Global X FTSE Southeast Asia ETF ASEA
i
Market dataready · fetched 2026-11-12T14:56:29.811Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-12T14:48:41.637386942Z
FundamentalsGlobal X · ready · as of 2026-11-11 · fetched 2026-11-12T14:56:29.255931+00:00
Global X FTSE Southeast Asia ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.82 | 212.0% | 40.8% | 15.43 | 196.5% | 23.8% |
| 25Δ | 23.42 | 154.0% | 23.4% | 16.98 | 142.5% | 15.9% |
| 30Δ | 21.77 | 118.6% | 14.9% | 18.10 | 104.2% | 10.2% |
| 35Δ | 20.84 | 95.0% | 10.1% | 18.41 | 96.1% | 8.9% |
| 40Δ | 20.27 | 78.2% | 7.2% | 18.71 | 88.0% | 7.5% |
| 45Δ | 19.02 | 79.8% | 6.2% | |||
| 50Δ | 19.32 | 71.7% | 4.9% | |||
| 55Δ | 19.63 | 63.6% | 3.6% | |||
| 60Δ | 19.93 | 55.5% | 2.3% | |||
| 65Δ | 20.24 | 53.5% | 1.8% | |||
| 70Δ | 20.54 | 53.1% | 1.5% | |||
| 75Δ | 20.84 | 52.7% | 1.2% | |||
| 80Δ | 21.15 | 52.3% | 0.9% | |||
20Δ
- Pseudo strike
- 26.82
- IV
- 212.0%
- B/E move
- 40.8%
- Pseudo strike
- 15.43
- IV
- 196.5%
- B/E move
- 23.8%
25Δ
- Pseudo strike
- 23.42
- IV
- 154.0%
- B/E move
- 23.4%
- Pseudo strike
- 16.98
- IV
- 142.5%
- B/E move
- 15.9%
30Δ
- Pseudo strike
- 21.77
- IV
- 118.6%
- B/E move
- 14.9%
- Pseudo strike
- 18.10
- IV
- 104.2%
- B/E move
- 10.2%
35Δ
- Pseudo strike
- 20.84
- IV
- 95.0%
- B/E move
- 10.1%
- Pseudo strike
- 18.41
- IV
- 96.1%
- B/E move
- 8.9%
40Δ
- Pseudo strike
- 20.27
- IV
- 78.2%
- B/E move
- 7.2%
- Pseudo strike
- 18.71
- IV
- 88.0%
- B/E move
- 7.5%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 19.02
- IV
- 79.8%
- B/E move
- 6.2%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 19.32
- IV
- 71.7%
- B/E move
- 4.9%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 19.63
- IV
- 63.6%
- B/E move
- 3.6%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 19.93
- IV
- 55.5%
- B/E move
- 2.3%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 20.24
- IV
- 53.5%
- B/E move
- 1.8%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 20.54
- IV
- 53.1%
- B/E move
- 1.5%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 20.84
- IV
- 52.7%
- B/E move
- 1.2%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 21.15
- IV
- 52.3%
- B/E move
- 0.9%
Options history
Table
| Date | IV (%) |
|---|---|
| 35.98% | |
| 55.91% | |
| 55.10% | |
| 91.00% | |
| 37.92% | |
| 36.50% |