IntraAlpha
Create free account Start free

Global X PureCap MSCI Energy ETF GXPE

i

Market datapartial · fetched 2026-10-22T18:23:13.495Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T16:52:15.341741154Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T18:19:55.445524+00:00

Share price$39.49
1D+0.2%
$39.38$39.41$39.45$39.48$39.515:30 AM6:30 AM9:00 AM1:00 PMGXPE
Sold putSold call

Global X PureCap MSCI Energy ETF options

Live interpolated GXPE call and put midpoint premiums by absolute delta.Global X PureCap MSCI Energy ETF$2.82$3.84$4.86$5.88$6.90$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEGXPE PRICE$2.93$3.40$3.86$4.41$4.99$5.58$6.61
Puts——
CallsExpensive1.45×
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
50Δ41.5325.9%12.6%
55Δ40.4525.8%11.0%
60Δ39.3825.6%9.5%
65Δ38.3225.3%8.2%
70Δ37.2724.9%7.0%
75Δ36.2224.6%5.8%
80Δ34.8424.4%4.9%

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
41.53
IV
25.9%
B/E move
12.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
40.45
IV
25.8%
B/E move
11.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
39.38
IV
25.6%
B/E move
9.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
38.32
IV
25.3%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
37.27
IV
24.9%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
36.22
IV
24.6%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
34.84
IV
24.4%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations