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Global X NYSE 100 ETF NYSX

i

Market dataready · fetched 2026-10-24T14:12:15.852Z

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 · 2026-10-24T00:00:00.140936918Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T14:12:15.729948+00:00

Share price$123.54
1D-0.0%
AH$123.97$124.02$124.06$124.10$124.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNYSX
Sold putSold callAH

Global X NYSE 100 ETF options

Live interpolated NYSX call and put midpoint premiums by absolute delta.Global X NYSE 100 ETF$0.62$3.02$5.43$7.84$10.24$112.44$118.81$125.18$131.55$137.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NYSX spot · $123.54NYSX PRICE$0.88$1.11$1.41$1.78$2.20$2.75$3.26$3.96$4.71$5.59$6.64$7.83$9.55$1.25$1.57$1.92$2.28$2.68$3.07$3.52$4.02$4.45$4.97$5.48$6.44$7.27
PutsExpensive1.22×
CallsExpensive1.57×
SkewBullish-0.60 pp
Implied moveBearish±$6.78
TiltBullish2.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ131.2924.0%7.0%115.5931.9%7.4%
25Δ129.5022.8%5.7%117.6230.1%6.1%
30Δ128.2222.7%4.9%119.2728.8%5.0%
35Δ127.2023.2%4.4%120.6927.6%4.2%
40Δ126.2123.8%3.9%121.9526.8%3.5%
45Δ125.2525.1%3.6%123.1125.8%2.8%
50Δ124.1925.4%3.2%124.1925.1%2.3%
55Δ123.0926.5%2.8%125.2224.6%1.9%
60Δ121.9227.3%2.5%126.1823.5%1.5%
65Δ120.6428.2%2.2%127.1322.8%1.1%
70Δ119.2029.3%1.9%128.0421.8%0.8%
75Δ117.6230.1%1.6%129.2822.1%0.6%
80Δ115.5932.0%1.3%130.4021.5%0.3%

20Δ

Calls
Pseudo strike
131.29
IV
24.0%
B/E move
7.0%
Puts
Pseudo strike
115.59
IV
31.9%
B/E move
7.4%

25Δ

Calls
Pseudo strike
129.50
IV
22.8%
B/E move
5.7%
Puts
Pseudo strike
117.62
IV
30.1%
B/E move
6.1%

30Δ

Calls
Pseudo strike
128.22
IV
22.7%
B/E move
4.9%
Puts
Pseudo strike
119.27
IV
28.8%
B/E move
5.0%

35Δ

Calls
Pseudo strike
127.20
IV
23.2%
B/E move
4.4%
Puts
Pseudo strike
120.69
IV
27.6%
B/E move
4.2%

40Δ

Calls
Pseudo strike
126.21
IV
23.8%
B/E move
3.9%
Puts
Pseudo strike
121.95
IV
26.8%
B/E move
3.5%

45Δ

Calls
Pseudo strike
125.25
IV
25.1%
B/E move
3.6%
Puts
Pseudo strike
123.11
IV
25.8%
B/E move
2.8%

50Δ

Calls
Pseudo strike
124.19
IV
25.4%
B/E move
3.2%
Puts
Pseudo strike
124.19
IV
25.1%
B/E move
2.3%

55Δ

Calls
Pseudo strike
123.09
IV
26.5%
B/E move
2.8%
Puts
Pseudo strike
125.22
IV
24.6%
B/E move
1.9%

60Δ

Calls
Pseudo strike
121.92
IV
27.3%
B/E move
2.5%
Puts
Pseudo strike
126.18
IV
23.5%
B/E move
1.5%

65Δ

Calls
Pseudo strike
120.64
IV
28.2%
B/E move
2.2%
Puts
Pseudo strike
127.13
IV
22.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
119.20
IV
29.3%
B/E move
1.9%
Puts
Pseudo strike
128.04
IV
21.8%
B/E move
0.8%

75Δ

Calls
Pseudo strike
117.62
IV
30.1%
B/E move
1.6%
Puts
Pseudo strike
129.28
IV
22.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
115.59
IV
32.0%
B/E move
1.3%
Puts
Pseudo strike
130.40
IV
21.5%
B/E move
0.3%

Options history

No recorded observations