IntraAlpha
Create free account Start free

Global X Funds Global X HealthTech ETF HEAL

i

Market datapartial · fetched 2026-10-22T15:41:55.563Z

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 · 2026-10-22T15:13:42.168620266Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T15:41:52.589426+00:00

Share price$30.70
1D+0.9%
$30.40$30.48$30.56$30.64$30.725:30 AM6:30 AM9:00 AM1:00 PMHEAL
Sold putSold call

Global X Funds Global X HealthTech ETF options

Live interpolated HEAL call and put midpoint premiums by absolute delta.Global X Funds Global X HealthTech ETF$1.87$2.89$3.91$4.93$5.95$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEHEAL PRICE$1.98$2.50$3.03$3.55$4.08$4.60$5.13$5.65
PutsExpensive2.25×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ30.7154.1%6.4%
50Δ31.4553.9%5.7%
55Δ32.1853.8%5.0%
60Δ32.9253.7%4.3%
65Δ33.6653.6%3.6%
70Δ34.4053.4%2.9%
75Δ35.1453.3%2.2%
80Δ35.8853.2%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.71
IV
54.1%
B/E move
6.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.45
IV
53.9%
B/E move
5.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.18
IV
53.8%
B/E move
5.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.92
IV
53.7%
B/E move
4.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.66
IV
53.6%
B/E move
3.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.40
IV
53.4%
B/E move
2.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.14
IV
53.3%
B/E move
2.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.88
IV
53.2%
B/E move
1.5%

Options history

No recorded observations