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Global X PureCap MSCI Consumer Discretionary ETF GXPD

i

Market dataready · fetched 2026-11-12T02:49:20.344Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-06-17

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 · 2026-11-12T01:00:00.144454852Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:49:19.097492+00:00

Share price$27.15
1D+0.0%
AH$27.20$27.20$27.21$27.22$27.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGXPD
Sold putSold callAH

Global X PureCap MSCI Consumer Discretionary ETF options

Live interpolated GXPD call and put midpoint premiums by absolute delta.Global X PureCap MSCI Consumer Discretionary ETF$2.59$3.90$5.20$6.51$7.82$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEGXPD PRICE$3.99$2.73$3.11$3.74$4.68$7.44
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ29.0524.6%3.1%
60Δ29.7124.0%2.0%
65Δ30.5624.7%1.2%
70Δ31.6926.5%0.5%
75Δ34.5434.1%0.2%
80Δ24.3622.9%4.4%

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.05
IV
24.6%
B/E move
3.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.71
IV
24.0%
B/E move
2.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.56
IV
24.7%
B/E move
1.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.69
IV
26.5%
B/E move
0.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.54
IV
34.1%
B/E move
0.2%

80Δ

Calls
Pseudo strike
24.36
IV
22.9%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend27.08%
Daily EOD
GXPD24.8%26.3%27.7%2026-10-19: 25.03%2026-10-20: 25.47%2026-10-21: 25.76%2026-10-22: 26.36%2026-10-23: 27.11%2026-10-26: 27.27%2026-10-27: 27.06%2026-10-28: 27.53%2026-10-29: 27.08%Oct 19Oct 23Oct 29
9 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
25.03%
25.47%
25.76%
26.36%
27.11%
27.27%
27.06%
27.53%
27.08%