IntraAlpha
Create free account Start free

Global X Investment Grade Corporate Bond ETF GXIG

i

Market dataready · fetched 2026-10-22T23:33:16.160Z

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 · 2026-10-22T22:30:00.00225763Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:24:41.645189+00:00

Share price$24.10
1D+1.1%
AH$23.82$23.90$23.98$24.06$24.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGXIG
Sold putSold callAH

Global X Investment Grade Corporate Bond ETF options

Live interpolated GXIG call and put midpoint premiums by absolute delta.Global X Investment Grade Corporate Bond ETF$0.41$0.79$1.18$1.56$1.94$21.67$22.98$24.28$25.59$26.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GXIG spot · $24.10GXIG PRICE$0.45$0.45$0.45$0.45$0.48$0.50$0.53$0.56$0.45$0.46$0.48$0.50$0.53$0.57$0.65$0.73$0.82$0.90$0.99$1.31$1.83
PutsExpensive1.27×
CallsExpensive1.43×
SkewBullish-5.38 pp
Implied moveBearish±$1.18
TiltBearish45.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.6964.8%20.9%21.4355.7%12.9%
25Δ26.7547.8%12.9%22.3943.6%9.0%
30Δ25.7537.4%8.7%23.0535.5%6.3%
35Δ25.0829.7%5.9%23.3931.3%5.0%
40Δ24.8026.5%4.9%23.7327.1%3.8%
45Δ24.5623.9%4.0%24.0323.5%2.6%
50Δ24.3321.4%3.2%24.2122.7%2.2%
55Δ24.1018.8%2.3%24.3921.9%1.9%
60Δ24.5621.0%1.5%
65Δ24.7420.2%1.1%
70Δ24.9219.4%0.7%
75Δ25.2921.4%0.5%
80Δ25.8326.0%0.4%

20Δ

Calls
Pseudo strike
28.69
IV
64.8%
B/E move
20.9%
Puts
Pseudo strike
21.43
IV
55.7%
B/E move
12.9%

25Δ

Calls
Pseudo strike
26.75
IV
47.8%
B/E move
12.9%
Puts
Pseudo strike
22.39
IV
43.6%
B/E move
9.0%

30Δ

Calls
Pseudo strike
25.75
IV
37.4%
B/E move
8.7%
Puts
Pseudo strike
23.05
IV
35.5%
B/E move
6.3%

35Δ

Calls
Pseudo strike
25.08
IV
29.7%
B/E move
5.9%
Puts
Pseudo strike
23.39
IV
31.3%
B/E move
5.0%

40Δ

Calls
Pseudo strike
24.80
IV
26.5%
B/E move
4.9%
Puts
Pseudo strike
23.73
IV
27.1%
B/E move
3.8%

45Δ

Calls
Pseudo strike
24.56
IV
23.9%
B/E move
4.0%
Puts
Pseudo strike
24.03
IV
23.5%
B/E move
2.6%

50Δ

Calls
Pseudo strike
24.33
IV
21.4%
B/E move
3.2%
Puts
Pseudo strike
24.21
IV
22.7%
B/E move
2.2%

55Δ

Calls
Pseudo strike
24.10
IV
18.8%
B/E move
2.3%
Puts
Pseudo strike
24.39
IV
21.9%
B/E move
1.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.56
IV
21.0%
B/E move
1.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.74
IV
20.2%
B/E move
1.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.92
IV
19.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.29
IV
21.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.83
IV
26.0%
B/E move
0.4%

Options history

No recorded observations