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Arrow Dow Jones Global Yield ETF GYLD

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Market datapartial · fetched 2026-10-23T03:16:23.972Z

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 · 2026-10-22T23:00:00.003640588Z

FundamentalsAlpha Vantage · unavailable

Share price$13.23
1D+0.5%
AH$13.09$13.14$13.19$13.24$13.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGYLD
Sold putSold callAH

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$0.87$1.21$1.54$1.88$10.40$11.90$13.41$14.91$16.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GYLD spot · $13.23GYLD PRICE$0.57$0.57$0.57$0.59$0.65$0.70$0.76$0.81$0.86$0.93$1.00$1.06$1.13$0.57$0.57$0.59$0.64$0.68$0.75$0.84$0.92$1.00$1.08$1.32$1.55$1.78
PutsExpensive1.17×
CallsExpensive1.55×
SkewBullish-9.65 pp
Implied moveBearish±$1.59
TiltBearish9.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.33171.2%73.2%10.58118.9%24.4%
25Δ17.76122.2%38.6%11.4992.6%17.5%
30Δ15.7893.2%23.6%12.1275.3%12.8%
35Δ14.8677.3%16.8%12.5067.3%10.3%
40Δ14.4771.2%14.3%12.8859.3%7.8%
45Δ14.0865.0%11.7%13.1554.7%6.3%
50Δ13.6958.9%9.2%13.3651.7%5.3%
55Δ13.3052.8%6.6%13.5848.8%4.3%
60Δ12.9747.3%4.5%13.7945.8%3.3%
65Δ12.8243.9%3.9%14.0142.9%2.3%
70Δ12.6840.5%3.3%14.3043.3%1.9%
75Δ12.5337.1%2.7%14.5943.7%1.4%
80Δ12.3933.7%2.1%14.8844.1%1.0%

20Δ

Calls
Pseudo strike
22.33
IV
171.2%
B/E move
73.2%
Puts
Pseudo strike
10.58
IV
118.9%
B/E move
24.4%

25Δ

Calls
Pseudo strike
17.76
IV
122.2%
B/E move
38.6%
Puts
Pseudo strike
11.49
IV
92.6%
B/E move
17.5%

30Δ

Calls
Pseudo strike
15.78
IV
93.2%
B/E move
23.6%
Puts
Pseudo strike
12.12
IV
75.3%
B/E move
12.8%

35Δ

Calls
Pseudo strike
14.86
IV
77.3%
B/E move
16.8%
Puts
Pseudo strike
12.50
IV
67.3%
B/E move
10.3%

40Δ

Calls
Pseudo strike
14.47
IV
71.2%
B/E move
14.3%
Puts
Pseudo strike
12.88
IV
59.3%
B/E move
7.8%

45Δ

Calls
Pseudo strike
14.08
IV
65.0%
B/E move
11.7%
Puts
Pseudo strike
13.15
IV
54.7%
B/E move
6.3%

50Δ

Calls
Pseudo strike
13.69
IV
58.9%
B/E move
9.2%
Puts
Pseudo strike
13.36
IV
51.7%
B/E move
5.3%

55Δ

Calls
Pseudo strike
13.30
IV
52.8%
B/E move
6.6%
Puts
Pseudo strike
13.58
IV
48.8%
B/E move
4.3%

60Δ

Calls
Pseudo strike
12.97
IV
47.3%
B/E move
4.5%
Puts
Pseudo strike
13.79
IV
45.8%
B/E move
3.3%

65Δ

Calls
Pseudo strike
12.82
IV
43.9%
B/E move
3.9%
Puts
Pseudo strike
14.01
IV
42.9%
B/E move
2.3%

70Δ

Calls
Pseudo strike
12.68
IV
40.5%
B/E move
3.3%
Puts
Pseudo strike
14.30
IV
43.3%
B/E move
1.9%

75Δ

Calls
Pseudo strike
12.53
IV
37.1%
B/E move
2.7%
Puts
Pseudo strike
14.59
IV
43.7%
B/E move
1.4%

80Δ

Calls
Pseudo strike
12.39
IV
33.7%
B/E move
2.1%
Puts
Pseudo strike
14.88
IV
44.1%
B/E move
1.0%

Options history

No recorded observations