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Global X PureCap MSCI Consumer Staples ETF GXPS

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Market datapartial · fetched 2026-10-22T09:59:02.218Z

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 · 2026-10-22T00:00:00.077794236Z

FundamentalsAlpha Vantage · unavailable

Share price$27.92
1D-0.1%
AH$27.83$27.86$27.90$27.94$27.975:30 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$0.46$0.82$1.18$1.54$1.90$25.03$26.45$27.86$29.27$30.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GXPS spot · $27.92GXPS PRICE$0.50$0.50$0.51$0.54$0.60$0.65$0.71$0.77$0.85$0.92$1.00$1.08$1.15$0.50$0.53$0.56$0.60$0.66$0.71$0.78$0.87$0.95$1.04$1.12$1.26$1.80
PutsExpensive2.17×
CallsExpensive1.62×
SkewNeutral-0.05 pp
Implied moveBearish±$1.49
TiltBearish7.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.9461.2%19.8%24.9952.5%12.3%
25Δ30.8345.2%12.2%26.0442.0%8.6%
30Δ29.7736.1%8.4%26.6735.6%6.5%
35Δ29.1130.7%6.2%27.1631.0%4.9%
40Δ28.7427.9%5.1%27.4828.4%4.0%
45Δ28.4325.6%4.1%27.8025.8%3.0%
50Δ28.1123.4%3.2%28.0723.7%2.3%
55Δ27.8921.8%2.6%28.2622.5%1.9%
60Δ27.7120.6%2.3%28.4521.4%1.5%
65Δ27.5319.4%1.9%28.6420.2%1.1%
70Δ27.3518.3%1.5%28.8319.1%0.8%
75Δ27.1817.1%1.2%29.0618.4%0.4%
80Δ27.0016.0%0.8%29.6322.0%0.3%

20Δ

Calls
Pseudo strike
32.94
IV
61.2%
B/E move
19.8%
Puts
Pseudo strike
24.99
IV
52.5%
B/E move
12.3%

25Δ

Calls
Pseudo strike
30.83
IV
45.2%
B/E move
12.2%
Puts
Pseudo strike
26.04
IV
42.0%
B/E move
8.6%

30Δ

Calls
Pseudo strike
29.77
IV
36.1%
B/E move
8.4%
Puts
Pseudo strike
26.67
IV
35.6%
B/E move
6.5%

35Δ

Calls
Pseudo strike
29.11
IV
30.7%
B/E move
6.2%
Puts
Pseudo strike
27.16
IV
31.0%
B/E move
4.9%

40Δ

Calls
Pseudo strike
28.74
IV
27.9%
B/E move
5.1%
Puts
Pseudo strike
27.48
IV
28.4%
B/E move
4.0%

45Δ

Calls
Pseudo strike
28.43
IV
25.6%
B/E move
4.1%
Puts
Pseudo strike
27.80
IV
25.8%
B/E move
3.0%

50Δ

Calls
Pseudo strike
28.11
IV
23.4%
B/E move
3.2%
Puts
Pseudo strike
28.07
IV
23.7%
B/E move
2.3%

55Δ

Calls
Pseudo strike
27.89
IV
21.8%
B/E move
2.6%
Puts
Pseudo strike
28.26
IV
22.5%
B/E move
1.9%

60Δ

Calls
Pseudo strike
27.71
IV
20.6%
B/E move
2.3%
Puts
Pseudo strike
28.45
IV
21.4%
B/E move
1.5%

65Δ

Calls
Pseudo strike
27.53
IV
19.4%
B/E move
1.9%
Puts
Pseudo strike
28.64
IV
20.2%
B/E move
1.1%

70Δ

Calls
Pseudo strike
27.35
IV
18.3%
B/E move
1.5%
Puts
Pseudo strike
28.83
IV
19.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
27.18
IV
17.1%
B/E move
1.2%
Puts
Pseudo strike
29.06
IV
18.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
27.00
IV
16.0%
B/E move
0.8%
Puts
Pseudo strike
29.63
IV
22.0%
B/E move
0.3%

Options history

No recorded observations