Global X MSCI China Consumer Discretionary ETF CHIQ
i
Market dataready · fetched 2026-11-12T03:10:38.749Z
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 · 2026-11-12T01:00:00.129130567Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:10:38.419887+00:00
Global X MSCI China Consumer Discretionary ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 20.23 | 149.3% | 27.3% | 14.05 | 122.8% | 15.5% |
| 25Δ | 18.57 | 113.4% | 17.1% | 14.82 | 94.6% | 10.8% |
| 30Δ | 17.69 | 91.9% | 11.8% | 15.25 | 77.9% | 8.1% |
| 35Δ | 17.03 | 72.2% | 7.7% | 15.57 | 64.8% | 6.1% |
| 40Δ | 16.79 | 67.5% | 6.5% | 15.90 | 51.7% | 4.1% |
| 45Δ | 16.57 | 63.6% | 5.5% | 16.12 | 48.0% | 3.2% |
| 50Δ | 16.34 | 59.7% | 4.4% | 16.29 | 48.7% | 2.9% |
| 55Δ | 16.12 | 55.8% | 3.4% | 16.46 | 49.4% | 2.5% |
| 60Δ | 15.91 | 53.6% | 2.7% | 16.63 | 50.2% | 2.1% |
| 65Δ | 15.72 | 53.4% | 2.3% | 16.80 | 50.9% | 1.8% |
| 70Δ | 15.52 | 53.1% | 1.9% | 16.97 | 51.7% | 1.4% |
| 75Δ | 15.33 | 52.9% | 1.5% | |||
| 80Δ | 15.14 | 52.7% | 1.1% | |||
20Δ
- Pseudo strike
- 20.23
- IV
- 149.3%
- B/E move
- 27.3%
- Pseudo strike
- 14.05
- IV
- 122.8%
- B/E move
- 15.5%
25Δ
- Pseudo strike
- 18.57
- IV
- 113.4%
- B/E move
- 17.1%
- Pseudo strike
- 14.82
- IV
- 94.6%
- B/E move
- 10.8%
30Δ
- Pseudo strike
- 17.69
- IV
- 91.9%
- B/E move
- 11.8%
- Pseudo strike
- 15.25
- IV
- 77.9%
- B/E move
- 8.1%
35Δ
- Pseudo strike
- 17.03
- IV
- 72.2%
- B/E move
- 7.7%
- Pseudo strike
- 15.57
- IV
- 64.8%
- B/E move
- 6.1%
40Δ
- Pseudo strike
- 16.79
- IV
- 67.5%
- B/E move
- 6.5%
- Pseudo strike
- 15.90
- IV
- 51.7%
- B/E move
- 4.1%
45Δ
- Pseudo strike
- 16.57
- IV
- 63.6%
- B/E move
- 5.5%
- Pseudo strike
- 16.12
- IV
- 48.0%
- B/E move
- 3.2%
50Δ
- Pseudo strike
- 16.34
- IV
- 59.7%
- B/E move
- 4.4%
- Pseudo strike
- 16.29
- IV
- 48.7%
- B/E move
- 2.9%
55Δ
- Pseudo strike
- 16.12
- IV
- 55.8%
- B/E move
- 3.4%
- Pseudo strike
- 16.46
- IV
- 49.4%
- B/E move
- 2.5%
60Δ
- Pseudo strike
- 15.91
- IV
- 53.6%
- B/E move
- 2.7%
- Pseudo strike
- 16.63
- IV
- 50.2%
- B/E move
- 2.1%
65Δ
- Pseudo strike
- 15.72
- IV
- 53.4%
- B/E move
- 2.3%
- Pseudo strike
- 16.80
- IV
- 50.9%
- B/E move
- 1.8%
70Δ
- Pseudo strike
- 15.52
- IV
- 53.1%
- B/E move
- 1.9%
- Pseudo strike
- 16.97
- IV
- 51.7%
- B/E move
- 1.4%
75Δ
- Pseudo strike
- 15.33
- IV
- 52.9%
- B/E move
- 1.5%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 15.14
- IV
- 52.7%
- B/E move
- 1.1%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 29.54% | |
| 25.97% | |
| 28.93% | |
| 27.98% | |
| 32.01% | |
| 32.48% | |
| 31.39% | |
| 30.84% | |
| 31.96% | |
| 33.82% |