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Global X Emerging Markets Bond ETF EMBD

i

Market dataready · fetched 2026-10-22T23:09:25.633Z

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 · 2026-10-22T22:30:00.003390643Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:01:04.005764+00:00

Share price$22.85
1D+0.2%
AH$22.79$22.82$22.86$22.89$22.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEMBD
Sold putSold callAH

Global X Emerging Markets Bond ETF options

Live interpolated EMBD call and put midpoint premiums by absolute delta.Global X Emerging Markets Bond ETF$0.42$0.72$1.02$1.33$1.63$20.46$21.63$22.80$23.97$25.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EMBD spot · $22.85EMBD PRICE$0.45$0.45$0.45$0.46$0.48$0.51$0.53$0.59$0.65$0.71$0.76$0.82$0.88$0.45$0.46$0.47$0.51$0.55$0.60$0.65$0.74$0.84$0.95$1.05$1.15$1.54
PutsExpensive2.50×
CallsExpensive2.48×
SkewBearish+1.50 pp
Implied moveBearish±$1.18
TiltBearish12.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.5168.7%22.4%20.1659.3%13.8%
25Δ25.5450.7%13.7%20.9548.6%10.3%
30Δ24.5139.6%9.2%21.7437.8%6.9%
35Δ23.8932.3%6.6%22.1832.4%5.1%
40Δ23.5828.6%5.3%22.4529.7%4.2%
45Δ23.2724.9%4.0%22.7126.9%3.2%
50Δ22.9821.6%2.9%22.9824.2%2.3%
55Δ22.8420.4%2.5%23.1623.3%1.9%
60Δ22.6919.3%2.1%23.3422.5%1.6%
65Δ22.5518.1%1.8%23.5121.8%1.2%
70Δ22.4117.0%1.4%23.6921.1%0.9%
75Δ22.2615.8%1.0%23.8720.3%0.6%
80Δ22.1214.7%0.6%24.3123.3%0.4%

20Δ

Calls
Pseudo strike
27.51
IV
68.7%
B/E move
22.4%
Puts
Pseudo strike
20.16
IV
59.3%
B/E move
13.8%

25Δ

Calls
Pseudo strike
25.54
IV
50.7%
B/E move
13.7%
Puts
Pseudo strike
20.95
IV
48.6%
B/E move
10.3%

30Δ

Calls
Pseudo strike
24.51
IV
39.6%
B/E move
9.2%
Puts
Pseudo strike
21.74
IV
37.8%
B/E move
6.9%

35Δ

Calls
Pseudo strike
23.89
IV
32.3%
B/E move
6.6%
Puts
Pseudo strike
22.18
IV
32.4%
B/E move
5.1%

40Δ

Calls
Pseudo strike
23.58
IV
28.6%
B/E move
5.3%
Puts
Pseudo strike
22.45
IV
29.7%
B/E move
4.2%

45Δ

Calls
Pseudo strike
23.27
IV
24.9%
B/E move
4.0%
Puts
Pseudo strike
22.71
IV
26.9%
B/E move
3.2%

50Δ

Calls
Pseudo strike
22.98
IV
21.6%
B/E move
2.9%
Puts
Pseudo strike
22.98
IV
24.2%
B/E move
2.3%

55Δ

Calls
Pseudo strike
22.84
IV
20.4%
B/E move
2.5%
Puts
Pseudo strike
23.16
IV
23.3%
B/E move
1.9%

60Δ

Calls
Pseudo strike
22.69
IV
19.3%
B/E move
2.1%
Puts
Pseudo strike
23.34
IV
22.5%
B/E move
1.6%

65Δ

Calls
Pseudo strike
22.55
IV
18.1%
B/E move
1.8%
Puts
Pseudo strike
23.51
IV
21.8%
B/E move
1.2%

70Δ

Calls
Pseudo strike
22.41
IV
17.0%
B/E move
1.4%
Puts
Pseudo strike
23.69
IV
21.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
22.26
IV
15.8%
B/E move
1.0%
Puts
Pseudo strike
23.87
IV
20.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
22.12
IV
14.7%
B/E move
0.6%
Puts
Pseudo strike
24.31
IV
23.3%
B/E move
0.4%

Options history

EMBD20.0220.0920.172026-10-20: 20.04%2026-10-21: 20.15%Oct 20Oct 21
Table
DateIV
20.04%
20.15%