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ALPS O'Shares Global Internet Giants ETF OGIG

i

Market dataready · fetched 2026-11-12T00:58:46.190Z

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 · 2026-11-11T23:30:00.003254584Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:58:45.589625+00:00

Share price$47.35
1D-0.3%
AH$47.38$47.42$47.46$47.50$47.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOGIG
Sold putSold callAH

ALPS O'Shares Global Internet Giants ETF options

Live interpolated OGIG call and put midpoint premiums by absolute delta.ALPS O'Shares Global Internet Giants ETF$0.56$1.37$2.17$2.98$3.78$43.10$45.35$47.60$49.85$52.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OGIG spot · $47.35OGIG PRICE$0.65$0.69$0.78$0.87$0.98$1.10$1.26$1.43$1.75$2.11$2.46$2.80$3.55$0.70$0.78$0.86$0.94$1.03$1.12$1.22$1.32$1.47$1.71$1.96$2.18$2.39
PutsExpensive1.10×
CallsExpensive1.45×
SkewBullish-6.91 pp
Implied moveBalanced±$2.48
TiltBullish7.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.3984.1%14.1%43.0180.2%10.6%
25Δ51.1166.6%9.4%44.3867.5%7.9%
30Δ49.9358.5%7.1%45.3458.7%6.1%
35Δ49.0852.3%5.5%46.0851.9%4.7%
40Δ48.4948.7%4.5%46.6147.4%3.7%
45Δ47.9545.7%3.6%47.0943.3%2.9%
50Δ47.5344.5%3.0%47.4440.1%2.4%
55Δ47.1043.3%2.5%47.7836.9%1.9%
60Δ46.6445.1%2.2%48.1435.0%1.4%
65Δ46.1547.8%1.9%48.5035.0%1.2%
70Δ45.6648.5%1.6%48.8735.1%0.9%
75Δ45.1548.2%1.3%49.2033.8%0.7%
80Δ44.3053.3%1.1%49.5031.7%0.5%

20Δ

Calls
Pseudo strike
53.39
IV
84.1%
B/E move
14.1%
Puts
Pseudo strike
43.01
IV
80.2%
B/E move
10.6%

25Δ

Calls
Pseudo strike
51.11
IV
66.6%
B/E move
9.4%
Puts
Pseudo strike
44.38
IV
67.5%
B/E move
7.9%

30Δ

Calls
Pseudo strike
49.93
IV
58.5%
B/E move
7.1%
Puts
Pseudo strike
45.34
IV
58.7%
B/E move
6.1%

35Δ

Calls
Pseudo strike
49.08
IV
52.3%
B/E move
5.5%
Puts
Pseudo strike
46.08
IV
51.9%
B/E move
4.7%

40Δ

Calls
Pseudo strike
48.49
IV
48.7%
B/E move
4.5%
Puts
Pseudo strike
46.61
IV
47.4%
B/E move
3.7%

45Δ

Calls
Pseudo strike
47.95
IV
45.7%
B/E move
3.6%
Puts
Pseudo strike
47.09
IV
43.3%
B/E move
2.9%

50Δ

Calls
Pseudo strike
47.53
IV
44.5%
B/E move
3.0%
Puts
Pseudo strike
47.44
IV
40.1%
B/E move
2.4%

55Δ

Calls
Pseudo strike
47.10
IV
43.3%
B/E move
2.5%
Puts
Pseudo strike
47.78
IV
36.9%
B/E move
1.9%

60Δ

Calls
Pseudo strike
46.64
IV
45.1%
B/E move
2.2%
Puts
Pseudo strike
48.14
IV
35.0%
B/E move
1.4%

65Δ

Calls
Pseudo strike
46.15
IV
47.8%
B/E move
1.9%
Puts
Pseudo strike
48.50
IV
35.0%
B/E move
1.2%

70Δ

Calls
Pseudo strike
45.66
IV
48.5%
B/E move
1.6%
Puts
Pseudo strike
48.87
IV
35.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
45.15
IV
48.2%
B/E move
1.3%
Puts
Pseudo strike
49.20
IV
33.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
44.30
IV
53.3%
B/E move
1.1%
Puts
Pseudo strike
49.50
IV
31.7%
B/E move
0.5%

Options history

IV · four-Friday blend40.34%
Daily EOD
OGIG25.7%39.5%53.3%2026-10-19: 36.83%2026-10-20: 38.01%2026-10-21: 31.57%2026-10-22: 51.38%2026-10-23: 27.60%2026-10-26: 31.39%2026-10-27: 34.80%2026-10-28: 34.77%2026-10-29: 47.65%2026-10-30: 40.34%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
36.83%
38.01%
31.57%
51.38%
27.60%
31.39%
34.80%
34.77%
47.65%
40.34%