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Global X 1-3 Month T-Bill ETF CLIP

i

Market dataready · fetched 2026-11-12T14:55:38.428Z

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 · 2026-11-12T14:53:01.000280577Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T14:55:38.042842+00:00

Share price$100.18
1D+0.0%
$100.12$100.15$100.18$100.21$100.245:30 AM6:30 AM9:00 AM1:00 PMCLIP
Sold putSold call

Global X 1-3 Month T-Bill ETF options

Live interpolated CLIP call and put midpoint premiums by absolute delta.Global X 1-3 Month T-Bill ETF$0.04$0.25$0.46$0.67$0.88$99.89$100.10$100.31$100.52$100.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CLIP spot · $100.18CLIP PRICE$0.07$0.08$0.10$0.11$0.12$0.14$0.15$0.17$0.18$0.20$0.21$0.23$0.24$0.08$0.15$0.22$0.28$0.35$0.42$0.48$0.55$0.62$0.69$0.75$0.82
Puts——
CallsExpensive1.93×
Skew——
Implied moveBearish±$0.57
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ100.934.2%0.8%
25Δ100.864.0%0.8%100.042.6%0.2%
30Δ100.803.8%0.7%100.132.9%0.2%
35Δ100.733.6%0.7%100.213.2%0.2%
40Δ100.673.4%0.6%100.303.5%0.2%
45Δ100.603.2%0.6%100.393.8%0.1%
50Δ100.543.0%0.5%100.474.1%0.1%
55Δ100.472.8%0.5%100.564.3%0.1%
60Δ100.412.6%0.4%100.654.6%0.1%
65Δ100.352.4%0.4%100.744.9%0.1%
70Δ100.282.2%0.3%100.825.2%0.0%
75Δ100.222.0%0.3%100.915.5%0.0%
80Δ100.151.8%0.2%101.005.7%0.0%

20Δ

Calls
Pseudo strike
100.93
IV
4.2%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
100.86
IV
4.0%
B/E move
0.8%
Puts
Pseudo strike
100.04
IV
2.6%
B/E move
0.2%

30Δ

Calls
Pseudo strike
100.80
IV
3.8%
B/E move
0.7%
Puts
Pseudo strike
100.13
IV
2.9%
B/E move
0.2%

35Δ

Calls
Pseudo strike
100.73
IV
3.6%
B/E move
0.7%
Puts
Pseudo strike
100.21
IV
3.2%
B/E move
0.2%

40Δ

Calls
Pseudo strike
100.67
IV
3.4%
B/E move
0.6%
Puts
Pseudo strike
100.30
IV
3.5%
B/E move
0.2%

45Δ

Calls
Pseudo strike
100.60
IV
3.2%
B/E move
0.6%
Puts
Pseudo strike
100.39
IV
3.8%
B/E move
0.1%

50Δ

Calls
Pseudo strike
100.54
IV
3.0%
B/E move
0.5%
Puts
Pseudo strike
100.47
IV
4.1%
B/E move
0.1%

55Δ

Calls
Pseudo strike
100.47
IV
2.8%
B/E move
0.5%
Puts
Pseudo strike
100.56
IV
4.3%
B/E move
0.1%

60Δ

Calls
Pseudo strike
100.41
IV
2.6%
B/E move
0.4%
Puts
Pseudo strike
100.65
IV
4.6%
B/E move
0.1%

65Δ

Calls
Pseudo strike
100.35
IV
2.4%
B/E move
0.4%
Puts
Pseudo strike
100.74
IV
4.9%
B/E move
0.1%

70Δ

Calls
Pseudo strike
100.28
IV
2.2%
B/E move
0.3%
Puts
Pseudo strike
100.82
IV
5.2%
B/E move
0.0%

75Δ

Calls
Pseudo strike
100.22
IV
2.0%
B/E move
0.3%
Puts
Pseudo strike
100.91
IV
5.5%
B/E move
0.0%

80Δ

Calls
Pseudo strike
100.15
IV
1.8%
B/E move
0.2%
Puts
Pseudo strike
101.00
IV
5.7%
B/E move
0.0%

Options history

IV · four-Friday blend10.22%
Daily EOD
CLIP10.1%11.0%11.8%2026-10-20: 11.71%2026-10-27: 10.22%Oct 20Oct 27
2 observations2026-10-20 — 2026-10-27
Table
DateIV (%)
11.71%
10.22%