Global X Funds Global X AI Semiconductor & Quantum ETF CHPX
i
Market dataready · fetched 2026-11-11T15:04:25.315Z
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 · 2026-11-11T14:51:41.537499872Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:04:25.446326+00:00
Global X Funds Global X AI Semiconductor & Quantum ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 90.14 | 56.4% | 10.5% | |||
| 25Δ | 88.19 | 53.3% | 8.4% | |||
| 30Δ | 86.25 | 50.1% | 6.3% | |||
| 35Δ | 85.12 | 49.4% | 5.2% | |||
| 40Δ | 84.16 | 49.6% | 4.7% | |||
| 45Δ | 83.21 | 49.9% | 4.3% | |||
| 50Δ | 82.25 | 50.2% | 3.9% | |||
| 55Δ | 81.30 | 50.5% | 3.4% | |||
| 60Δ | 80.35 | 50.7% | 3.0% | |||
| 65Δ | 79.40 | 51.0% | 2.6% | |||
| 70Δ | 78.45 | 51.3% | 2.1% | 86.54 | 54.8% | 1.5% |
| 75Δ | 77.50 | 51.5% | 1.7% | 87.82 | 55.8% | 1.2% |
| 80Δ | 76.54 | 51.8% | 1.3% | 89.09 | 56.5% | 0.9% |
20Δ
- Pseudo strike
- 90.14
- IV
- 56.4%
- B/E move
- 10.5%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 88.19
- IV
- 53.3%
- B/E move
- 8.4%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 86.25
- IV
- 50.1%
- B/E move
- 6.3%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 85.12
- IV
- 49.4%
- B/E move
- 5.2%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 84.16
- IV
- 49.6%
- B/E move
- 4.7%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 83.21
- IV
- 49.9%
- B/E move
- 4.3%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 82.25
- IV
- 50.2%
- B/E move
- 3.9%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 81.30
- IV
- 50.5%
- B/E move
- 3.4%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 80.35
- IV
- 50.7%
- B/E move
- 3.0%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 79.40
- IV
- 51.0%
- B/E move
- 2.6%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 78.45
- IV
- 51.3%
- B/E move
- 2.1%
- Pseudo strike
- 86.54
- IV
- 54.8%
- B/E move
- 1.5%
75Δ
- Pseudo strike
- 77.50
- IV
- 51.5%
- B/E move
- 1.7%
- Pseudo strike
- 87.82
- IV
- 55.8%
- B/E move
- 1.2%
80Δ
- Pseudo strike
- 76.54
- IV
- 51.8%
- B/E move
- 1.3%
- Pseudo strike
- 89.09
- IV
- 56.5%
- B/E move
- 0.9%
Options history
Table
| Date | IV (%) |
|---|---|
| 36.89% | |
| 37.05% | |
| 36.32% | |
| 39.84% | |
| 39.17% | |
| 37.70% | |
| 38.09% | |
| 37.02% | |
| 37.08% | |
| 41.77% |