IntraAlpha
Create free account Start free

Global X PureCap MSCI Consumer Staples ETF GXPS

i

Market dataready · fetched 2026-11-11T14:44:55.101Z

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 · 2026-11-11T01:00:00.036656529Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:44:54.785296+00:00

Share price$29.27
1D+0.6%
AH$29.07$29.14$29.21$29.28$29.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGXPS
Sold putSold callAH

Global X PureCap MSCI Consumer Staples ETF options

Live interpolated GXPS call and put midpoint premiums by absolute delta.Global X PureCap MSCI Consumer Staples ETF$0.49$0.82$1.15$1.49$1.82$26.52$27.64$28.76$29.87$30.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ 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 PRICELive GXPS spot · $29.27GXPS PRICE$0.53$0.53$0.53$0.55$0.59$0.64$0.70$0.76$0.53$0.54$0.57$0.63$0.69$0.76$0.84$0.92$1.00$1.07$1.29$1.51$1.72
PutsExpensive1.87×
Calls——
Skew——
Implied moveBearish±$1.54
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.48109.6%19.6%26.1194.1%12.6%
25Δ32.2480.7%11.9%27.2373.5%8.8%
30Δ31.0362.3%7.8%27.9761.4%6.4%
35Δ30.4553.6%5.9%28.3755.7%5.2%
40Δ29.9546.1%4.3%28.7750.2%4.1%
45Δ29.7043.0%3.7%29.0945.9%3.2%
50Δ29.4439.8%3.0%29.3243.3%2.7%
55Δ29.1836.7%2.3%29.5540.8%2.2%
60Δ29.7738.2%1.7%
65Δ30.0035.6%1.2%
70Δ30.2835.9%1.0%
75Δ30.5636.2%0.8%
80Δ30.8436.5%0.5%

20Δ

Calls
Pseudo strike
34.48
IV
109.6%
B/E move
19.6%
Puts
Pseudo strike
26.11
IV
94.1%
B/E move
12.6%

25Δ

Calls
Pseudo strike
32.24
IV
80.7%
B/E move
11.9%
Puts
Pseudo strike
27.23
IV
73.5%
B/E move
8.8%

30Δ

Calls
Pseudo strike
31.03
IV
62.3%
B/E move
7.8%
Puts
Pseudo strike
27.97
IV
61.4%
B/E move
6.4%

35Δ

Calls
Pseudo strike
30.45
IV
53.6%
B/E move
5.9%
Puts
Pseudo strike
28.37
IV
55.7%
B/E move
5.2%

40Δ

Calls
Pseudo strike
29.95
IV
46.1%
B/E move
4.3%
Puts
Pseudo strike
28.77
IV
50.2%
B/E move
4.1%

45Δ

Calls
Pseudo strike
29.70
IV
43.0%
B/E move
3.7%
Puts
Pseudo strike
29.09
IV
45.9%
B/E move
3.2%

50Δ

Calls
Pseudo strike
29.44
IV
39.8%
B/E move
3.0%
Puts
Pseudo strike
29.32
IV
43.3%
B/E move
2.7%

55Δ

Calls
Pseudo strike
29.18
IV
36.7%
B/E move
2.3%
Puts
Pseudo strike
29.55
IV
40.8%
B/E move
2.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.77
IV
38.2%
B/E move
1.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.00
IV
35.6%
B/E move
1.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.28
IV
35.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.56
IV
36.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.84
IV
36.5%
B/E move
0.5%

Options history

IV · four-Friday blend22.66%
Daily close
GXPS19.8%33.6%47.5%2026-08-13: 26.70%2026-08-14: 27.42%2026-08-17: 31.30%2026-08-18: 33.10%2026-08-19: 35.66%2026-08-20: 45.50%2026-08-21: 22.73%2026-08-24: 22.89%2026-08-25: 23.49%2026-08-26: 23.10%2026-08-27: 23.38%2026-08-28: 23.53%2026-08-31: 24.09%2026-09-01: 24.02%2026-09-02: 23.99%2026-09-03: 24.36%2026-09-04: 24.72%2026-09-08: 26.80%2026-09-09: 26.93%2026-09-10: 28.03%2026-09-11: 28.62%2026-09-14: 31.85%2026-09-15: 34.67%2026-09-16: 37.64%2026-09-17: 45.57%2026-09-18: 22.82%2026-09-21: 22.73%2026-09-22: 22.81%2026-09-23: 22.40%2026-09-25: 22.65%2026-09-28: 23.52%2026-09-29: 23.73%2026-09-30: 23.11%2026-10-01: 24.55%2026-10-02: 24.62%2026-10-06: 25.04%2026-10-07: 26.44%2026-10-09: 25.64%2026-10-12: 29.08%2026-10-13: 31.12%2026-10-15: 40.49%2026-10-16: 21.66%2026-10-19: 21.85%2026-10-20: 21.75%2026-10-21: 21.69%2026-10-22: 21.81%2026-10-23: 23.61%2026-10-26: 23.06%2026-10-27: 23.38%2026-10-28: 23.70%2026-10-29: 23.37%2026-10-30: 22.66%Aug 13Sep 18Oct 30
52 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
26.70%
27.42%
31.30%
33.10%
35.66%
45.50%
22.73%
22.89%
23.49%
23.10%
23.38%
23.53%
24.09%
24.02%
23.99%
24.36%
24.72%
26.80%
26.93%
28.03%
28.62%
31.85%
34.67%
37.64%
45.57%
22.82%
22.73%
22.81%
22.40%
22.65%
23.52%
23.73%
23.11%
24.55%
24.62%
25.04%
26.44%
25.64%
29.08%
31.12%
40.49%
21.66%
21.85%
21.75%
21.69%
21.81%
23.61%
23.06%
23.38%
23.70%
23.37%
22.66%