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Global X Funds Global X S&P 500 Catholic Values ETF CATH

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Market dataready · fetched 2026-11-11T05:54:36.968Z

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 · 2026-11-10T22:00:47.646681297Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T05:54:36.602854+00:00

Share price$89.30
1D+0.3%
AH$88.55$88.75$88.95$89.16$89.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCATH
Sold putSold callAH

Global X Funds Global X S&P 500 Catholic Values ETF options

Live interpolated CATH call and put midpoint premiums by absolute delta.Global X Funds Global X S&P 500 Catholic Values ETF$0.50$1.44$2.39$3.33$4.28$84.80$86.99$89.17$91.35$93.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CATH spot · $89.30CATH PRICE$0.60$0.60$0.65$0.71$0.78$0.84$0.90$0.96$1.05$1.23$1.41$1.59$1.85$0.65$0.73$0.80$0.86$0.94$1.04$1.22$1.40$1.64$1.94$2.28$2.95$4.01
PutsExpensive1.21×
CallsCheap0.82×
SkewBearish+6.10 pp
Implied moveBearish±$2.12
TiltBearish21.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ94.4038.3%6.4%84.9438.9%5.6%
25Δ92.3728.5%4.1%86.3532.8%4.1%
30Δ91.3624.1%3.0%87.3328.5%3.1%
35Δ90.7121.4%2.4%88.0924.8%2.3%
40Δ90.1919.2%1.9%88.6022.5%1.8%
45Δ89.8117.5%1.5%89.0820.7%1.4%
50Δ89.5116.1%1.2%89.4420.7%1.2%
55Δ89.2214.6%1.0%89.8120.8%1.0%
60Δ88.9213.5%0.8%90.2021.0%0.8%
65Δ88.6513.6%0.6%90.6321.4%0.7%
70Δ88.3713.7%0.5%91.0922.1%0.5%
75Δ88.1013.8%0.4%91.8424.6%0.5%
80Δ87.7513.8%0.3%92.9528.8%0.4%

20Δ

Calls
Pseudo strike
94.40
IV
38.3%
B/E move
6.4%
Puts
Pseudo strike
84.94
IV
38.9%
B/E move
5.6%

25Δ

Calls
Pseudo strike
92.37
IV
28.5%
B/E move
4.1%
Puts
Pseudo strike
86.35
IV
32.8%
B/E move
4.1%

30Δ

Calls
Pseudo strike
91.36
IV
24.1%
B/E move
3.0%
Puts
Pseudo strike
87.33
IV
28.5%
B/E move
3.1%

35Δ

Calls
Pseudo strike
90.71
IV
21.4%
B/E move
2.4%
Puts
Pseudo strike
88.09
IV
24.8%
B/E move
2.3%

40Δ

Calls
Pseudo strike
90.19
IV
19.2%
B/E move
1.9%
Puts
Pseudo strike
88.60
IV
22.5%
B/E move
1.8%

45Δ

Calls
Pseudo strike
89.81
IV
17.5%
B/E move
1.5%
Puts
Pseudo strike
89.08
IV
20.7%
B/E move
1.4%

50Δ

Calls
Pseudo strike
89.51
IV
16.1%
B/E move
1.2%
Puts
Pseudo strike
89.44
IV
20.7%
B/E move
1.2%

55Δ

Calls
Pseudo strike
89.22
IV
14.6%
B/E move
1.0%
Puts
Pseudo strike
89.81
IV
20.8%
B/E move
1.0%

60Δ

Calls
Pseudo strike
88.92
IV
13.5%
B/E move
0.8%
Puts
Pseudo strike
90.20
IV
21.0%
B/E move
0.8%

65Δ

Calls
Pseudo strike
88.65
IV
13.6%
B/E move
0.6%
Puts
Pseudo strike
90.63
IV
21.4%
B/E move
0.7%

70Δ

Calls
Pseudo strike
88.37
IV
13.7%
B/E move
0.5%
Puts
Pseudo strike
91.09
IV
22.1%
B/E move
0.5%

75Δ

Calls
Pseudo strike
88.10
IV
13.8%
B/E move
0.4%
Puts
Pseudo strike
91.84
IV
24.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
87.75
IV
13.8%
B/E move
0.3%
Puts
Pseudo strike
92.95
IV
28.8%
B/E move
0.4%

Options history

IV · four-Friday blend16.10%
Daily close
CATH12.3%15.5%18.6%2026-08-13: 13.99%2026-08-14: 14.50%2026-09-10: 15.04%2026-09-18: 13.10%2026-09-21: 12.74%2026-09-22: 12.83%2026-09-23: 13.15%2026-09-24: 13.25%2026-09-25: 13.19%2026-09-28: 13.56%2026-09-29: 13.31%2026-09-30: 13.69%2026-10-01: 13.65%2026-10-02: 13.61%2026-10-05: 13.31%2026-10-06: 13.41%2026-10-07: 13.48%2026-10-08: 13.62%2026-10-09: 13.47%2026-10-12: 14.62%2026-10-13: 15.19%2026-10-14: 16.63%2026-10-15: 18.17%2026-10-16: 14.84%2026-10-19: 13.99%2026-10-20: 14.29%2026-10-21: 13.89%2026-10-22: 14.90%2026-10-23: 15.27%2026-10-26: 14.69%2026-10-27: 14.27%2026-10-28: 14.20%2026-10-29: 13.94%2026-10-30: 16.10%Aug 13Oct 7Oct 30
34 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
13.99%
14.50%
15.04%
13.10%
12.74%
12.83%
13.15%
13.25%
13.19%
13.56%
13.31%
13.69%
13.65%
13.61%
13.31%
13.41%
13.48%
13.62%
13.47%
14.62%
15.19%
16.63%
18.17%
14.84%
13.99%
14.29%
13.89%
14.90%
15.27%
14.69%
14.27%
14.20%
13.94%
16.10%