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Global X Guru Index ETF GURU

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Market datapartial · fetched 2026-10-22T21:22:07.636Z

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 · 2026-10-22T20:10:00.003257191Z

FundamentalsAlpha Vantage · unavailable

Share price$65.82
1D+0.0%
AH$65.44$65.45$65.47$65.49$65.505:30 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$1.17$1.90$2.63$3.36$4.09$59.64$62.73$65.82$68.91$72.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GURU spot · $65.82GURU PRICE$1.25$1.29$1.39$1.52$1.67$1.80$1.95$2.10$2.25$2.39$2.56$2.86$1.31$1.43$1.55$1.72$1.89$2.07$2.23$2.31$2.32$2.33$2.35$3.88
PutsExpensive1.25×
CallsExpensive1.85×
SkewNeutral+0.02 pp
Implied moveBearish±$3.87
TiltBearish4.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ73.0848.3%12.9%61.1744.4%9.0%
30Δ70.3838.7%8.9%62.7838.2%6.8%
35Δ68.8333.6%6.7%63.9733.6%5.2%
40Δ67.7630.2%5.3%64.8430.9%4.1%
45Δ66.9227.8%4.2%65.5728.7%3.2%
50Δ66.2525.5%3.4%66.2226.7%2.5%
55Δ65.6823.6%2.7%66.7824.8%1.9%
60Δ65.1721.9%2.2%67.1622.5%1.5%
65Δ64.7420.4%1.8%67.4320.0%1.1%
70Δ64.3518.8%1.4%67.6917.5%0.7%
75Δ63.9517.4%1.1%67.9614.9%0.3%
80Δ63.5216.6%0.9%69.4920.7%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
73.08
IV
48.3%
B/E move
12.9%
Puts
Pseudo strike
61.17
IV
44.4%
B/E move
9.0%

30Δ

Calls
Pseudo strike
70.38
IV
38.7%
B/E move
8.9%
Puts
Pseudo strike
62.78
IV
38.2%
B/E move
6.8%

35Δ

Calls
Pseudo strike
68.83
IV
33.6%
B/E move
6.7%
Puts
Pseudo strike
63.97
IV
33.6%
B/E move
5.2%

40Δ

Calls
Pseudo strike
67.76
IV
30.2%
B/E move
5.3%
Puts
Pseudo strike
64.84
IV
30.9%
B/E move
4.1%

45Δ

Calls
Pseudo strike
66.92
IV
27.8%
B/E move
4.2%
Puts
Pseudo strike
65.57
IV
28.7%
B/E move
3.2%

50Δ

Calls
Pseudo strike
66.25
IV
25.5%
B/E move
3.4%
Puts
Pseudo strike
66.22
IV
26.7%
B/E move
2.5%

55Δ

Calls
Pseudo strike
65.68
IV
23.6%
B/E move
2.7%
Puts
Pseudo strike
66.78
IV
24.8%
B/E move
1.9%

60Δ

Calls
Pseudo strike
65.17
IV
21.9%
B/E move
2.2%
Puts
Pseudo strike
67.16
IV
22.5%
B/E move
1.5%

65Δ

Calls
Pseudo strike
64.74
IV
20.4%
B/E move
1.8%
Puts
Pseudo strike
67.43
IV
20.0%
B/E move
1.1%

70Δ

Calls
Pseudo strike
64.35
IV
18.8%
B/E move
1.4%
Puts
Pseudo strike
67.69
IV
17.5%
B/E move
0.7%

75Δ

Calls
Pseudo strike
63.95
IV
17.4%
B/E move
1.1%
Puts
Pseudo strike
67.96
IV
14.9%
B/E move
0.3%

80Δ

Calls
Pseudo strike
63.52
IV
16.6%
B/E move
0.9%
Puts
Pseudo strike
69.49
IV
20.7%
B/E move
0.3%

Options history

No recorded observations