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Global X Guru Index ETF GURU

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Market datapartial · fetched 2026-10-22T06:28:59.011Z

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 · 2026-10-22T00:00:00.060355711Z

FundamentalsAlpha Vantage · unavailable

Share price$66.91
1D-0.3%
AH$66.95$67.01$67.08$67.14$67.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGURU
Sold putSold callAH

Global X Guru Index ETF options

Live interpolated GURU call and put midpoint premiums by absolute delta.Global X Guru Index ETF$1.18$1.80$2.41$3.02$3.64$60.40$63.66$66.92$70.17$73.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GURU spot · $66.91GURU PRICE$1.25$1.30$1.43$1.57$1.74$1.91$2.06$2.19$2.39$2.65$3.01$3.46$1.25$1.31$1.40$1.49$1.65$1.79$1.92$2.05$2.18$2.32$2.45$2.80$3.15
PutsExpensive1.48×
CallsExpensive1.92×
SkewNeutral-0.06 pp
Implied moveBalanced±$3.83
TiltBalanced1.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.6354.5%12.7%
25Δ74.1647.0%12.7%62.2643.2%8.9%
30Δ71.5037.9%8.8%63.9436.4%6.5%
35Δ69.9933.5%6.7%65.1131.7%4.9%
40Δ68.9130.3%5.3%65.9928.9%3.8%
45Δ68.0628.2%4.3%66.6826.5%3.0%
50Δ67.3726.3%3.5%67.2824.3%2.3%
55Δ66.7624.4%2.9%67.8022.3%1.7%
60Δ66.2522.3%2.3%68.2420.5%1.3%
65Δ65.7421.0%1.8%68.6218.9%0.9%
70Δ65.2420.4%1.5%69.0017.3%0.5%
75Δ64.6920.1%1.2%69.4617.0%0.4%
80Δ64.0920.1%1.0%69.9316.8%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.63
IV
54.5%
B/E move
12.7%

25Δ

Calls
Pseudo strike
74.16
IV
47.0%
B/E move
12.7%
Puts
Pseudo strike
62.26
IV
43.2%
B/E move
8.9%

30Δ

Calls
Pseudo strike
71.50
IV
37.9%
B/E move
8.8%
Puts
Pseudo strike
63.94
IV
36.4%
B/E move
6.5%

35Δ

Calls
Pseudo strike
69.99
IV
33.5%
B/E move
6.7%
Puts
Pseudo strike
65.11
IV
31.7%
B/E move
4.9%

40Δ

Calls
Pseudo strike
68.91
IV
30.3%
B/E move
5.3%
Puts
Pseudo strike
65.99
IV
28.9%
B/E move
3.8%

45Δ

Calls
Pseudo strike
68.06
IV
28.2%
B/E move
4.3%
Puts
Pseudo strike
66.68
IV
26.5%
B/E move
3.0%

50Δ

Calls
Pseudo strike
67.37
IV
26.3%
B/E move
3.5%
Puts
Pseudo strike
67.28
IV
24.3%
B/E move
2.3%

55Δ

Calls
Pseudo strike
66.76
IV
24.4%
B/E move
2.9%
Puts
Pseudo strike
67.80
IV
22.3%
B/E move
1.7%

60Δ

Calls
Pseudo strike
66.25
IV
22.3%
B/E move
2.3%
Puts
Pseudo strike
68.24
IV
20.5%
B/E move
1.3%

65Δ

Calls
Pseudo strike
65.74
IV
21.0%
B/E move
1.8%
Puts
Pseudo strike
68.62
IV
18.9%
B/E move
0.9%

70Δ

Calls
Pseudo strike
65.24
IV
20.4%
B/E move
1.5%
Puts
Pseudo strike
69.00
IV
17.3%
B/E move
0.5%

75Δ

Calls
Pseudo strike
64.69
IV
20.1%
B/E move
1.2%
Puts
Pseudo strike
69.46
IV
17.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
64.09
IV
20.1%
B/E move
1.0%
Puts
Pseudo strike
69.93
IV
16.8%
B/E move
0.2%

Options history

No recorded observations