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Global X Emerging Markets Bond ETF EMBD

i

Market dataready · fetched 2026-11-12T16:05:10.873Z

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 · 2026-11-12T14:49:16.962529139Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:05:09.866039+00:00

Share price$22.79
1D+0.0%
$22.78$22.78$22.79$22.80$22.805:30 AM6:30 AM9:00 AM1:00 PMEMBD
Sold putSold call

Global X Emerging Markets Bond ETF options

Live interpolated EMBD call and put midpoint premiums by absolute delta.Global X Emerging Markets Bond ETF$0.49$0.53$0.56$0.60$0.64$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEEMBD PRICE$0.50$0.50$0.50$0.50$0.50$0.50$0.50$0.50$0.50$0.51$0.55$0.58$0.62
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.55150.2%27.5%19.92120.3%14.8%
25Δ25.82107.5%15.5%20.7298.2%11.3%
30Δ24.7385.2%10.7%21.4977.1%7.9%
35Δ23.8766.8%7.0%22.0861.3%5.4%
40Δ23.4956.2%5.2%22.3255.8%4.5%
45Δ23.1045.6%3.5%22.5650.3%3.6%
50Δ22.8044.9%2.7%
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
28.55
IV
150.2%
B/E move
27.5%
Puts
Pseudo strike
19.92
IV
120.3%
B/E move
14.8%

25Δ

Calls
Pseudo strike
25.82
IV
107.5%
B/E move
15.5%
Puts
Pseudo strike
20.72
IV
98.2%
B/E move
11.3%

30Δ

Calls
Pseudo strike
24.73
IV
85.2%
B/E move
10.7%
Puts
Pseudo strike
21.49
IV
77.1%
B/E move
7.9%

35Δ

Calls
Pseudo strike
23.87
IV
66.8%
B/E move
7.0%
Puts
Pseudo strike
22.08
IV
61.3%
B/E move
5.4%

40Δ

Calls
Pseudo strike
23.49
IV
56.2%
B/E move
5.2%
Puts
Pseudo strike
22.32
IV
55.8%
B/E move
4.5%

45Δ

Calls
Pseudo strike
23.10
IV
45.6%
B/E move
3.5%
Puts
Pseudo strike
22.56
IV
50.3%
B/E move
3.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.80
IV
44.9%
B/E move
2.7%

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend20.80%
Daily close
EMBD16.7%35.6%54.5%2026-08-14: 28.45%2026-08-17: 32.81%2026-08-18: 36.55%2026-08-19: 39.92%2026-08-20: 50.32%2026-08-21: 22.35%2026-08-24: 22.89%2026-08-25: 22.69%2026-08-26: 22.91%2026-08-27: 23.14%2026-08-28: 23.97%2026-08-31: 24.88%2026-09-01: 25.03%2026-09-02: 25.18%2026-09-03: 25.48%2026-09-04: 25.74%2026-09-08: 27.78%2026-09-09: 28.34%2026-09-10: 29.10%2026-09-11: 29.88%2026-09-14: 34.00%2026-09-15: 36.82%2026-09-16: 40.40%2026-09-17: 51.88%2026-09-18: 23.08%2026-09-21: 20.44%2026-09-22: 20.69%2026-09-23: 20.62%2026-09-24: 20.12%2026-09-25: 20.69%2026-09-28: 21.81%2026-09-29: 22.07%2026-09-30: 22.61%2026-10-01: 22.71%2026-10-02: 23.16%2026-10-05: 24.21%2026-10-06: 24.23%2026-10-07: 24.70%2026-10-08: 24.71%2026-10-09: 25.57%2026-10-12: 29.64%2026-10-13: 31.32%2026-10-14: 35.14%2026-10-15: 41.13%2026-10-16: 19.35%2026-10-19: 19.95%2026-10-20: 20.04%2026-10-21: 20.15%2026-10-23: 20.35%2026-10-26: 20.77%2026-10-28: 20.64%2026-10-29: 20.96%2026-10-30: 20.80%Aug 14Sep 22Oct 30
53 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
28.45%
32.81%
36.55%
39.92%
50.32%
22.35%
22.89%
22.69%
22.91%
23.14%
23.97%
24.88%
25.03%
25.18%
25.48%
25.74%
27.78%
28.34%
29.10%
29.88%
34.00%
36.82%
40.40%
51.88%
23.08%
20.44%
20.69%
20.62%
20.12%
20.69%
21.81%
22.07%
22.61%
22.71%
23.16%
24.21%
24.23%
24.70%
24.71%
25.57%
29.64%
31.32%
35.14%
41.13%
19.35%
19.95%
20.04%
20.15%
20.35%
20.77%
20.64%
20.96%
20.80%