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Arrow Dow Jones Global Yield ETF GYLD

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Market datapartial · fetched 2026-10-22T16:17:43.744Z

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 · 2026-10-22T15:56:35.677994172Z

FundamentalsAlpha Vantage · unavailable

Share price$13.15
1D-0.2%
$13.14$13.18$13.21$13.25$13.285:30 AM6:30 AM9:00 AM1:00 PMGYLD
Sold putSold call

Arrow Dow Jones Global Yield ETF options

Live interpolated GYLD call and put midpoint premiums by absolute delta.Arrow Dow Jones Global Yield ETF$0.55$0.76$0.97$1.18$1.38$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEGYLD PRICE$0.57$0.57$0.57$0.60$0.65$0.70$0.75$0.80$0.89$1.00$1.11$1.21$1.32$0.57$0.57$0.58$0.62$0.65
PutsExpensive1.47×
CallsExpensive1.51×
SkewBearish+9.81 pp
Implied move——
TiltBullish56.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.31171.1%74.0%10.50118.6%24.5%
25Δ17.70122.2%39.0%11.4192.4%17.6%
30Δ15.7293.1%23.9%12.0774.0%12.7%
35Δ14.8278.0%17.2%12.4365.6%10.2%
40Δ14.4171.4%14.5%12.7857.3%7.8%
45Δ13.9964.9%11.7%
50Δ13.5858.3%9.0%
55Δ13.1751.8%6.3%
60Δ12.8848.0%4.7%
65Δ12.6746.3%3.9%
70Δ12.4744.5%3.2%
75Δ12.2642.7%2.5%
80Δ12.0540.9%1.7%

20Δ

Calls
Pseudo strike
22.31
IV
171.1%
B/E move
74.0%
Puts
Pseudo strike
10.50
IV
118.6%
B/E move
24.5%

25Δ

Calls
Pseudo strike
17.70
IV
122.2%
B/E move
39.0%
Puts
Pseudo strike
11.41
IV
92.4%
B/E move
17.6%

30Δ

Calls
Pseudo strike
15.72
IV
93.1%
B/E move
23.9%
Puts
Pseudo strike
12.07
IV
74.0%
B/E move
12.7%

35Δ

Calls
Pseudo strike
14.82
IV
78.0%
B/E move
17.2%
Puts
Pseudo strike
12.43
IV
65.6%
B/E move
10.2%

40Δ

Calls
Pseudo strike
14.41
IV
71.4%
B/E move
14.5%
Puts
Pseudo strike
12.78
IV
57.3%
B/E move
7.8%

45Δ

Calls
Pseudo strike
13.99
IV
64.9%
B/E move
11.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
13.58
IV
58.3%
B/E move
9.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
13.17
IV
51.8%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
12.88
IV
48.0%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
12.67
IV
46.3%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
12.47
IV
44.5%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
12.26
IV
42.7%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
12.05
IV
40.9%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations