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Global X Guru Index ETF GURU

i

Market dataready · fetched 2026-11-11T15:40:48.646Z

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 · 2026-11-11T15:10:40.718276621Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:40:48.310578+00:00

Share price$65.89
1D-0.4%
$65.67$65.80$65.92$66.05$66.175:30 AM6:30 AM9:00 AM1:00 PMGURU
Sold putSold call

Global X Guru Index ETF options

Live interpolated GURU call and put midpoint premiums by absolute delta.Global X Guru Index ETF$0.78$1.17$1.56$1.95$2.34$60.01$62.67$65.33$67.99$70.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GURU spot · $65.89GURU PRICE$0.82$0.83$0.86$0.93$1.00$1.12$1.24$1.34$1.44$1.54$1.75$1.99$2.23$0.84$0.90$0.98$1.05$1.13$1.21$1.31$1.42$1.52
Puts——
CallsExpensive1.39×
Skew——
Implied moveBalanced±$2.45
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ73.4274.6%12.7%
25Δ70.4156.3%8.1%62.5951.8%6.3%
30Δ68.7045.2%5.6%63.7343.9%4.7%
35Δ67.7239.1%4.2%64.5138.6%3.6%
40Δ66.9934.6%3.2%65.1334.2%2.7%
45Δ66.5232.6%2.7%65.5931.1%2.2%
50Δ66.0530.5%2.1%66.0328.1%1.6%
55Δ65.7128.5%1.8%66.3326.4%1.3%
60Δ65.3826.4%1.4%66.6324.6%1.0%
65Δ65.0524.3%1.1%66.9322.9%0.7%
70Δ64.7023.8%0.9%
75Δ64.3523.5%0.7%
80Δ64.0023.3%0.5%

20Δ

Calls
Pseudo strike
73.42
IV
74.6%
B/E move
12.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
70.41
IV
56.3%
B/E move
8.1%
Puts
Pseudo strike
62.59
IV
51.8%
B/E move
6.3%

30Δ

Calls
Pseudo strike
68.70
IV
45.2%
B/E move
5.6%
Puts
Pseudo strike
63.73
IV
43.9%
B/E move
4.7%

35Δ

Calls
Pseudo strike
67.72
IV
39.1%
B/E move
4.2%
Puts
Pseudo strike
64.51
IV
38.6%
B/E move
3.6%

40Δ

Calls
Pseudo strike
66.99
IV
34.6%
B/E move
3.2%
Puts
Pseudo strike
65.13
IV
34.2%
B/E move
2.7%

45Δ

Calls
Pseudo strike
66.52
IV
32.6%
B/E move
2.7%
Puts
Pseudo strike
65.59
IV
31.1%
B/E move
2.2%

50Δ

Calls
Pseudo strike
66.05
IV
30.5%
B/E move
2.1%
Puts
Pseudo strike
66.03
IV
28.1%
B/E move
1.6%

55Δ

Calls
Pseudo strike
65.71
IV
28.5%
B/E move
1.8%
Puts
Pseudo strike
66.33
IV
26.4%
B/E move
1.3%

60Δ

Calls
Pseudo strike
65.38
IV
26.4%
B/E move
1.4%
Puts
Pseudo strike
66.63
IV
24.6%
B/E move
1.0%

65Δ

Calls
Pseudo strike
65.05
IV
24.3%
B/E move
1.1%
Puts
Pseudo strike
66.93
IV
22.9%
B/E move
0.7%

70Δ

Calls
Pseudo strike
64.70
IV
23.8%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
64.35
IV
23.5%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
64.00
IV
23.3%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend21.73%
Daily close
GURU19.8%31.0%42.1%2026-08-13: 23.45%2026-08-14: 23.82%2026-08-17: 26.69%2026-08-18: 28.14%2026-08-19: 30.76%2026-08-20: 35.96%2026-08-21: 21.63%2026-08-24: 22.21%2026-08-25: 22.40%2026-08-26: 22.17%2026-08-27: 21.84%2026-08-28: 22.16%2026-08-31: 22.77%2026-09-01: 30.33%2026-09-02: 22.91%2026-09-03: 23.38%2026-09-04: 22.70%2026-09-08: 24.63%2026-09-09: 24.60%2026-09-10: 25.33%2026-09-11: 25.71%2026-09-14: 28.37%2026-09-15: 31.46%2026-09-16: 32.24%2026-09-17: 37.52%2026-09-18: 21.65%2026-09-21: 23.19%2026-09-22: 23.95%2026-09-23: 23.27%2026-09-24: 22.73%2026-09-25: 24.62%2026-09-28: 24.60%2026-09-29: 24.87%2026-09-30: 34.38%2026-10-01: 24.92%2026-10-02: 25.65%2026-10-05: 26.40%2026-10-06: 34.32%2026-10-07: 26.50%2026-10-08: 27.01%2026-10-09: 28.28%2026-10-12: 30.72%2026-10-13: 32.56%2026-10-14: 35.58%2026-10-15: 40.57%2026-10-16: 23.53%2026-10-19: 24.40%2026-10-20: 22.99%2026-10-21: 24.14%2026-10-22: 24.57%2026-10-23: 22.31%2026-10-26: 21.98%2026-10-27: 21.56%2026-10-28: 21.60%2026-10-29: 21.38%2026-10-30: 21.73%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
23.45%
23.82%
26.69%
28.14%
30.76%
35.96%
21.63%
22.21%
22.40%
22.17%
21.84%
22.16%
22.77%
30.33%
22.91%
23.38%
22.70%
24.63%
24.60%
25.33%
25.71%
28.37%
31.46%
32.24%
37.52%
21.65%
23.19%
23.95%
23.27%
22.73%
24.62%
24.60%
24.87%
34.38%
24.92%
25.65%
26.40%
34.32%
26.50%
27.01%
28.28%
30.72%
32.56%
35.58%
40.57%
23.53%
24.40%
22.99%
24.14%
24.57%
22.31%
21.98%
21.56%
21.60%
21.38%
21.73%