Global X U.S. 500 Income Edge ETF EDGX
i
Market dataready · fetched 2026-11-13T02:10:11.845Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-11-13T01:00:00.049477939Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:10:10.484072+00:00
Global X U.S. 500 Income Edge ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.36 | 89.9% | 21.8% | |||
| 25Δ | 22.32 | 79.3% | 18.3% | |||
| 30Δ | 23.29 | 68.6% | 14.8% | |||
| 35Δ | 24.25 | 58.0% | 11.3% | |||
| 40Δ | 25.22 | 47.4% | 7.8% | |||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | 25.81 | 19.2% | 2.2% | |||
| 65Δ | 25.16 | 21.7% | 1.9% | |||
| 70Δ | 24.52 | 24.2% | 1.6% | |||
| 75Δ | 23.87 | 26.7% | 1.3% | |||
| 80Δ | 23.22 | 29.3% | 1.1% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 21.36
- IV
- 89.9%
- B/E move
- 21.8%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 22.32
- IV
- 79.3%
- B/E move
- 18.3%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 23.29
- IV
- 68.6%
- B/E move
- 14.8%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 24.25
- IV
- 58.0%
- B/E move
- 11.3%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 25.22
- IV
- 47.4%
- B/E move
- 7.8%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 25.81
- IV
- 19.2%
- B/E move
- 2.2%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 25.16
- IV
- 21.7%
- B/E move
- 1.9%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 24.52
- IV
- 24.2%
- B/E move
- 1.6%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 23.87
- IV
- 26.7%
- B/E move
- 1.3%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 23.22
- IV
- 29.3%
- B/E move
- 1.1%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 19.19% | |
| 19.22% | |
| 19.57% | |
| 20.04% | |
| 19.98% | |
| 19.84% | |
| 19.69% | |
| 19.57% | |
| 20.51% |