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Global X Nasdaq-100 Income Edge ETF EDGQ

i

Market dataready · fetched 2026-11-11T15:58:45.706Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-11-11T14:30:00.277710362Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:58:44.450913+00:00

Share price$25.62
1D+0.0%
$25.61$25.61$25.62$25.63$25.635:30 AM6:30 AM9:00 AM1:00 PMEDGQ
Sold putSold call

Global X Nasdaq-100 Income Edge ETF options

Live interpolated EDGQ call and put midpoint premiums by absolute delta.Global X Nasdaq-100 Income Edge ETF$0.64$2.44$4.25$6.05$7.86$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEEDGQ PRICE$2.07$2.78$3.49$0.83$1.09$1.32$1.54$1.85$2.22$2.58$3.06$4.48$5.91$7.34
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ24.3025.9%8.4%
35Δ24.7827.3%7.5%
40Δ25.2927.6%6.5%
45Δ25.8127.1%5.3%
50Δ26.3627.0%4.4%
55Δ26.9327.2%3.5%
60Δ27.4927.5%2.7%
65Δ28.1728.1%2.0%
70Δ24.4219.1%3.4%29.7232.3%1.5%
75Δ23.5521.5%2.8%31.2736.4%1.0%
80Δ22.6823.9%2.1%32.8240.5%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.30
IV
25.9%
B/E move
8.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.78
IV
27.3%
B/E move
7.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.29
IV
27.6%
B/E move
6.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.81
IV
27.1%
B/E move
5.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.36
IV
27.0%
B/E move
4.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.93
IV
27.2%
B/E move
3.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.49
IV
27.5%
B/E move
2.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.17
IV
28.1%
B/E move
2.0%

70Δ

Calls
Pseudo strike
24.42
IV
19.1%
B/E move
3.4%
Puts
Pseudo strike
29.72
IV
32.3%
B/E move
1.5%

75Δ

Calls
Pseudo strike
23.55
IV
21.5%
B/E move
2.8%
Puts
Pseudo strike
31.27
IV
36.4%
B/E move
1.0%

80Δ

Calls
Pseudo strike
22.68
IV
23.9%
B/E move
2.1%
Puts
Pseudo strike
32.82
IV
40.5%
B/E move
0.5%

Options history

IV · four-Friday blend24.93%
Daily EOD
EDGQ21.5%23.3%25.2%2026-10-19: 21.74%2026-10-20: 22.10%2026-10-21: 22.20%2026-10-22: 24.39%2026-10-23: 24.53%2026-10-26: 23.55%2026-10-27: 22.99%2026-10-28: 23.11%2026-10-29: 22.60%2026-10-30: 24.93%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
21.74%
22.10%
22.20%
24.39%
24.53%
23.55%
22.99%
23.11%
22.60%
24.93%