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Global X Funds Global X Cybersecurity ETF BUG

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Market dataready · fetched 2026-11-11T05:54:25.430Z

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 · 2026-11-11T00:34:23.156691162Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T05:54:25.012016+00:00

Share price$45.24
1D-0.8%
AH$44.07$44.42$44.78$45.14$45.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBUG
Sold putSold callAH

Global X Funds Global X Cybersecurity ETF options

Live interpolated BUG call and put midpoint premiums by absolute delta.Global X Funds Global X Cybersecurity ETF$0.19$2.12$4.06$5.99$7.92$38.87$41.98$45.08$48.19$51.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BUG spot · $45.24BUG PRICE$0.40$0.52$0.68$0.85$1.02$1.21$1.49$1.78$2.18$2.45$2.45$2.45$2.45$0.50$0.71$0.86$0.91$1.14$1.36$1.94$2.44$2.65$4.66$7.37
Puts——
CallsFair1.02×
Skew——
Implied moveBearish±$3.44
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.6951.9%8.5%42.0060.3%8.3%
25Δ47.9450.8%7.1%42.5962.3%7.4%
30Δ47.4352.0%6.4%43.2461.0%6.3%
35Δ46.9353.0%5.6%44.0352.0%4.7%
40Δ46.4152.4%4.8%44.5052.8%4.2%
45Δ45.9052.3%4.1%44.9753.5%3.6%
50Δ45.4354.7%3.7%45.5762.9%3.6%
55Δ44.9557.1%3.3%46.1668.7%3.4%
60Δ44.3960.0%2.9%46.6864.5%2.7%
65Δ43.9360.0%2.5%
70Δ43.7053.1%2.0%48.9082.8%2.2%
75Δ43.4846.3%1.5%
80Δ43.2639.4%1.0%51.9595.4%1.5%

20Δ

Calls
Pseudo strike
48.69
IV
51.9%
B/E move
8.5%
Puts
Pseudo strike
42.00
IV
60.3%
B/E move
8.3%

25Δ

Calls
Pseudo strike
47.94
IV
50.8%
B/E move
7.1%
Puts
Pseudo strike
42.59
IV
62.3%
B/E move
7.4%

30Δ

Calls
Pseudo strike
47.43
IV
52.0%
B/E move
6.4%
Puts
Pseudo strike
43.24
IV
61.0%
B/E move
6.3%

35Δ

Calls
Pseudo strike
46.93
IV
53.0%
B/E move
5.6%
Puts
Pseudo strike
44.03
IV
52.0%
B/E move
4.7%

40Δ

Calls
Pseudo strike
46.41
IV
52.4%
B/E move
4.8%
Puts
Pseudo strike
44.50
IV
52.8%
B/E move
4.2%

45Δ

Calls
Pseudo strike
45.90
IV
52.3%
B/E move
4.1%
Puts
Pseudo strike
44.97
IV
53.5%
B/E move
3.6%

50Δ

Calls
Pseudo strike
45.43
IV
54.7%
B/E move
3.7%
Puts
Pseudo strike
45.57
IV
62.9%
B/E move
3.6%

55Δ

Calls
Pseudo strike
44.95
IV
57.1%
B/E move
3.3%
Puts
Pseudo strike
46.16
IV
68.7%
B/E move
3.4%

60Δ

Calls
Pseudo strike
44.39
IV
60.0%
B/E move
2.9%
Puts
Pseudo strike
46.68
IV
64.5%
B/E move
2.7%

65Δ

Calls
Pseudo strike
43.93
IV
60.0%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
43.70
IV
53.1%
B/E move
2.0%
Puts
Pseudo strike
48.90
IV
82.8%
B/E move
2.2%

75Δ

Calls
Pseudo strike
43.48
IV
46.3%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
43.26
IV
39.4%
B/E move
1.0%
Puts
Pseudo strike
51.95
IV
95.4%
B/E move
1.5%

Options history

IV · four-Friday blend44.58%
Daily EOD
BUG36.6%40.9%45.2%2026-10-19: 38.04%2026-10-20: 37.16%2026-10-21: 37.28%2026-10-22: 37.85%2026-10-23: 40.29%2026-10-26: 40.53%2026-10-27: 41.55%2026-10-28: 40.64%2026-10-29: 42.28%2026-10-30: 44.58%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.04%
37.16%
37.28%
37.85%
40.29%
40.53%
41.55%
40.64%
42.28%
44.58%