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Global X Funds Global X MSCI SuperDividend EAFE ETF EFAS

i

Market datapartial · fetched 2026-11-12T15:28:09.736Z

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: 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 · 2026-11-12T15:24:49.244566099Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:28:06.843722+00:00

Share price$22.14
1D-0.6%
$22.13$22.17$22.21$22.24$22.285:30 AM6:30 AM9:00 AM1:00 PMEFAS
Sold putSold call

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$0.83$0.93$1.04$1.14$1.24$-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/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEEFAS PRICE$0.84$0.93$1.03$1.12$1.21
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
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ21.8348.5%2.4%
65Δ21.6546.4%2.0%
70Δ21.4744.3%1.6%
75Δ21.3042.2%1.2%
80Δ21.1240.2%0.9%

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
IV
B/E move

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

Calls
Pseudo strike
21.83
IV
48.5%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
21.65
IV
46.4%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
21.47
IV
44.3%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
21.30
IV
42.2%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
21.12
IV
40.2%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend31.49%
Daily close
EFAS28.1%49.4%70.6%2026-08-14: 36.71%2026-08-17: 41.72%2026-08-18: 45.43%2026-08-19: 50.83%2026-08-20: 63.65%2026-08-21: 31.91%2026-08-24: 33.27%2026-08-25: 33.48%2026-08-26: 33.50%2026-08-27: 34.13%2026-08-28: 34.31%2026-08-31: 34.57%2026-09-01: 34.91%2026-09-02: 35.30%2026-09-03: 35.12%2026-09-04: 35.50%2026-09-08: 37.96%2026-09-09: 38.41%2026-09-10: 35.45%2026-09-11: 35.40%2026-09-14: 37.25%2026-09-15: 40.79%2026-09-16: 44.53%2026-09-17: 47.79%2026-09-18: 33.75%2026-09-21: 33.63%2026-09-22: 31.96%2026-09-23: 32.54%2026-09-24: 33.04%2026-09-25: 32.40%2026-09-28: 33.43%2026-09-29: 33.64%2026-09-30: 33.84%2026-10-01: 35.83%2026-10-02: 36.25%2026-10-05: 37.07%2026-10-06: 37.35%2026-10-07: 38.78%2026-10-08: 39.55%2026-10-09: 40.11%2026-10-12: 45.75%2026-10-13: 46.10%2026-10-14: 52.38%2026-10-15: 67.68%2026-10-16: 31.04%2026-10-19: 31.89%2026-10-20: 31.54%2026-10-21: 31.42%2026-10-22: 32.18%2026-10-23: 34.52%2026-10-26: 31.24%2026-10-27: 31.50%2026-10-28: 31.74%2026-10-29: 31.09%2026-10-30: 31.49%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
36.71%
41.72%
45.43%
50.83%
63.65%
31.91%
33.27%
33.48%
33.50%
34.13%
34.31%
34.57%
34.91%
35.30%
35.12%
35.50%
37.96%
38.41%
35.45%
35.40%
37.25%
40.79%
44.53%
47.79%
33.75%
33.63%
31.96%
32.54%
33.04%
32.40%
33.43%
33.64%
33.84%
35.83%
36.25%
37.07%
37.35%
38.78%
39.55%
40.11%
45.75%
46.10%
52.38%
67.68%
31.04%
31.89%
31.54%
31.42%
32.18%
34.52%
31.24%
31.50%
31.74%
31.09%
31.49%