IntraAlpha
Create free account Start free

Global X Funds Global X Cybersecurity ETF BUG

i

Market datapartial · fetched 2026-10-22T06:59:39.660Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:58:32.272080825Z

FundamentalsAlpha Vantage · unavailable

Share price$46.67
1D+3.4%
AH$45.16$45.71$46.26$46.81$47.365:30 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$0.34$2.29$4.24$6.18$8.13$39.00$42.82$46.65$50.47$54.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BUG spot · $46.67BUG PRICE$0.55$0.77$0.92$1.22$1.45$1.65$1.93$2.14$2.43$3.01$3.56$4.51$7.57$0.57$0.74$0.96$1.16$1.31$1.82$2.30$2.44$2.73$3.24$3.46$3.68$5.36
PutsCheap0.77×
CallsCheap0.92×
SkewBullish-6.37 pp
Implied moveBearish±$4.23
TiltBullish3.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.6338.8%11.8%43.1137.0%8.9%
25Δ51.0141.6%11.0%43.9535.8%7.4%
30Δ49.8638.7%8.8%44.6136.1%6.5%
35Δ49.2941.5%8.2%45.2535.4%5.5%
40Δ48.5741.4%7.2%45.9233.0%4.4%
45Δ47.7739.3%5.9%46.5237.3%4.2%
50Δ47.1039.3%5.1%47.1140.8%4.0%
55Δ46.4837.5%4.2%47.6737.4%3.1%
60Δ45.8436.6%3.4%48.2835.7%2.4%
65Δ45.1139.8%3.1%48.9836.7%2.0%
70Δ44.3441.0%2.6%49.4534.2%1.5%
75Δ43.2545.9%2.3%49.9031.6%1.0%
80Δ40.3670.5%2.7%51.6737.8%0.8%

20Δ

Calls
Pseudo strike
51.63
IV
38.8%
B/E move
11.8%
Puts
Pseudo strike
43.11
IV
37.0%
B/E move
8.9%

25Δ

Calls
Pseudo strike
51.01
IV
41.6%
B/E move
11.0%
Puts
Pseudo strike
43.95
IV
35.8%
B/E move
7.4%

30Δ

Calls
Pseudo strike
49.86
IV
38.7%
B/E move
8.8%
Puts
Pseudo strike
44.61
IV
36.1%
B/E move
6.5%

35Δ

Calls
Pseudo strike
49.29
IV
41.5%
B/E move
8.2%
Puts
Pseudo strike
45.25
IV
35.4%
B/E move
5.5%

40Δ

Calls
Pseudo strike
48.57
IV
41.4%
B/E move
7.2%
Puts
Pseudo strike
45.92
IV
33.0%
B/E move
4.4%

45Δ

Calls
Pseudo strike
47.77
IV
39.3%
B/E move
5.9%
Puts
Pseudo strike
46.52
IV
37.3%
B/E move
4.2%

50Δ

Calls
Pseudo strike
47.10
IV
39.3%
B/E move
5.1%
Puts
Pseudo strike
47.11
IV
40.8%
B/E move
4.0%

55Δ

Calls
Pseudo strike
46.48
IV
37.5%
B/E move
4.2%
Puts
Pseudo strike
47.67
IV
37.4%
B/E move
3.1%

60Δ

Calls
Pseudo strike
45.84
IV
36.6%
B/E move
3.4%
Puts
Pseudo strike
48.28
IV
35.7%
B/E move
2.4%

65Δ

Calls
Pseudo strike
45.11
IV
39.8%
B/E move
3.1%
Puts
Pseudo strike
48.98
IV
36.7%
B/E move
2.0%

70Δ

Calls
Pseudo strike
44.34
IV
41.0%
B/E move
2.6%
Puts
Pseudo strike
49.45
IV
34.2%
B/E move
1.5%

75Δ

Calls
Pseudo strike
43.25
IV
45.9%
B/E move
2.3%
Puts
Pseudo strike
49.90
IV
31.6%
B/E move
1.0%

80Δ

Calls
Pseudo strike
40.36
IV
70.5%
B/E move
2.7%
Puts
Pseudo strike
51.67
IV
37.8%
B/E move
0.8%

Options history

No recorded observations