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Global X MSCI Norway ETF NORW

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Market dataready · fetched 2026-10-22T20:47:27.627Z

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 · 2026-10-22T20:10:00.004201451Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T20:47:24.524254+00:00

Share price$37.00
1D-0.0%
AH$36.70$36.78$36.87$36.95$37.035:30 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$0.39$1.26$2.14$3.01$3.89$32.00$34.50$37.00$39.50$41.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NORW spot · $37.00NORW PRICE$0.89$0.97$1.05$0.48$0.75$1.01$1.27$1.50$1.66$1.82$2.07$2.34$3.63$0.63$1.06$1.11$1.17$1.26$1.37$1.49$1.61$1.75$2.06$2.37$2.64$2.90
PutsExpensive2.28×
CallsExpensive2.14×
SkewNeutral+0.04 pp
Implied moveBearish±$2.76
TiltBearish4.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.4082.7%27.8%32.7356.6%13.3%
25Δ43.2468.8%19.5%33.4662.6%12.4%
30Δ40.9357.2%13.5%34.6153.0%9.5%
35Δ37.9920.1%4.0%35.5645.3%7.1%
40Δ37.7223.7%4.0%36.2939.8%5.3%
45Δ37.4527.3%3.9%36.8336.4%4.2%
50Δ37.1830.9%3.9%37.2633.7%3.3%
55Δ36.8732.8%3.7%37.6531.4%2.6%
60Δ36.4731.3%3.1%38.0329.3%1.9%
65Δ36.0629.9%2.4%38.4829.6%1.6%
70Δ35.6529.2%2.0%38.9329.8%1.2%
75Δ35.2428.8%1.6%39.3228.6%0.9%
80Δ33.9539.7%1.6%39.7127.1%0.5%

20Δ

Calls
Pseudo strike
46.40
IV
82.7%
B/E move
27.8%
Puts
Pseudo strike
32.73
IV
56.6%
B/E move
13.3%

25Δ

Calls
Pseudo strike
43.24
IV
68.8%
B/E move
19.5%
Puts
Pseudo strike
33.46
IV
62.6%
B/E move
12.4%

30Δ

Calls
Pseudo strike
40.93
IV
57.2%
B/E move
13.5%
Puts
Pseudo strike
34.61
IV
53.0%
B/E move
9.5%

35Δ

Calls
Pseudo strike
37.99
IV
20.1%
B/E move
4.0%
Puts
Pseudo strike
35.56
IV
45.3%
B/E move
7.1%

40Δ

Calls
Pseudo strike
37.72
IV
23.7%
B/E move
4.0%
Puts
Pseudo strike
36.29
IV
39.8%
B/E move
5.3%

45Δ

Calls
Pseudo strike
37.45
IV
27.3%
B/E move
3.9%
Puts
Pseudo strike
36.83
IV
36.4%
B/E move
4.2%

50Δ

Calls
Pseudo strike
37.18
IV
30.9%
B/E move
3.9%
Puts
Pseudo strike
37.26
IV
33.7%
B/E move
3.3%

55Δ

Calls
Pseudo strike
36.87
IV
32.8%
B/E move
3.7%
Puts
Pseudo strike
37.65
IV
31.4%
B/E move
2.6%

60Δ

Calls
Pseudo strike
36.47
IV
31.3%
B/E move
3.1%
Puts
Pseudo strike
38.03
IV
29.3%
B/E move
1.9%

65Δ

Calls
Pseudo strike
36.06
IV
29.9%
B/E move
2.4%
Puts
Pseudo strike
38.48
IV
29.6%
B/E move
1.6%

70Δ

Calls
Pseudo strike
35.65
IV
29.2%
B/E move
2.0%
Puts
Pseudo strike
38.93
IV
29.8%
B/E move
1.2%

75Δ

Calls
Pseudo strike
35.24
IV
28.8%
B/E move
1.6%
Puts
Pseudo strike
39.32
IV
28.6%
B/E move
0.9%

80Δ

Calls
Pseudo strike
33.95
IV
39.7%
B/E move
1.6%
Puts
Pseudo strike
39.71
IV
27.1%
B/E move
0.5%

Options history

No recorded observations