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Global X U.S. 500 ETF GXLC

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Market datapartial · fetched 2026-10-23T12:36:15.525Z

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 · 2026-10-23T00:00:00.041316276Z

FundamentalsAlpha Vantage · unavailable

Share price$92.04
1D+0.0%
AH$91.96$91.99$92.01$92.03$92.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGXLC
Sold putSold callAH

Global X U.S. 500 ETF options

Live interpolated GXLC call and put midpoint premiums by absolute delta.Global X U.S. 500 ETF$0.44$1.67$2.91$4.14$5.37$86.14$88.86$91.58$94.30$97.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GXLC spot · $92.04GXLC PRICE$0.57$0.66$0.76$0.87$0.99$1.14$1.35$1.57$1.93$2.30$2.69$3.15$3.78$0.80$0.92$1.03$1.15$1.32$1.53$1.81$2.11$2.39$2.68$3.18$3.89$5.02
PutsExpensive2.15×
CallsExpensive2.52×
SkewBearish+3.59 pp
Implied moveBearish±$3.15
TiltBearish12.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ97.1120.7%6.1%86.9626.9%6.4%
25Δ95.6417.8%4.6%88.5723.3%4.8%
30Δ94.6816.1%3.7%89.7720.5%3.6%
35Δ93.9214.7%3.0%90.6018.7%2.8%
40Δ93.3713.9%2.5%91.2817.6%2.3%
45Δ92.8513.4%2.1%91.8617.1%1.8%
50Δ92.4013.4%1.9%92.4317.1%1.5%
55Δ91.9413.5%1.6%92.9817.3%1.3%
60Δ91.4414.2%1.4%93.5116.8%1.0%
65Δ90.9314.9%1.3%94.0416.4%0.7%
70Δ90.3815.1%1.1%94.7116.8%0.6%
75Δ89.7615.4%0.9%95.5617.7%0.4%
80Δ89.0016.1%0.8%96.8019.7%0.3%

20Δ

Calls
Pseudo strike
97.11
IV
20.7%
B/E move
6.1%
Puts
Pseudo strike
86.96
IV
26.9%
B/E move
6.4%

25Δ

Calls
Pseudo strike
95.64
IV
17.8%
B/E move
4.6%
Puts
Pseudo strike
88.57
IV
23.3%
B/E move
4.8%

30Δ

Calls
Pseudo strike
94.68
IV
16.1%
B/E move
3.7%
Puts
Pseudo strike
89.77
IV
20.5%
B/E move
3.6%

35Δ

Calls
Pseudo strike
93.92
IV
14.7%
B/E move
3.0%
Puts
Pseudo strike
90.60
IV
18.7%
B/E move
2.8%

40Δ

Calls
Pseudo strike
93.37
IV
13.9%
B/E move
2.5%
Puts
Pseudo strike
91.28
IV
17.6%
B/E move
2.3%

45Δ

Calls
Pseudo strike
92.85
IV
13.4%
B/E move
2.1%
Puts
Pseudo strike
91.86
IV
17.1%
B/E move
1.8%

50Δ

Calls
Pseudo strike
92.40
IV
13.4%
B/E move
1.9%
Puts
Pseudo strike
92.43
IV
17.1%
B/E move
1.5%

55Δ

Calls
Pseudo strike
91.94
IV
13.5%
B/E move
1.6%
Puts
Pseudo strike
92.98
IV
17.3%
B/E move
1.3%

60Δ

Calls
Pseudo strike
91.44
IV
14.2%
B/E move
1.4%
Puts
Pseudo strike
93.51
IV
16.8%
B/E move
1.0%

65Δ

Calls
Pseudo strike
90.93
IV
14.9%
B/E move
1.3%
Puts
Pseudo strike
94.04
IV
16.4%
B/E move
0.7%

70Δ

Calls
Pseudo strike
90.38
IV
15.1%
B/E move
1.1%
Puts
Pseudo strike
94.71
IV
16.8%
B/E move
0.6%

75Δ

Calls
Pseudo strike
89.76
IV
15.4%
B/E move
0.9%
Puts
Pseudo strike
95.56
IV
17.7%
B/E move
0.4%

80Δ

Calls
Pseudo strike
89.00
IV
16.1%
B/E move
0.8%
Puts
Pseudo strike
96.80
IV
19.7%
B/E move
0.3%

Options history

No recorded observations