IntraAlpha
Create free account Start free

Global X Funds Global X Millennial Consumer ETF MILN

i

Market dataready · fetched 2026-11-12T03:02:33.265Z

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 · 2026-11-11T21:00:00.116818654Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:56:48.684884+00:00

Share price$45.74
1D+0.8%
AH$45.38$45.49$45.60$45.70$45.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMILN
Sold putSold callAH

Global X Funds Global X Millennial Consumer ETF options

Live interpolated MILN call and put midpoint premiums by absolute delta.Global X Funds Global X Millennial Consumer ETF$0.61$1.10$1.59$2.08$2.57$41.71$43.55$45.39$47.23$49.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MILN spot · $45.74MILN PRICE$0.66$0.78$0.82$0.88$0.96$1.03$1.11$1.19$1.26$1.42$1.59$1.76$0.76$0.80$0.85$0.91$0.97$1.05$1.14$1.24$1.34$1.44$1.55$1.93$2.43
PutsExpensive2.01×
Calls——
Skew——
Implied moveBearish±$2.17
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.9991.5%12.0%
25Δ49.2865.4%9.2%42.4774.6%8.9%
30Δ48.4761.7%7.7%43.3764.7%7.0%
35Δ47.5152.7%5.7%44.2654.8%5.2%
40Δ46.7745.9%4.2%45.0746.0%3.6%
45Δ46.3041.6%3.3%45.4642.5%2.9%
50Δ45.8938.0%2.6%45.8439.0%2.3%
55Δ45.6135.2%2.1%46.1536.2%1.8%
60Δ45.3232.5%1.7%46.4133.9%1.5%
65Δ45.0429.8%1.2%46.6731.5%1.1%
70Δ44.7728.4%1.0%46.9329.2%0.8%
75Δ44.5127.3%0.8%47.4030.7%0.6%
80Δ44.2526.2%0.6%47.9533.8%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.99
IV
91.5%
B/E move
12.0%

25Δ

Calls
Pseudo strike
49.28
IV
65.4%
B/E move
9.2%
Puts
Pseudo strike
42.47
IV
74.6%
B/E move
8.9%

30Δ

Calls
Pseudo strike
48.47
IV
61.7%
B/E move
7.7%
Puts
Pseudo strike
43.37
IV
64.7%
B/E move
7.0%

35Δ

Calls
Pseudo strike
47.51
IV
52.7%
B/E move
5.7%
Puts
Pseudo strike
44.26
IV
54.8%
B/E move
5.2%

40Δ

Calls
Pseudo strike
46.77
IV
45.9%
B/E move
4.2%
Puts
Pseudo strike
45.07
IV
46.0%
B/E move
3.6%

45Δ

Calls
Pseudo strike
46.30
IV
41.6%
B/E move
3.3%
Puts
Pseudo strike
45.46
IV
42.5%
B/E move
2.9%

50Δ

Calls
Pseudo strike
45.89
IV
38.0%
B/E move
2.6%
Puts
Pseudo strike
45.84
IV
39.0%
B/E move
2.3%

55Δ

Calls
Pseudo strike
45.61
IV
35.2%
B/E move
2.1%
Puts
Pseudo strike
46.15
IV
36.2%
B/E move
1.8%

60Δ

Calls
Pseudo strike
45.32
IV
32.5%
B/E move
1.7%
Puts
Pseudo strike
46.41
IV
33.9%
B/E move
1.5%

65Δ

Calls
Pseudo strike
45.04
IV
29.8%
B/E move
1.2%
Puts
Pseudo strike
46.67
IV
31.5%
B/E move
1.1%

70Δ

Calls
Pseudo strike
44.77
IV
28.4%
B/E move
1.0%
Puts
Pseudo strike
46.93
IV
29.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
44.51
IV
27.3%
B/E move
0.8%
Puts
Pseudo strike
47.40
IV
30.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
44.25
IV
26.2%
B/E move
0.6%
Puts
Pseudo strike
47.95
IV
33.8%
B/E move
0.5%

Options history

IV · four-Friday blend25.88%
Daily EOD
MILN24.5%25.6%26.7%2026-10-19: 25.24%2026-10-20: 24.89%2026-10-21: 24.66%2026-10-22: 26.36%2026-10-23: 24.71%2026-10-26: 26.24%2026-10-27: 26.56%2026-10-28: 26.20%2026-10-29: 26.14%2026-10-30: 25.88%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.24%
24.89%
24.66%
26.36%
24.71%
26.24%
26.56%
26.20%
26.14%
25.88%