IntraAlpha
Create free account Start free

Global X MSCI Greece ETF GREK

i

Market datapartial · fetched 2026-10-22T15:50:48.195Z

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 · 2026-10-22T15:50:44.008324682Z

FundamentalsAlpha Vantage · unavailable

Share price$78.28
1D-1.7%
$78.15$78.54$78.93$79.31$79.705:30 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$0.90$2.86$4.81$6.76$8.72$69.13$74.09$79.05$84.02$88.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GREK spot · $78.28GREK PRICE$1.11$1.27$1.44$1.72$2.10$2.54$3.10$3.70$4.40$5.37$6.26$7.21$8.15$1.24$1.37$1.50$1.65$1.77$1.91$2.18$2.45$2.74$3.24$3.61$3.83$4.16
PutsCheap0.84×
CallsExpensive1.47×
SkewBullish-12.27 pp
Implied moveBullish±$5.27
TiltBullish20.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.0648.4%15.2%70.6147.8%11.4%
25Δ85.5241.0%10.9%72.8240.8%8.7%
30Δ83.2836.2%8.2%75.0234.0%6.1%
35Δ81.9534.9%6.9%76.2430.3%4.7%
40Δ80.9335.4%6.1%77.2326.9%3.6%
45Δ79.9435.9%5.4%78.0324.5%2.8%
50Δ78.9637.5%4.8%78.6923.7%2.3%
55Δ77.9238.6%4.3%79.3222.9%1.8%
60Δ76.7939.8%3.7%79.9222.1%1.4%
65Δ75.5242.5%3.3%80.6422.5%1.1%
70Δ74.2042.5%2.8%81.2421.9%0.8%
75Δ72.8541.9%2.3%81.7020.2%0.5%
80Δ71.5041.3%1.7%82.2418.8%0.3%

20Δ

Calls
Pseudo strike
89.06
IV
48.4%
B/E move
15.2%
Puts
Pseudo strike
70.61
IV
47.8%
B/E move
11.4%

25Δ

Calls
Pseudo strike
85.52
IV
41.0%
B/E move
10.9%
Puts
Pseudo strike
72.82
IV
40.8%
B/E move
8.7%

30Δ

Calls
Pseudo strike
83.28
IV
36.2%
B/E move
8.2%
Puts
Pseudo strike
75.02
IV
34.0%
B/E move
6.1%

35Δ

Calls
Pseudo strike
81.95
IV
34.9%
B/E move
6.9%
Puts
Pseudo strike
76.24
IV
30.3%
B/E move
4.7%

40Δ

Calls
Pseudo strike
80.93
IV
35.4%
B/E move
6.1%
Puts
Pseudo strike
77.23
IV
26.9%
B/E move
3.6%

45Δ

Calls
Pseudo strike
79.94
IV
35.9%
B/E move
5.4%
Puts
Pseudo strike
78.03
IV
24.5%
B/E move
2.8%

50Δ

Calls
Pseudo strike
78.96
IV
37.5%
B/E move
4.8%
Puts
Pseudo strike
78.69
IV
23.7%
B/E move
2.3%

55Δ

Calls
Pseudo strike
77.92
IV
38.6%
B/E move
4.3%
Puts
Pseudo strike
79.32
IV
22.9%
B/E move
1.8%

60Δ

Calls
Pseudo strike
76.79
IV
39.8%
B/E move
3.7%
Puts
Pseudo strike
79.92
IV
22.1%
B/E move
1.4%

65Δ

Calls
Pseudo strike
75.52
IV
42.5%
B/E move
3.3%
Puts
Pseudo strike
80.64
IV
22.5%
B/E move
1.1%

70Δ

Calls
Pseudo strike
74.20
IV
42.5%
B/E move
2.8%
Puts
Pseudo strike
81.24
IV
21.9%
B/E move
0.8%

75Δ

Calls
Pseudo strike
72.85
IV
41.9%
B/E move
2.3%
Puts
Pseudo strike
81.70
IV
20.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
71.50
IV
41.3%
B/E move
1.7%
Puts
Pseudo strike
82.24
IV
18.8%
B/E move
0.3%

Options history

No recorded observations