Global X Funds Global X Rare Earth & Critical Materials ETF EART
i
Market dataready · fetched 2026-11-12T00:50:53.199Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
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 · 2026-11-11T21:00:00.89029076Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:50:52.894918+00:00
Global X Funds Global X Rare Earth & Critical Materials ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 32.60 | 177.3% | 33.9% | 21.17 | 140.9% | 17.5% |
| 25Δ | 29.06 | 129.0% | 19.7% | 22.45 | 110.1% | 12.4% |
| 30Δ | 27.41 | 102.2% | 13.1% | 23.27 | 92.4% | 9.3% |
| 35Δ | 26.50 | 87.8% | 9.6% | 23.86 | 80.9% | 7.1% |
| 40Δ | 25.86 | 77.7% | 7.3% | 24.27 | 73.4% | 5.7% |
| 45Δ | 25.43 | 70.7% | 5.8% | 24.63 | 67.1% | 4.6% |
| 50Δ | 25.00 | 63.8% | 4.3% | 24.98 | 60.8% | 3.5% |
| 55Δ | 24.75 | 59.5% | 3.6% | |||
| 60Δ | 24.50 | 55.3% | 2.9% | |||
| 65Δ | 24.25 | 51.0% | 2.2% | |||
| 70Δ | 24.01 | 46.7% | 1.6% | |||
| 75Δ | 23.77 | 44.4% | 1.3% | |||
| 80Δ | 23.54 | 42.2% | 1.0% | |||
20Δ
- Pseudo strike
- 32.60
- IV
- 177.3%
- B/E move
- 33.9%
- Pseudo strike
- 21.17
- IV
- 140.9%
- B/E move
- 17.5%
25Δ
- Pseudo strike
- 29.06
- IV
- 129.0%
- B/E move
- 19.7%
- Pseudo strike
- 22.45
- IV
- 110.1%
- B/E move
- 12.4%
30Δ
- Pseudo strike
- 27.41
- IV
- 102.2%
- B/E move
- 13.1%
- Pseudo strike
- 23.27
- IV
- 92.4%
- B/E move
- 9.3%
35Δ
- Pseudo strike
- 26.50
- IV
- 87.8%
- B/E move
- 9.6%
- Pseudo strike
- 23.86
- IV
- 80.9%
- B/E move
- 7.1%
40Δ
- Pseudo strike
- 25.86
- IV
- 77.7%
- B/E move
- 7.3%
- Pseudo strike
- 24.27
- IV
- 73.4%
- B/E move
- 5.7%
45Δ
- Pseudo strike
- 25.43
- IV
- 70.7%
- B/E move
- 5.8%
- Pseudo strike
- 24.63
- IV
- 67.1%
- B/E move
- 4.6%
50Δ
- Pseudo strike
- 25.00
- IV
- 63.8%
- B/E move
- 4.3%
- Pseudo strike
- 24.98
- IV
- 60.8%
- B/E move
- 3.5%
55Δ
- Pseudo strike
- 24.75
- IV
- 59.5%
- B/E move
- 3.6%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 24.50
- IV
- 55.3%
- B/E move
- 2.9%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 24.25
- IV
- 51.0%
- B/E move
- 2.2%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 24.01
- IV
- 46.7%
- B/E move
- 1.6%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 23.77
- IV
- 44.4%
- B/E move
- 1.3%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 23.54
- IV
- 42.2%
- B/E move
- 1.0%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 36.47% | |
| 36.02% | |
| 40.15% | |
| 40.32% | |
| 64.61% | |
| 39.87% | |
| 38.94% | |
| 38.39% | |
| 39.73% | |
| 40.67% |