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Global X MSCI Greece ETF GREK

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Market datapartial · fetched 2026-10-22T14:51:36.791Z

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 · 2026-10-22T14:51:10.944971259Z

FundamentalsAlpha Vantage · unavailable

Share price$78.66
1D-1.1%
$78.60$78.86$79.13$79.40$79.665:30 AM6:30 AM9:00 AM1:00 PMGREK
Sold putSold call

Global X MSCI Greece ETF options

Live interpolated GREK call and put midpoint premiums by absolute delta.Global X MSCI Greece ETF$0.65$2.86$5.07$7.28$9.49$69.52$74.39$79.26$84.12$88.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GREK spot · $78.66GREK PRICE$0.89$1.20$1.41$1.66$2.01$2.41$2.91$3.51$4.22$5.07$6.41$7.63$8.86$1.54$1.68$1.83$2.00$2.23$2.65$2.98$3.28$3.71$4.17$4.73
PutsCheap0.78×
CallsExpensive1.40×
SkewBullish-12.62 pp
Implied moveBullish±$5.14
TiltBullish22.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.1437.4%11.9%
25Δ85.3438.0%10.0%
30Δ83.5435.1%8.0%75.3134.7%6.2%
35Δ82.1933.4%6.6%76.5830.8%4.8%
40Δ81.1833.5%5.8%77.5727.7%3.7%
45Δ80.2233.8%5.0%78.3825.5%2.9%
50Δ79.2834.9%4.5%79.0924.1%2.3%
55Δ78.3036.3%4.0%79.7924.4%1.9%
60Δ77.2337.9%3.5%80.4323.8%1.5%
65Δ76.0439.8%3.1%81.0422.7%1.1%
70Δ74.4643.6%2.8%81.7122.2%0.8%
75Δ72.8544.5%2.3%82.3821.6%0.6%
80Δ71.2445.3%1.8%83.1421.2%0.3%

20Δ

Calls
Pseudo strike
87.14
IV
37.4%
B/E move
11.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
85.34
IV
38.0%
B/E move
10.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
83.54
IV
35.1%
B/E move
8.0%
Puts
Pseudo strike
75.31
IV
34.7%
B/E move
6.2%

35Δ

Calls
Pseudo strike
82.19
IV
33.4%
B/E move
6.6%
Puts
Pseudo strike
76.58
IV
30.8%
B/E move
4.8%

40Δ

Calls
Pseudo strike
81.18
IV
33.5%
B/E move
5.8%
Puts
Pseudo strike
77.57
IV
27.7%
B/E move
3.7%

45Δ

Calls
Pseudo strike
80.22
IV
33.8%
B/E move
5.0%
Puts
Pseudo strike
78.38
IV
25.5%
B/E move
2.9%

50Δ

Calls
Pseudo strike
79.28
IV
34.9%
B/E move
4.5%
Puts
Pseudo strike
79.09
IV
24.1%
B/E move
2.3%

55Δ

Calls
Pseudo strike
78.30
IV
36.3%
B/E move
4.0%
Puts
Pseudo strike
79.79
IV
24.4%
B/E move
1.9%

60Δ

Calls
Pseudo strike
77.23
IV
37.9%
B/E move
3.5%
Puts
Pseudo strike
80.43
IV
23.8%
B/E move
1.5%

65Δ

Calls
Pseudo strike
76.04
IV
39.8%
B/E move
3.1%
Puts
Pseudo strike
81.04
IV
22.7%
B/E move
1.1%

70Δ

Calls
Pseudo strike
74.46
IV
43.6%
B/E move
2.8%
Puts
Pseudo strike
81.71
IV
22.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
72.85
IV
44.5%
B/E move
2.3%
Puts
Pseudo strike
82.38
IV
21.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
71.24
IV
45.3%
B/E move
1.8%
Puts
Pseudo strike
83.14
IV
21.2%
B/E move
0.3%

Options history

No recorded observations