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Global X MSCI Colombia ETF COLO

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Market dataready · fetched 2026-11-11T15:29:56.997Z

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 · 2026-11-11T15:20:57.144165626Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:22:52.244154+00:00

Share price$46.86
1D-0.3%
$46.58$46.72$46.86$46.99$47.135:30 AM6:30 AM9:00 AM1:00 PMCOLO
Sold putSold call

Global X MSCI Colombia ETF options

Live interpolated COLO call and put midpoint premiums by absolute delta.Global X MSCI Colombia ETF$0.43$1.18$1.94$2.70$3.45$42.04$44.40$46.76$49.12$51.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COLO spot · $46.86COLO PRICE$0.71$0.69$0.51$0.59$0.89$1.19$1.48$1.63$1.75$1.98$2.32$2.73$3.23$0.76$0.70$0.98$1.17$1.26$1.44$1.63$1.85$2.06$2.12$2.18$2.23$2.28
PutsExpensive1.53×
CallsExpensive1.71×
SkewBearish+2.64 pp
Implied moveBearish±$3.11
TiltBearish2.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.4489.7%15.6%42.5580.2%10.8%
25Δ50.5063.8%9.2%44.3357.6%6.9%
30Δ48.5337.3%4.6%44.7663.3%6.6%
35Δ47.9834.6%3.7%45.3363.2%5.8%
40Δ47.6740.6%3.6%46.0456.5%4.4%
45Δ47.3646.6%3.6%46.5554.5%3.7%
50Δ47.0452.7%3.6%47.0652.6%3.0%
55Δ46.6350.2%3.0%47.5251.0%2.5%
60Δ46.2046.4%2.3%47.9849.4%2.0%
65Δ45.7445.2%1.8%48.2245.0%1.6%
70Δ45.2646.1%1.5%48.4540.5%1.3%
75Δ44.7146.7%1.2%48.6835.9%0.9%
80Δ44.0846.9%1.0%48.9131.4%0.5%

20Δ

Calls
Pseudo strike
53.44
IV
89.7%
B/E move
15.6%
Puts
Pseudo strike
42.55
IV
80.2%
B/E move
10.8%

25Δ

Calls
Pseudo strike
50.50
IV
63.8%
B/E move
9.2%
Puts
Pseudo strike
44.33
IV
57.6%
B/E move
6.9%

30Δ

Calls
Pseudo strike
48.53
IV
37.3%
B/E move
4.6%
Puts
Pseudo strike
44.76
IV
63.3%
B/E move
6.6%

35Δ

Calls
Pseudo strike
47.98
IV
34.6%
B/E move
3.7%
Puts
Pseudo strike
45.33
IV
63.2%
B/E move
5.8%

40Δ

Calls
Pseudo strike
47.67
IV
40.6%
B/E move
3.6%
Puts
Pseudo strike
46.04
IV
56.5%
B/E move
4.4%

45Δ

Calls
Pseudo strike
47.36
IV
46.6%
B/E move
3.6%
Puts
Pseudo strike
46.55
IV
54.5%
B/E move
3.7%

50Δ

Calls
Pseudo strike
47.04
IV
52.7%
B/E move
3.6%
Puts
Pseudo strike
47.06
IV
52.6%
B/E move
3.0%

55Δ

Calls
Pseudo strike
46.63
IV
50.2%
B/E move
3.0%
Puts
Pseudo strike
47.52
IV
51.0%
B/E move
2.5%

60Δ

Calls
Pseudo strike
46.20
IV
46.4%
B/E move
2.3%
Puts
Pseudo strike
47.98
IV
49.4%
B/E move
2.0%

65Δ

Calls
Pseudo strike
45.74
IV
45.2%
B/E move
1.8%
Puts
Pseudo strike
48.22
IV
45.0%
B/E move
1.6%

70Δ

Calls
Pseudo strike
45.26
IV
46.1%
B/E move
1.5%
Puts
Pseudo strike
48.45
IV
40.5%
B/E move
1.3%

75Δ

Calls
Pseudo strike
44.71
IV
46.7%
B/E move
1.2%
Puts
Pseudo strike
48.68
IV
35.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
44.08
IV
46.9%
B/E move
1.0%
Puts
Pseudo strike
48.91
IV
31.4%
B/E move
0.5%

Options history

IV · four-Friday blend27.50%
Daily EOD
COLO26.0%27.6%29.2%2026-10-19: 27.87%2026-10-20: 27.75%2026-10-21: 27.04%2026-10-22: 28.54%2026-10-23: 29.00%2026-10-26: 28.07%2026-10-27: 27.29%2026-10-28: 26.26%2026-10-29: 26.54%2026-10-30: 27.50%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
27.87%
27.75%
27.04%
28.54%
29.00%
28.07%
27.29%
26.26%
26.54%
27.50%