2%
Puts
Pseudo strike
105.90
IV
20.9%
B/E move
2.9%

35Δ

Calls
Pseudo strike
110.00
IV
17.8%
B/E move
2.6%
Puts
Pseudo strike
106.70
IV
19.0%
B/E move
2.3%

40Δ

Calls
Pseudo strike
109.40
IV
16.6%
B/E move
2.2%
Puts
Pseudo strike
107.33
IV
17.4%
B/E move
1.8%

45Δ

Calls
Pseudo strike
108.83
IV
16.1%
B/E move
1.8%
Puts
Pseudo strike
107.87
IV
16.1%
B/E move
1.4%

50Δ

Calls
Pseudo strike
108.35
IV
16.7%
B/E move
1.7%
Puts
Pseudo strike
108.33
IV
15.4%
B/E move
1.1%

55Δ

Calls
Pseudo strike
107.84
IV
17.4%
B/E move
1.5%
Puts
Pseudo strike
108.77
IV
14.9%
B/E move
0.9%

60Δ

Calls
Pseudo strike
107.29
IV
18.1%
B/E move
1.3%
Puts
Pseudo strike
109.21
IV
14.5%
B/E move
0.7%

65Δ

Calls
Pseudo strike
106.66
IV
18.9%
B/E move
1.2%
Puts
Pseudo strike
109.64
IV
14.3%
B/E move
0.5%

70Δ

Calls
Pseudo strike
105.96
IV
20.0%
B/E move
1.0%
Puts
Pseudo strike
110.06
IV
14.0%
B/E move
0.4%

75Δ

Calls
Pseudo strike
105.09
IV
21.3%
B/E move
0.9%
Puts
Pseudo strike
110.42
IV
13.1%
B/E move
0.3%

80Δ

Calls
Pseudo strike
104.12
IV
22.2%
B/E move
0.7%
Puts
Pseudo strike
110.77
IV
12.3%
B/E move
0.1%

Options history

IV · four-Friday blend15.07%
Daily close
JUST11.6%14.7%17.8%2026-08-05: 15.01%2026-08-06: 14.84%2026-08-07: 14.79%2026-08-10: 15.35%2026-08-11: 13.34%2026-08-12: 13.32%2026-08-13: 13.08%2026-08-14: 13.31%2026-08-17: 14.20%2026-08-18: 15.11%2026-08-19: 15.55%2026-08-20: 17.19%2026-08-21: 12.67%2026-08-24: 12.83%2026-08-25: 12.91%2026-08-26: 12.70%2026-08-27: 12.27%2026-08-28: 12.09%2026-08-31: 12.37%2026-09-01: 12.62%2026-09-02: 12.44%2026-09-03: 12.23%2026-09-04: 12.07%2026-09-08: 12.82%2026-09-09: 13.35%2026-09-10: 14.16%2026-09-11: 13.46%2026-09-14: 14.53%2026-09-15: 15.47%2026-09-16: 15.79%2026-09-17: 16.74%2026-09-18: 12.33%2026-09-21: 12.12%2026-09-22: 12.29%2026-09-23: 12.32%2026-09-24: 12.59%2026-09-25: 12.43%2026-09-28: 12.84%2026-09-29: 12.87%2026-09-30: 12.84%2026-10-01: 13.09%2026-10-02: 12.65%2026-10-05: 13.13%2026-10-06: 12.76%2026-10-07: 12.93%2026-10-08: 12.97%2026-10-09: 12.76%2026-10-12: 13.77%2026-10-13: 14.23%2026-10-14: 15.03%2026-10-15: 17.42%2026-10-16: 13.58%2026-10-19: 13.50%2026-10-20: 13.48%2026-10-21: 13.08%2026-10-22: 14.02%2026-10-23: 14.51%2026-10-26: 13.76%2026-10-27: 13.57%2026-10-28: 13.43%2026-10-29: 13.22%2026-10-30: 15.07%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
15.01%
14.84%
14.79%
15.35%
13.34%
13.32%
13.08%
13.31%
14.20%
15.11%
15.55%
17.19%
12.67%
12.83%
12.91%
12.70%
12.27%
12.09%
12.37%
12.62%
12.44%
12.23%
12.07%
12.82%
13.35%
14.16%
13.46%
14.53%
15.47%
15.79%
16.74%
12.33%
12.12%
12.29%
12.32%
12.59%
12.43%
12.84%
12.87%
12.84%
13.09%
12.65%
13.13%
12.76%
12.93%
12.97%
12.76%
13.77%
14.23%
15.03%
17.42%
13.58%
13.50%
13.48%
13.08%
14.02%
14.51%
13.76%
13.57%
13.43%
13.22%
15.07%