IntraAlpha
Create free account Start free

Arrow Dow Jones Global Yield ETF GYLD

i

Market dataready · fetched 2026-11-12T15:28:51.645Z

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 · 2026-11-12T14:51:37.326053982Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:28:50.919653+00:00

Share price$13.24
1D+0.3%
$13.18$13.24$13.30$13.36$13.415:30 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$0.54$0.88$1.23$1.57$1.91$10.40$11.89$13.39$14.88$16.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GYLD spot · $13.24GYLD PRICE$0.57$0.57$0.57$0.59$0.64$0.68$0.72$0.77$0.82$0.89$0.95$1.02$1.09$0.57$0.57$0.58$0.61$0.64$0.72$0.84$0.95$1.07$1.20$1.41$1.61$1.81
PutsExpensive3.56×
CallsExpensive4.39×
SkewBullish-14.96 pp
Implied moveBearish±$1.56
TiltBearish12.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.28319.6%72.6%10.56222.0%24.6%
25Δ17.73228.2%38.2%11.47173.0%17.7%
30Δ15.76174.0%23.3%12.11139.4%13.0%
35Δ14.85144.5%16.6%12.48122.0%10.3%
40Δ14.45131.8%14.0%12.86104.7%7.7%
45Δ14.06119.1%11.3%13.1496.7%6.2%
50Δ13.67106.4%8.7%13.3794.3%5.3%
55Δ13.2893.8%6.1%13.6092.0%4.4%
60Δ12.9683.1%4.1%13.8389.6%3.6%
65Δ12.8277.3%3.5%14.0787.7%2.8%
70Δ12.6871.4%2.9%14.3487.0%2.3%
75Δ12.5465.6%2.4%14.6286.3%1.8%
80Δ12.3959.8%1.8%14.8985.5%1.3%

20Δ

Calls
Pseudo strike
22.28
IV
319.6%
B/E move
72.6%
Puts
Pseudo strike
10.56
IV
222.0%
B/E move
24.6%

25Δ

Calls
Pseudo strike
17.73
IV
228.2%
B/E move
38.2%
Puts
Pseudo strike
11.47
IV
173.0%
B/E move
17.7%

30Δ

Calls
Pseudo strike
15.76
IV
174.0%
B/E move
23.3%
Puts
Pseudo strike
12.11
IV
139.4%
B/E move
13.0%

35Δ

Calls
Pseudo strike
14.85
IV
144.5%
B/E move
16.6%
Puts
Pseudo strike
12.48
IV
122.0%
B/E move
10.3%

40Δ

Calls
Pseudo strike
14.45
IV
131.8%
B/E move
14.0%
Puts
Pseudo strike
12.86
IV
104.7%
B/E move
7.7%

45Δ

Calls
Pseudo strike
14.06
IV
119.1%
B/E move
11.3%
Puts
Pseudo strike
13.14
IV
96.7%
B/E move
6.2%

50Δ

Calls
Pseudo strike
13.67
IV
106.4%
B/E move
8.7%
Puts
Pseudo strike
13.37
IV
94.3%
B/E move
5.3%

55Δ

Calls
Pseudo strike
13.28
IV
93.8%
B/E move
6.1%
Puts
Pseudo strike
13.60
IV
92.0%
B/E move
4.4%

60Δ

Calls
Pseudo strike
12.96
IV
83.1%
B/E move
4.1%
Puts
Pseudo strike
13.83
IV
89.6%
B/E move
3.6%

65Δ

Calls
Pseudo strike
12.82
IV
77.3%
B/E move
3.5%
Puts
Pseudo strike
14.07
IV
87.7%
B/E move
2.8%

70Δ

Calls
Pseudo strike
12.68
IV
71.4%
B/E move
2.9%
Puts
Pseudo strike
14.34
IV
87.0%
B/E move
2.3%

75Δ

Calls
Pseudo strike
12.54
IV
65.6%
B/E move
2.4%
Puts
Pseudo strike
14.62
IV
86.3%
B/E move
1.8%

80Δ

Calls
Pseudo strike
12.39
IV
59.8%
B/E move
1.8%
Puts
Pseudo strike
14.89
IV
85.5%
B/E move
1.3%

Options history

IV · four-Friday blend61.02%
Daily close
GYLD43.8%76.6%109.3%2026-08-14: 73.49%2026-08-17: 78.99%2026-08-18: 83.64%2026-08-19: 92.90%2026-08-20: 104.82%2026-08-21: 48.31%2026-08-24: 51.67%2026-08-25: 52.94%2026-08-26: 51.53%2026-08-27: 49.04%2026-08-28: 49.44%2026-08-31: 51.43%2026-09-01: 52.47%2026-09-02: 51.76%2026-09-03: 52.64%2026-09-04: 53.97%2026-09-08: 57.71%2026-09-09: 59.52%2026-09-10: 62.80%2026-09-11: 65.80%2026-09-14: 72.41%2026-09-15: 78.84%2026-09-16: 83.87%2026-09-17: 101.59%2026-09-18: 55.90%2026-09-21: 56.29%2026-09-22: 56.11%2026-09-23: 56.53%2026-09-24: 58.69%2026-09-25: 58.69%2026-09-28: 58.43%2026-09-29: 59.30%2026-09-30: 57.36%2026-10-01: 61.37%2026-10-02: 62.40%2026-10-05: 65.25%2026-10-06: 65.29%2026-10-07: 68.16%2026-10-08: 67.90%2026-10-09: 69.85%2026-10-12: 77.79%2026-10-13: 82.47%2026-10-14: 90.51%2026-10-15: 104.22%2026-10-16: 55.91%2026-10-19: 55.86%2026-10-20: 56.06%2026-10-21: 56.52%2026-10-22: 57.54%2026-10-23: 56.98%2026-10-26: 58.74%2026-10-27: 57.85%2026-10-28: 58.66%2026-10-29: 60.00%2026-10-30: 61.02%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
73.49%
78.99%
83.64%
92.90%
104.82%
48.31%
51.67%
52.94%
51.53%
49.04%
49.44%
51.43%
52.47%
51.76%
52.64%
53.97%
57.71%
59.52%
62.80%
65.80%
72.41%
78.84%
83.87%
101.59%
55.90%
56.29%
56.11%
56.53%
58.69%
58.69%
58.43%
59.30%
57.36%
61.37%
62.40%
65.25%
65.29%
68.16%
67.90%
69.85%
77.79%
82.47%
90.51%
104.22%
55.91%
55.86%
56.06%
56.52%
57.54%
56.98%
58.74%
57.85%
58.66%
60.00%
61.02%