IntraAlpha
Create free account Start free

Global X Funds Global X Alternative Income ETF ALTY

i

Market dataready · fetched 2026-11-11T13:49:07.707Z

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 · 2026-11-10T21:00:00.375290181Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:49:07.349893+00:00

Share price$11.62
1D-0.7%
AH$11.57$11.61$11.64$11.67$11.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMALTY
Sold putSold callAH

Global X Funds Global X Alternative Income ETF options

Live interpolated ALTY call and put midpoint premiums by absolute delta.Global X Funds Global X Alternative Income ETF$0.32$0.32$0.33$0.34$0.34$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 PRICEALTY PRICE$0.33$0.33$0.33$0.33$0.33$0.33$0.33$0.33
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.44179.2%35.7%9.85142.1%18.0%
25Δ13.74131.3%21.0%10.41112.7%13.2%
30Δ12.88101.8%13.6%10.9087.1%9.0%
35Δ12.4583.6%9.9%
40Δ12.0265.4%6.2%
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
15.44
IV
179.2%
B/E move
35.7%
Puts
Pseudo strike
9.85
IV
142.1%
B/E move
18.0%

25Δ

Calls
Pseudo strike
13.74
IV
131.3%
B/E move
21.0%
Puts
Pseudo strike
10.41
IV
112.7%
B/E move
13.2%

30Δ

Calls
Pseudo strike
12.88
IV
101.8%
B/E move
13.6%
Puts
Pseudo strike
10.90
IV
87.1%
B/E move
9.0%

35Δ

Calls
Pseudo strike
12.45
IV
83.6%
B/E move
9.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
12.02
IV
65.4%
B/E move
6.2%
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 blend24.44%
Daily close
ALTY19.2%37.9%56.6%2026-08-14: 32.17%2026-08-19: 42.25%2026-08-20: 54.03%2026-08-21: 23.55%2026-08-24: 24.57%2026-08-25: 24.65%2026-08-26: 25.24%2026-08-27: 25.65%2026-08-28: 25.49%2026-08-31: 26.58%2026-09-01: 26.99%2026-09-02: 28.30%2026-09-08: 30.28%2026-09-16: 43.32%2026-09-18: 21.75%2026-09-21: 24.36%2026-09-22: 23.65%2026-09-23: 22.30%2026-09-24: 23.96%2026-09-25: 24.44%Aug 14Aug 31Sep 25
20 observations2026-08-14 — 2026-09-25
Table
DateIV (%)
32.17%
42.25%
54.03%
23.55%
24.57%
24.65%
25.24%
25.65%
25.49%
26.58%
26.99%
28.30%
30.28%
43.32%
21.75%
24.36%
23.65%
22.30%
23.96%
24.44%