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Global X PureCap MSCI Energy ETF GXPE

i

Market dataready · fetched 2026-11-12T03:22:12.634Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T01:00:00.136783671Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:22:11.727077+00:00

Share price$37.23
1D+0.0%
AH$37.00$37.01$37.02$37.03$37.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGXPE
Sold putSold callAH

Global X PureCap MSCI Energy ETF options

Live interpolated GXPE call and put midpoint premiums by absolute delta.Global X PureCap MSCI Energy ETF$0.64$1.67$2.71$3.74$4.77$-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 unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEGXPE PRICE$0.75$0.92$1.18$1.43$1.69$1.95$2.21$2.49$3.15$3.81$4.47
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
30Δ35.6231.9%6.4%
35Δ36.2230.1%5.2%
40Δ36.6930.3%4.6%
45Δ37.1530.5%4.1%
50Δ37.6230.7%3.5%
55Δ38.0930.8%2.9%
60Δ38.5631.0%2.4%
65Δ39.0431.2%1.8%
70Δ39.8432.4%1.5%
75Δ40.6333.5%1.1%
80Δ41.4334.6%0.7%

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
35.62
IV
31.9%
B/E move
6.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.22
IV
30.1%
B/E move
5.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.69
IV
30.3%
B/E move
4.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.15
IV
30.5%
B/E move
4.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.62
IV
30.7%
B/E move
3.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.09
IV
30.8%
B/E move
2.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.56
IV
31.0%
B/E move
2.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.04
IV
31.2%
B/E move
1.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.84
IV
32.4%
B/E move
1.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.63
IV
33.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.43
IV
34.6%
B/E move
0.7%

Options history

IV · four-Friday blend28.08%
Daily EOD
GXPE27.2%27.7%28.2%2026-10-22: 27.68%2026-10-26: 28.15%2026-10-28: 27.58%2026-10-29: 27.24%2026-10-30: 28.08%Oct 22Oct 28Oct 30
5 observations2026-10-22 — 2026-10-30
Table
DateIV (%)
27.68%
28.15%
27.58%
27.24%
28.08%