IntraAlpha
Create free account Start free

Global X PureCap MSCI Energy ETF GXPE

i

Market dataready · fetched 2026-10-22T22:41:00.446Z

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 · 2026-10-22T22:30:00.001737531Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:36:10.061540+00:00

Share price$39.71
1D+0.8%
AH$39.38$39.47$39.56$39.64$39.735:30 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$0.41$1.44$2.47$3.50$4.54$35.08$37.27$39.46$41.65$43.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GXPE spot · $39.71GXPE PRICE$0.52$0.60$0.67$0.75$0.86$0.99$1.13$1.33$1.52$1.74$1.98$2.22$2.61$0.59$0.69$0.76$0.90$1.05$1.26$1.47$1.74$2.01$2.38$2.76$3.39$4.24
PutsExpensive3.19×
CallsExpensive1.07×
SkewBearish+4.43 pp
Implied moveBearish±$2.60
TiltBearish15.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.6144.2%13.7%36.1444.5%10.5%
25Δ43.0637.7%9.9%37.1939.3%8.1%
30Δ42.0433.2%7.6%38.0634.1%6.1%
35Δ41.3630.2%6.1%38.5932.4%5.1%
40Δ40.8028.1%4.9%39.1131.1%4.2%
45Δ40.3727.2%4.2%39.5531.1%3.6%
50Δ39.9426.4%3.4%39.9931.1%3.0%
55Δ39.5726.4%3.0%40.4431.2%2.5%
60Δ39.2026.3%2.5%40.9031.3%2.1%
65Δ38.8226.1%2.1%41.4131.7%1.7%
70Δ38.4425.7%1.8%41.9532.1%1.3%
75Δ38.0525.4%1.4%42.7033.8%1.0%
80Δ37.5525.5%1.1%43.6636.2%0.7%

20Δ

Calls
Pseudo strike
44.61
IV
44.2%
B/E move
13.7%
Puts
Pseudo strike
36.14
IV
44.5%
B/E move
10.5%

25Δ

Calls
Pseudo strike
43.06
IV
37.7%
B/E move
9.9%
Puts
Pseudo strike
37.19
IV
39.3%
B/E move
8.1%

30Δ

Calls
Pseudo strike
42.04
IV
33.2%
B/E move
7.6%
Puts
Pseudo strike
38.06
IV
34.1%
B/E move
6.1%

35Δ

Calls
Pseudo strike
41.36
IV
30.2%
B/E move
6.1%
Puts
Pseudo strike
38.59
IV
32.4%
B/E move
5.1%

40Δ

Calls
Pseudo strike
40.80
IV
28.1%
B/E move
4.9%
Puts
Pseudo strike
39.11
IV
31.1%
B/E move
4.2%

45Δ

Calls
Pseudo strike
40.37
IV
27.2%
B/E move
4.2%
Puts
Pseudo strike
39.55
IV
31.1%
B/E move
3.6%

50Δ

Calls
Pseudo strike
39.94
IV
26.4%
B/E move
3.4%
Puts
Pseudo strike
39.99
IV
31.1%
B/E move
3.0%

55Δ

Calls
Pseudo strike
39.57
IV
26.4%
B/E move
3.0%
Puts
Pseudo strike
40.44
IV
31.2%
B/E move
2.5%

60Δ

Calls
Pseudo strike
39.20
IV
26.3%
B/E move
2.5%
Puts
Pseudo strike
40.90
IV
31.3%
B/E move
2.1%

65Δ

Calls
Pseudo strike
38.82
IV
26.1%
B/E move
2.1%
Puts
Pseudo strike
41.41
IV
31.7%
B/E move
1.7%

70Δ

Calls
Pseudo strike
38.44
IV
25.7%
B/E move
1.8%
Puts
Pseudo strike
41.95
IV
32.1%
B/E move
1.3%

75Δ

Calls
Pseudo strike
38.05
IV
25.4%
B/E move
1.4%
Puts
Pseudo strike
42.70
IV
33.8%
B/E move
1.0%

80Δ

Calls
Pseudo strike
37.55
IV
25.5%
B/E move
1.1%
Puts
Pseudo strike
43.66
IV
36.2%
B/E move
0.7%

Options history

No recorded observations