IntraAlpha
Create free account Start free

Global X MSCI Colombia ETF COLO

i

Market dataready · fetched 2026-10-22T03:57:11.647Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T00:00:00.133846203Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T03:52:23.665329+00:00

Share price$48.86
1D+1.0%
AH$48.28$48.43$48.59$48.75$48.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCOLO
Sold putSold callAH

Global X MSCI Colombia ETF options

Live interpolated COLO call and put midpoint premiums by absolute delta.Global X MSCI Colombia ETF$0.27$2.43$4.58$6.74$8.89$42.38$45.57$48.75$51.93$55.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COLO spot · $48.86COLO PRICE$0.93$0.95$0.97$1.00$1.21$1.40$1.55$1.83$2.20$2.37$2.49$3.17$4.96$0.51$0.81$1.23$1.64$1.74$1.83$1.89$1.92$2.11$3.45$4.30$6.28$8.27
PutsExpensive1.55×
CallsExpensive1.36×
SkewBearish+1.60 pp
Implied moveBearish±$3.44
TiltBearish18.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.2864.7%21.2%45.6631.0%7.6%
25Δ55.3652.1%15.2%46.2234.1%7.1%
30Δ53.1942.0%10.8%46.6040.1%7.1%
35Δ51.0132.0%6.5%46.9946.2%7.2%
40Δ50.4031.9%5.6%47.9040.8%5.5%
45Δ49.8031.2%4.8%48.6036.3%4.3%
50Δ49.2129.2%3.9%49.1832.2%3.2%
55Δ48.6529.4%3.3%49.6128.4%2.4%
60Δ48.1130.8%3.0%50.1326.4%1.7%
65Δ47.6929.0%2.4%51.3336.6%2.0%
70Δ47.2926.4%1.9%52.3638.5%1.6%
75Δ46.4729.2%1.6%54.4645.9%1.4%
80Δ44.7240.7%1.7%56.5553.3%1.2%

20Δ

Calls
Pseudo strike
58.28
IV
64.7%
B/E move
21.2%
Puts
Pseudo strike
45.66
IV
31.0%
B/E move
7.6%

25Δ

Calls
Pseudo strike
55.36
IV
52.1%
B/E move
15.2%
Puts
Pseudo strike
46.22
IV
34.1%
B/E move
7.1%

30Δ

Calls
Pseudo strike
53.19
IV
42.0%
B/E move
10.8%
Puts
Pseudo strike
46.60
IV
40.1%
B/E move
7.1%

35Δ

Calls
Pseudo strike
51.01
IV
32.0%
B/E move
6.5%
Puts
Pseudo strike
46.99
IV
46.2%
B/E move
7.2%

40Δ

Calls
Pseudo strike
50.40
IV
31.9%
B/E move
5.6%
Puts
Pseudo strike
47.90
IV
40.8%
B/E move
5.5%

45Δ

Calls
Pseudo strike
49.80
IV
31.2%
B/E move
4.8%
Puts
Pseudo strike
48.60
IV
36.3%
B/E move
4.3%

50Δ

Calls
Pseudo strike
49.21
IV
29.2%
B/E move
3.9%
Puts
Pseudo strike
49.18
IV
32.2%
B/E move
3.2%

55Δ

Calls
Pseudo strike
48.65
IV
29.4%
B/E move
3.3%
Puts
Pseudo strike
49.61
IV
28.4%
B/E move
2.4%

60Δ

Calls
Pseudo strike
48.11
IV
30.8%
B/E move
3.0%
Puts
Pseudo strike
50.13
IV
26.4%
B/E move
1.7%

65Δ

Calls
Pseudo strike
47.69
IV
29.0%
B/E move
2.4%
Puts
Pseudo strike
51.33
IV
36.6%
B/E move
2.0%

70Δ

Calls
Pseudo strike
47.29
IV
26.4%
B/E move
1.9%
Puts
Pseudo strike
52.36
IV
38.5%
B/E move
1.6%

75Δ

Calls
Pseudo strike
46.47
IV
29.2%
B/E move
1.6%
Puts
Pseudo strike
54.46
IV
45.9%
B/E move
1.4%

80Δ

Calls
Pseudo strike
44.72
IV
40.7%
B/E move
1.7%
Puts
Pseudo strike
56.55
IV
53.3%
B/E move
1.2%

Options history

No recorded observations