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Global X Funds Global X Autonomous & Electric Vehicles ETF DRIV

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Market dataready · fetched 2026-11-12T02:31:15.844Z

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 · 2026-11-11T21:00:00.267187892Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:31:15.199482+00:00

Share price$29.56
1D-0.1%
AH$29.47$29.58$29.69$29.80$29.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDRIV
Sold putSold callAH

Global X Funds Global X Autonomous & Electric Vehicles ETF options

Live interpolated DRIV call and put midpoint premiums by absolute delta.Global X Funds Global X Autonomous & Electric Vehicles ETF$0.46$0.88$1.30$1.73$2.15$26.55$28.11$29.68$31.24$32.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DRIV spot · $29.56DRIV PRICE$0.50$0.57$0.59$0.64$0.71$0.78$0.85$0.92$0.99$1.11$1.38$1.64$2.03$0.58$0.61$0.66$0.69$0.74$0.80$0.86$0.92$0.99$1.07$1.16$1.24$1.33
PutsExpensive1.40×
CallsExpensive1.45×
SkewBullish-5.20 pp
Implied moveBalanced±$1.71
TiltBullish4.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.17101.2%17.3%26.14104.9%13.5%
25Δ32.8590.3%13.1%27.2884.8%9.8%
30Δ31.6372.7%9.0%28.0871.3%7.2%
35Δ30.8962.9%6.7%28.5962.1%5.6%
40Δ30.4457.7%5.4%29.0554.0%4.2%
45Δ29.9952.4%4.1%29.3249.9%3.5%
50Δ29.7349.1%3.5%29.5945.8%2.8%
55Δ29.4745.7%2.8%29.8541.7%2.1%
60Δ29.2142.3%2.2%30.0738.4%1.6%
65Δ28.9340.1%1.6%30.2435.9%1.3%
70Δ28.5942.2%1.4%30.4033.4%1.1%
75Δ28.2644.3%1.2%30.5631.0%0.8%
80Δ27.8148.3%1.0%30.7228.5%0.6%

20Δ

Calls
Pseudo strike
34.17
IV
101.2%
B/E move
17.3%
Puts
Pseudo strike
26.14
IV
104.9%
B/E move
13.5%

25Δ

Calls
Pseudo strike
32.85
IV
90.3%
B/E move
13.1%
Puts
Pseudo strike
27.28
IV
84.8%
B/E move
9.8%

30Δ

Calls
Pseudo strike
31.63
IV
72.7%
B/E move
9.0%
Puts
Pseudo strike
28.08
IV
71.3%
B/E move
7.2%

35Δ

Calls
Pseudo strike
30.89
IV
62.9%
B/E move
6.7%
Puts
Pseudo strike
28.59
IV
62.1%
B/E move
5.6%

40Δ

Calls
Pseudo strike
30.44
IV
57.7%
B/E move
5.4%
Puts
Pseudo strike
29.05
IV
54.0%
B/E move
4.2%

45Δ

Calls
Pseudo strike
29.99
IV
52.4%
B/E move
4.1%
Puts
Pseudo strike
29.32
IV
49.9%
B/E move
3.5%

50Δ

Calls
Pseudo strike
29.73
IV
49.1%
B/E move
3.5%
Puts
Pseudo strike
29.59
IV
45.8%
B/E move
2.8%

55Δ

Calls
Pseudo strike
29.47
IV
45.7%
B/E move
2.8%
Puts
Pseudo strike
29.85
IV
41.7%
B/E move
2.1%

60Δ

Calls
Pseudo strike
29.21
IV
42.3%
B/E move
2.2%
Puts
Pseudo strike
30.07
IV
38.4%
B/E move
1.6%

65Δ

Calls
Pseudo strike
28.93
IV
40.1%
B/E move
1.6%
Puts
Pseudo strike
30.24
IV
35.9%
B/E move
1.3%

70Δ

Calls
Pseudo strike
28.59
IV
42.2%
B/E move
1.4%
Puts
Pseudo strike
30.40
IV
33.4%
B/E move
1.1%

75Δ

Calls
Pseudo strike
28.26
IV
44.3%
B/E move
1.2%
Puts
Pseudo strike
30.56
IV
31.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
27.81
IV
48.3%
B/E move
1.0%
Puts
Pseudo strike
30.72
IV
28.5%
B/E move
0.6%

Options history

IV · four-Friday blend32.79%
Daily EOD
DRIV28.8%30.9%33.1%2026-10-19: 29.09%2026-10-20: 29.17%2026-10-21: 29.07%2026-10-22: 31.33%2026-10-23: 31.45%2026-10-26: 30.75%2026-10-27: 30.03%2026-10-28: 29.56%2026-10-29: 29.81%2026-10-30: 32.79%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
29.09%
29.17%
29.07%
31.33%
31.45%
30.75%
30.03%
29.56%
29.81%
32.79%