Global X Dow 30 Covered Call & Growth ETF DYLG
i
Market dataready · fetched 2026-11-11T14:58:33.478Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16
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 · 2026-11-11T14:54:39.463766541Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:58:30.207622+00:00
Global X Dow 30 Covered Call & Growth ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 20.79 | 72.8% | 32.5% | |||
| 25Δ | 21.87 | 68.7% | 29.6% | |||
| 30Δ | 35.74 | 48.5% | 31.8% | 22.95 | 64.6% | 26.8% |
| 35Δ | 32.95 | 39.9% | 22.1% | 24.03 | 60.4% | 23.9% |
| 40Δ | 32.08 | 38.5% | 20.3% | 25.11 | 56.3% | 21.0% |
| 45Δ | 31.21 | 37.0% | 18.4% | 26.19 | 52.2% | 18.2% |
| 50Δ | 30.35 | 35.5% | 16.5% | 27.27 | 48.1% | 15.3% |
| 55Δ | 29.48 | 34.1% | 14.6% | 28.35 | 43.9% | 12.4% |
| 60Δ | 28.61 | 32.6% | 12.7% | 29.43 | 39.8% | 9.6% |
| 65Δ | 27.75 | 31.1% | 10.9% | 30.51 | 35.7% | 6.7% |
| 70Δ | 26.88 | 29.6% | 9.0% | 31.59 | 31.6% | 3.8% |
| 75Δ | 26.01 | 28.2% | 7.1% | 32.67 | 27.4% | 1.0% |
| 80Δ | 25.15 | 26.7% | 5.2% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 20.79
- IV
- 72.8%
- B/E move
- 32.5%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 21.87
- IV
- 68.7%
- B/E move
- 29.6%
30Δ
- Pseudo strike
- 35.74
- IV
- 48.5%
- B/E move
- 31.8%
- Pseudo strike
- 22.95
- IV
- 64.6%
- B/E move
- 26.8%
35Δ
- Pseudo strike
- 32.95
- IV
- 39.9%
- B/E move
- 22.1%
- Pseudo strike
- 24.03
- IV
- 60.4%
- B/E move
- 23.9%
40Δ
- Pseudo strike
- 32.08
- IV
- 38.5%
- B/E move
- 20.3%
- Pseudo strike
- 25.11
- IV
- 56.3%
- B/E move
- 21.0%
45Δ
- Pseudo strike
- 31.21
- IV
- 37.0%
- B/E move
- 18.4%
- Pseudo strike
- 26.19
- IV
- 52.2%
- B/E move
- 18.2%
50Δ
- Pseudo strike
- 30.35
- IV
- 35.5%
- B/E move
- 16.5%
- Pseudo strike
- 27.27
- IV
- 48.1%
- B/E move
- 15.3%
55Δ
- Pseudo strike
- 29.48
- IV
- 34.1%
- B/E move
- 14.6%
- Pseudo strike
- 28.35
- IV
- 43.9%
- B/E move
- 12.4%
60Δ
- Pseudo strike
- 28.61
- IV
- 32.6%
- B/E move
- 12.7%
- Pseudo strike
- 29.43
- IV
- 39.8%
- B/E move
- 9.6%
65Δ
- Pseudo strike
- 27.75
- IV
- 31.1%
- B/E move
- 10.9%
- Pseudo strike
- 30.51
- IV
- 35.7%
- B/E move
- 6.7%
70Δ
- Pseudo strike
- 26.88
- IV
- 29.6%
- B/E move
- 9.0%
- Pseudo strike
- 31.59
- IV
- 31.6%
- B/E move
- 3.8%
75Δ
- Pseudo strike
- 26.01
- IV
- 28.2%
- B/E move
- 7.1%
- Pseudo strike
- 32.67
- IV
- 27.4%
- B/E move
- 1.0%
80Δ
- Pseudo strike
- 25.15
- IV
- 26.7%
- B/E move
- 5.2%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 39.29% | |
| 114.97% | |
| 112.99% | |
| 114.14% | |
| 69.41% | |
| 26.80% | |
| 122.35% | |
| 34.54% | |
| 127.34% | |
| 26.85% |