IntraAlpha
Create free account Start free

Global X MSCI Norway ETF NORW

i

Market dataready · fetched 2026-11-11T14:03:04.522Z

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 · 2026-11-11T01:00:00.124058527Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:03:03.730449+00:00

Share price$36.28
1D+0.1%
AH$35.67$35.83$36.00$36.16$36.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNORW
Sold putSold callAH

Global X MSCI Norway ETF options

Live interpolated NORW call and put midpoint premiums by absolute delta.Global X MSCI Norway ETF$0.49$1.10$1.71$2.31$2.92$31.82$33.60$35.38$37.16$38.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NORW spot · $36.28NORW PRICE$0.80$1.00$1.00$1.00$1.00$1.00$1.00$1.00$1.00$1.00$0.56$0.84$1.12$1.39$1.53$1.67$1.87$2.09$2.31$2.53$2.75
PutsExpensive2.02×
Calls——
Skew——
Implied moveBearish±$2.53
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.38132.9%24.5%30.89138.9%17.6%
25Δ42.58128.0%20.1%32.85106.4%12.2%
30Δ39.9398.4%12.8%35.1445.1%4.7%
35Δ38.5980.2%9.1%35.4352.8%4.6%
40Δ37.6666.3%6.6%35.7360.4%4.6%
45Δ36.9054.2%4.5%36.0367.2%4.5%
50Δ36.5346.8%3.4%36.4662.8%3.7%
55Δ36.1739.4%2.4%36.8958.3%2.9%
60Δ37.2855.6%2.4%
65Δ37.6453.3%2.0%
70Δ38.0151.1%1.6%
75Δ38.3848.8%1.2%
80Δ38.7446.6%0.8%

20Δ

Calls
Pseudo strike
44.38
IV
132.9%
B/E move
24.5%
Puts
Pseudo strike
30.89
IV
138.9%
B/E move
17.6%

25Δ

Calls
Pseudo strike
42.58
IV
128.0%
B/E move
20.1%
Puts
Pseudo strike
32.85
IV
106.4%
B/E move
12.2%

30Δ

Calls
Pseudo strike
39.93
IV
98.4%
B/E move
12.8%
Puts
Pseudo strike
35.14
IV
45.1%
B/E move
4.7%

35Δ

Calls
Pseudo strike
38.59
IV
80.2%
B/E move
9.1%
Puts
Pseudo strike
35.43
IV
52.8%
B/E move
4.6%

40Δ

Calls
Pseudo strike
37.66
IV
66.3%
B/E move
6.6%
Puts
Pseudo strike
35.73
IV
60.4%
B/E move
4.6%

45Δ

Calls
Pseudo strike
36.90
IV
54.2%
B/E move
4.5%
Puts
Pseudo strike
36.03
IV
67.2%
B/E move
4.5%

50Δ

Calls
Pseudo strike
36.53
IV
46.8%
B/E move
3.4%
Puts
Pseudo strike
36.46
IV
62.8%
B/E move
3.7%

55Δ

Calls
Pseudo strike
36.17
IV
39.4%
B/E move
2.4%
Puts
Pseudo strike
36.89
IV
58.3%
B/E move
2.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.28
IV
55.6%
B/E move
2.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.64
IV
53.3%
B/E move
2.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.01
IV
51.1%
B/E move
1.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.38
IV
48.8%
B/E move
1.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.74
IV
46.6%
B/E move
0.8%

Options history

IV · four-Friday blend17.19%
Daily EOD
NORW16.8%19.5%22.1%2026-10-19: 18.72%2026-10-20: 20.98%2026-10-21: 18.37%2026-10-22: 20.76%2026-10-23: 19.17%2026-10-26: 18.70%2026-10-27: 18.37%2026-10-28: 21.78%2026-10-29: 19.77%2026-10-30: 17.19%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
18.72%
20.98%
18.37%
20.76%
19.17%
18.70%
18.37%
21.78%
19.77%
17.19%