IntraAlpha
Create free account Start free

Global X MSCI Greece ETF GREK

i

Market dataready · fetched 2026-11-12T02:57:19.111Z

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 · 2026-11-12T01:00:00.142767928Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:57:18.778281+00:00

Share price$82.50
1D+1.5%
AH$81.11$81.48$81.86$82.23$82.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGREK
Sold putSold callAH

Global X MSCI Greece ETF options

Live interpolated GREK call and put midpoint premiums by absolute delta.Global X MSCI Greece ETF$0.47$2.99$5.51$8.04$10.56$76.34$79.73$83.12$86.51$89.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GREK spot · $82.50GREK PRICE$1.00$1.00$0.74$0.98$1.17$1.23$1.41$1.62$1.84$2.07$2.29$2.51$2.74$1.01$1.22$1.37$1.63$1.93$2.24$2.51$2.77$3.83$5.07$6.76$9.83
Puts——
CallsCheap0.70×
Skew——
Implied moveBearish±$3.65
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ91.5674.0%12.2%76.0667.4%9.0%
25Δ87.7854.8%7.6%77.8261.1%7.2%
30Δ84.6830.0%3.5%
35Δ84.2832.6%3.3%80.6243.5%3.9%
40Δ83.8133.2%3.0%81.3742.4%3.3%
45Δ83.1729.4%2.3%82.0742.2%2.9%
50Δ82.6728.0%1.9%82.7541.5%2.4%
55Δ82.2127.7%1.6%83.3840.0%2.0%
60Δ81.7727.1%1.4%83.9938.1%1.6%
65Δ81.3526.3%1.1%85.0945.1%1.5%
70Δ80.9425.4%0.9%86.4551.3%1.4%
75Δ80.5624.0%0.7%88.2658.7%1.2%
80Δ80.1922.7%0.5%91.4372.1%1.1%

20Δ

Calls
Pseudo strike
91.56
IV
74.0%
B/E move
12.2%
Puts
Pseudo strike
76.06
IV
67.4%
B/E move
9.0%

25Δ

Calls
Pseudo strike
87.78
IV
54.8%
B/E move
7.6%
Puts
Pseudo strike
77.82
IV
61.1%
B/E move
7.2%

30Δ

Calls
Pseudo strike
84.68
IV
30.0%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
84.28
IV
32.6%
B/E move
3.3%
Puts
Pseudo strike
80.62
IV
43.5%
B/E move
3.9%

40Δ

Calls
Pseudo strike
83.81
IV
33.2%
B/E move
3.0%
Puts
Pseudo strike
81.37
IV
42.4%
B/E move
3.3%

45Δ

Calls
Pseudo strike
83.17
IV
29.4%
B/E move
2.3%
Puts
Pseudo strike
82.07
IV
42.2%
B/E move
2.9%

50Δ

Calls
Pseudo strike
82.67
IV
28.0%
B/E move
1.9%
Puts
Pseudo strike
82.75
IV
41.5%
B/E move
2.4%

55Δ

Calls
Pseudo strike
82.21
IV
27.7%
B/E move
1.6%
Puts
Pseudo strike
83.38
IV
40.0%
B/E move
2.0%

60Δ

Calls
Pseudo strike
81.77
IV
27.1%
B/E move
1.4%
Puts
Pseudo strike
83.99
IV
38.1%
B/E move
1.6%

65Δ

Calls
Pseudo strike
81.35
IV
26.3%
B/E move
1.1%
Puts
Pseudo strike
85.09
IV
45.1%
B/E move
1.5%

70Δ

Calls
Pseudo strike
80.94
IV
25.4%
B/E move
0.9%
Puts
Pseudo strike
86.45
IV
51.3%
B/E move
1.4%

75Δ

Calls
Pseudo strike
80.56
IV
24.0%
B/E move
0.7%
Puts
Pseudo strike
88.26
IV
58.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
80.19
IV
22.7%
B/E move
0.5%
Puts
Pseudo strike
91.43
IV
72.1%
B/E move
1.1%

Options history

IV · four-Friday blend28.73%
Daily close
GREK22.0%29.7%37.3%2026-08-13: 24.47%2026-08-14: 24.97%2026-08-17: 25.29%2026-08-18: 28.53%2026-08-19: 28.71%2026-08-20: 26.86%2026-08-21: 24.00%2026-08-24: 24.79%2026-08-25: 23.78%2026-08-26: 24.47%2026-08-27: 24.20%2026-08-28: 23.09%2026-08-31: 24.13%2026-09-01: 24.80%2026-09-02: 24.87%2026-09-03: 23.80%2026-09-17: 34.51%2026-09-18: 24.63%2026-09-21: 24.08%2026-09-22: 24.97%2026-09-23: 24.78%2026-09-24: 24.51%2026-09-25: 25.95%2026-09-28: 25.42%2026-09-29: 26.09%2026-09-30: 26.34%2026-10-01: 25.25%2026-10-02: 25.94%2026-10-05: 24.85%2026-10-06: 23.69%2026-10-07: 25.88%2026-10-08: 27.90%2026-10-09: 28.95%2026-10-12: 31.51%2026-10-13: 32.99%2026-10-14: 32.40%2026-10-15: 36.28%2026-10-16: 26.45%2026-10-19: 26.16%2026-10-20: 26.41%2026-10-21: 26.38%2026-10-22: 27.62%2026-10-23: 27.93%2026-10-26: 27.52%2026-10-27: 27.73%2026-10-28: 27.50%2026-10-29: 27.22%2026-10-30: 28.73%Aug 13Sep 28Oct 30
48 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
24.47%
24.97%
25.29%
28.53%
28.71%
26.86%
24.00%
24.79%
23.78%
24.47%
24.20%
23.09%
24.13%
24.80%
24.87%
23.80%
34.51%
24.63%
24.08%
24.97%
24.78%
24.51%
25.95%
25.42%
26.09%
26.34%
25.25%
25.94%
24.85%
23.69%
25.88%
27.90%
28.95%
31.51%
32.99%
32.40%
36.28%
26.45%
26.16%
26.41%
26.38%
27.62%
27.93%
27.52%
27.73%
27.50%
27.22%
28.73%