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Global X NYSE 100 ETF NYSX

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Market datapartial · fetched 2026-10-22T20:48:04.638Z

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 · 2026-10-22T20:10:00.001491956Z

FundamentalsAlpha Vantage · unavailable

Share price$123.33
1D-1.6%
AH$123.16$123.75$124.34$124.92$125.515:30 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$0.63$3.02$5.41$7.81$10.20$111.71$118.28$124.86$131.43$138.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NYSX spot · $123.33NYSX PRICE$0.89$1.12$1.45$1.83$2.27$2.76$3.34$3.98$4.68$5.58$6.54$7.88$9.51$1.28$1.63$1.97$2.45$2.85$3.29$3.66$4.21$4.73$5.33$6.07$6.81$8.18
PutsExpensive1.22×
CallsExpensive1.52×
SkewBearish+0.59 pp
Implied moveBearish±$7.00
TiltBalanced0.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ131.2223.7%7.1%115.2031.7%7.6%
25Δ129.3622.3%5.8%117.2630.0%6.2%
30Δ128.1722.5%5.1%118.9928.6%5.1%
35Δ127.1323.1%4.6%120.3228.5%4.4%
40Δ126.1223.8%4.1%121.6627.5%3.7%
45Δ125.0824.4%3.7%122.9026.6%3.0%
50Δ124.0325.1%3.3%124.0325.3%2.4%
55Δ122.9125.8%2.9%125.1124.8%2.0%
60Δ121.7426.2%2.5%126.1524.1%1.5%
65Δ120.4527.3%2.2%127.1923.5%1.2%
70Δ119.0827.9%1.9%128.3123.2%0.9%
75Δ117.4029.3%1.6%129.4022.6%0.6%
80Δ115.4330.8%1.3%131.0423.3%0.4%

20Δ

Calls
Pseudo strike
131.22
IV
23.7%
B/E move
7.1%
Puts
Pseudo strike
115.20
IV
31.7%
B/E move
7.6%

25Δ

Calls
Pseudo strike
129.36
IV
22.3%
B/E move
5.8%
Puts
Pseudo strike
117.26
IV
30.0%
B/E move
6.2%

30Δ

Calls
Pseudo strike
128.17
IV
22.5%
B/E move
5.1%
Puts
Pseudo strike
118.99
IV
28.6%
B/E move
5.1%

35Δ

Calls
Pseudo strike
127.13
IV
23.1%
B/E move
4.6%
Puts
Pseudo strike
120.32
IV
28.5%
B/E move
4.4%

40Δ

Calls
Pseudo strike
126.12
IV
23.8%
B/E move
4.1%
Puts
Pseudo strike
121.66
IV
27.5%
B/E move
3.7%

45Δ

Calls
Pseudo strike
125.08
IV
24.4%
B/E move
3.7%
Puts
Pseudo strike
122.90
IV
26.6%
B/E move
3.0%

50Δ

Calls
Pseudo strike
124.03
IV
25.1%
B/E move
3.3%
Puts
Pseudo strike
124.03
IV
25.3%
B/E move
2.4%

55Δ

Calls
Pseudo strike
122.91
IV
25.8%
B/E move
2.9%
Puts
Pseudo strike
125.11
IV
24.8%
B/E move
2.0%

60Δ

Calls
Pseudo strike
121.74
IV
26.2%
B/E move
2.5%
Puts
Pseudo strike
126.15
IV
24.1%
B/E move
1.5%

65Δ

Calls
Pseudo strike
120.45
IV
27.3%
B/E move
2.2%
Puts
Pseudo strike
127.19
IV
23.5%
B/E move
1.2%

70Δ

Calls
Pseudo strike
119.08
IV
27.9%
B/E move
1.9%
Puts
Pseudo strike
128.31
IV
23.2%
B/E move
0.9%

75Δ

Calls
Pseudo strike
117.40
IV
29.3%
B/E move
1.6%
Puts
Pseudo strike
129.40
IV
22.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
115.43
IV
30.8%
B/E move
1.3%
Puts
Pseudo strike
131.04
IV
23.3%
B/E move
0.4%

Options history

No recorded observations