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Global X Funds Global X MSCI SuperDividend EAFE ETF EFAS

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Market datapartial · fetched 2026-10-22T23:20:32.752Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:00.691940771Z

FundamentalsAlpha Vantage · unavailable

Share price$21.96
1D-0.3%
AH$21.87$21.90$21.94$21.98$22.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEFAS
Sold putSold callAH

Global X Funds Global X MSCI SuperDividend EAFE ETF options

Live interpolated EFAS call and put midpoint premiums by absolute delta.Global X Funds Global X MSCI SuperDividend EAFE ETF$0.59$0.90$1.21$1.52$1.83$18.91$20.40$21.89$23.38$24.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EFAS spot · $21.96EFAS PRICE$0.63$0.63$0.63$0.66$0.72$0.79$0.86$0.94$1.02$1.10$1.18$1.33$0.63$0.63$0.65$0.69$0.75$0.80$0.87$0.96$1.06$1.15$1.24$1.48$1.74
PutsExpensive2.39×
CallsExpensive2.24×
SkewBearish+2.12 pp
Implied moveBearish±$1.66
TiltBearish9.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.6481.5%18.0%
25Δ25.9975.1%21.2%19.8762.3%12.3%
30Δ24.3658.1%13.8%20.5852.2%9.3%
35Δ23.4346.7%9.6%21.1344.9%6.9%
40Δ22.8539.8%7.0%21.4840.6%5.6%
45Δ22.5137.0%5.8%21.8336.3%4.2%
50Δ22.1734.2%4.6%22.1133.4%3.3%
55Δ21.9031.8%3.7%22.3331.6%2.7%
60Δ21.7130.0%3.1%22.5429.9%2.1%
65Δ21.5128.2%2.6%22.7628.2%1.6%
70Δ21.3126.3%2.1%22.9826.5%1.0%
75Δ21.1124.5%1.5%23.2826.4%0.7%
80Δ20.8723.2%1.1%23.5926.5%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.64
IV
81.5%
B/E move
18.0%

25Δ

Calls
Pseudo strike
25.99
IV
75.1%
B/E move
21.2%
Puts
Pseudo strike
19.87
IV
62.3%
B/E move
12.3%

30Δ

Calls
Pseudo strike
24.36
IV
58.1%
B/E move
13.8%
Puts
Pseudo strike
20.58
IV
52.2%
B/E move
9.3%

35Δ

Calls
Pseudo strike
23.43
IV
46.7%
B/E move
9.6%
Puts
Pseudo strike
21.13
IV
44.9%
B/E move
6.9%

40Δ

Calls
Pseudo strike
22.85
IV
39.8%
B/E move
7.0%
Puts
Pseudo strike
21.48
IV
40.6%
B/E move
5.6%

45Δ

Calls
Pseudo strike
22.51
IV
37.0%
B/E move
5.8%
Puts
Pseudo strike
21.83
IV
36.3%
B/E move
4.2%

50Δ

Calls
Pseudo strike
22.17
IV
34.2%
B/E move
4.6%
Puts
Pseudo strike
22.11
IV
33.4%
B/E move
3.3%

55Δ

Calls
Pseudo strike
21.90
IV
31.8%
B/E move
3.7%
Puts
Pseudo strike
22.33
IV
31.6%
B/E move
2.7%

60Δ

Calls
Pseudo strike
21.71
IV
30.0%
B/E move
3.1%
Puts
Pseudo strike
22.54
IV
29.9%
B/E move
2.1%

65Δ

Calls
Pseudo strike
21.51
IV
28.2%
B/E move
2.6%
Puts
Pseudo strike
22.76
IV
28.2%
B/E move
1.6%

70Δ

Calls
Pseudo strike
21.31
IV
26.3%
B/E move
2.1%
Puts
Pseudo strike
22.98
IV
26.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
21.11
IV
24.5%
B/E move
1.5%
Puts
Pseudo strike
23.28
IV
26.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
20.87
IV
23.2%
B/E move
1.1%
Puts
Pseudo strike
23.59
IV
26.5%
B/E move
0.5%

Options history

EFAS31.4131.4931.562026-10-20: 31.53%2026-10-21: 31.44%Oct 20Oct 21
Table
DateIV
31.53%
31.44%