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Global X PureCap MSCI Communication Services ETF GXPC

i

Market dataready · fetched 2026-11-11T14:51:31.414Z

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 · 2026-11-11T14:47:40.799430502Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:51:30.901534+00:00

Share price$27.37
1D-0.2%
$27.35$27.37$27.39$27.41$27.435:30 AM6:30 AM9:00 AM1:00 PMGXPC
Sold putSold call

Global X PureCap MSCI Communication Services ETF options

Live interpolated GXPC call and put midpoint premiums by absolute delta.Global X PureCap MSCI Communication Services ETF$0.72$0.99$1.27$1.54$1.81$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ 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 PRICEGXPC PRICE$0.75$0.75$0.75$0.77$0.83$0.90$1.00$1.10$1.21$1.32$1.43$1.54$1.74$0.75$0.77$0.81$0.86$0.92
Puts——
CallsExpensive1.75×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.01174.8%34.3%23.30138.9%17.6%
25Δ32.07127.3%19.9%24.73108.7%12.5%
30Δ30.1298.1%12.8%25.6490.9%9.3%
35Δ29.0480.9%8.9%26.2778.9%7.2%
40Δ28.4572.0%7.0%26.7770.2%5.6%
45Δ27.9264.6%5.3%
50Δ27.5861.2%4.4%
55Δ27.2357.9%3.5%
60Δ26.9254.6%2.8%
65Δ26.6851.6%2.3%
70Δ26.4448.6%1.8%
75Δ26.2045.6%1.3%
80Δ25.8844.4%0.9%

20Δ

Calls
Pseudo strike
36.01
IV
174.8%
B/E move
34.3%
Puts
Pseudo strike
23.30
IV
138.9%
B/E move
17.6%

25Δ

Calls
Pseudo strike
32.07
IV
127.3%
B/E move
19.9%
Puts
Pseudo strike
24.73
IV
108.7%
B/E move
12.5%

30Δ

Calls
Pseudo strike
30.12
IV
98.1%
B/E move
12.8%
Puts
Pseudo strike
25.64
IV
90.9%
B/E move
9.3%

35Δ

Calls
Pseudo strike
29.04
IV
80.9%
B/E move
8.9%
Puts
Pseudo strike
26.27
IV
78.9%
B/E move
7.2%

40Δ

Calls
Pseudo strike
28.45
IV
72.0%
B/E move
7.0%
Puts
Pseudo strike
26.77
IV
70.2%
B/E move
5.6%

45Δ

Calls
Pseudo strike
27.92
IV
64.6%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
27.58
IV
61.2%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
27.23
IV
57.9%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
26.92
IV
54.6%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
26.68
IV
51.6%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
26.44
IV
48.6%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
26.20
IV
45.6%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
25.88
IV
44.4%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend35.84%
Daily close
GXPC26.6%42.9%59.3%2026-08-13: 35.90%2026-08-14: 36.32%2026-08-17: 40.42%2026-08-18: 43.63%2026-08-19: 46.65%2026-08-20: 57.03%2026-08-21: 30.49%2026-08-24: 30.61%2026-08-25: 30.98%2026-08-26: 30.23%2026-08-27: 31.24%2026-08-28: 29.83%2026-08-31: 31.55%2026-09-01: 31.59%2026-09-02: 31.08%2026-09-03: 31.59%2026-09-04: 31.25%2026-09-08: 33.80%2026-09-09: 34.48%2026-09-10: 35.00%2026-09-11: 35.68%2026-09-14: 32.83%2026-09-15: 38.04%2026-09-16: 46.60%2026-09-17: 46.48%2026-09-18: 28.91%2026-09-21: 28.82%2026-09-22: 30.75%2026-09-23: 30.85%2026-09-24: 30.65%2026-09-25: 31.93%2026-09-28: 32.97%2026-09-29: 32.75%2026-09-30: 32.77%2026-10-01: 33.27%2026-10-02: 33.60%2026-10-05: 34.29%2026-10-06: 34.79%2026-10-07: 34.80%2026-10-08: 33.25%2026-10-09: 36.20%2026-10-12: 39.61%2026-10-13: 42.02%2026-10-15: 53.42%2026-10-16: 30.17%2026-10-19: 31.47%2026-10-20: 31.56%2026-10-21: 31.92%2026-10-22: 33.68%2026-10-23: 33.44%2026-10-26: 33.31%2026-10-27: 33.28%2026-10-28: 32.85%2026-10-30: 35.84%Aug 13Sep 21Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
35.90%
36.32%
40.42%
43.63%
46.65%
57.03%
30.49%
30.61%
30.98%
30.23%
31.24%
29.83%
31.55%
31.59%
31.08%
31.59%
31.25%
33.80%
34.48%
35.00%
35.68%
32.83%
38.04%
46.60%
46.48%
28.91%
28.82%
30.75%
30.85%
30.65%
31.93%
32.97%
32.75%
32.77%
33.27%
33.60%
34.29%
34.79%
34.80%
33.25%
36.20%
39.61%
42.02%
53.42%
30.17%
31.47%
31.56%
31.92%
33.68%
33.44%
33.31%
33.28%
32.85%
35.84%