Global X Funds Global X E-commerce ETF EBIZ
i
Market dataready · fetched 2026-11-11T15:25:21.929Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19
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 · 2026-11-11T14:30:01.601685237Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:25:20.908915+00:00
Global X Funds Global X E-commerce ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 36.55 | 31.3% | 28.8% | |||
| 25Δ | 35.54 | 31.7% | 26.9% | |||
| 30Δ | 34.53 | 32.1% | 24.9% | |||
| 35Δ | 33.52 | 32.6% | 23.0% | |||
| 40Δ | 32.51 | 33.0% | 21.1% | |||
| 45Δ | 31.50 | 33.5% | 19.1% | |||
| 50Δ | 30.49 | 33.9% | 17.2% | |||
| 55Δ | 29.48 | 34.3% | 15.2% | |||
| 60Δ | 28.47 | 34.8% | 13.3% | |||
| 65Δ | 27.46 | 35.2% | 11.4% | |||
| 70Δ | 26.45 | 35.6% | 9.4% | |||
| 75Δ | 25.44 | 36.1% | 7.5% | 34.06 | 29.8% | 0.7% |
| 80Δ | 24.42 | 36.5% | 5.5% | 37.11 | 38.8% | 0.5% |
20Δ
- Pseudo strike
- 36.55
- IV
- 31.3%
- B/E move
- 28.8%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 35.54
- IV
- 31.7%
- B/E move
- 26.9%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 34.53
- IV
- 32.1%
- B/E move
- 24.9%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 33.52
- IV
- 32.6%
- B/E move
- 23.0%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 32.51
- IV
- 33.0%
- B/E move
- 21.1%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 31.50
- IV
- 33.5%
- B/E move
- 19.1%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 30.49
- IV
- 33.9%
- B/E move
- 17.2%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 29.48
- IV
- 34.3%
- B/E move
- 15.2%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 28.47
- IV
- 34.8%
- B/E move
- 13.3%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 27.46
- IV
- 35.2%
- B/E move
- 11.4%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 26.45
- IV
- 35.6%
- B/E move
- 9.4%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 25.44
- IV
- 36.1%
- B/E move
- 7.5%
- Pseudo strike
- 34.06
- IV
- 29.8%
- B/E move
- 0.7%
80Δ
- Pseudo strike
- 24.42
- IV
- 36.5%
- B/E move
- 5.5%
- Pseudo strike
- 37.11
- IV
- 38.8%
- B/E move
- 0.5%
Options history
Table
| Date | IV (%) |
|---|---|
| 60.29% | |
| 27.43% | |
| 39.66% | |
| 28.41% | |
| 45.18% | |
| 29.28% | |
| 30.18% | |
| 55.75% | |
| 51.78% | |
| 29.56% |