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ALPS O'Shares Global Internet Giants ETF OGIG

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Market datapartial · fetched 2026-10-22T23:07:57.598Z

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 · 2026-10-22T22:30:00.003146014Z

FundamentalsAlpha Vantage · unavailable

Share price$49.62
1D-1.3%
AH$49.37$49.58$49.79$50.00$50.215:30 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$0.57$1.69$2.80$3.91$5.02$43.58$46.57$49.56$52.54$55.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OGIG spot · $49.62OGIG PRICE$0.69$0.79$0.92$1.06$1.16$1.37$1.60$1.90$2.21$2.57$3.06$3.66$4.23$0.83$0.94$1.06$1.22$1.40$1.64$1.92$2.23$2.55$2.91$3.38$3.97$4.70
PutsExpensive1.17×
CallsExpensive1.68×
SkewBearish+0.89 pp
Implied moveBearish±$3.52
TiltBearish6.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.2347.4%14.7%44.6650.0%11.7%
25Δ54.1240.3%10.7%46.2442.7%8.7%
30Δ52.8536.6%8.4%47.3437.8%6.7%
35Δ51.9134.0%6.8%48.1635.0%5.4%
40Δ51.1030.7%5.3%48.8133.2%4.4%
45Δ50.5130.2%4.6%49.4132.6%3.7%
50Δ49.9530.2%3.9%49.9832.4%3.1%
55Δ49.4130.6%3.4%50.5532.1%2.6%
60Δ48.8731.0%2.9%51.1231.8%2.1%
65Δ48.2931.3%2.5%51.7031.3%1.7%
70Δ47.6232.5%2.1%52.3631.4%1.3%
75Δ46.8634.1%1.8%53.1232.0%1.0%
80Δ46.1034.3%1.4%54.0032.6%0.6%

20Δ

Calls
Pseudo strike
56.23
IV
47.4%
B/E move
14.7%
Puts
Pseudo strike
44.66
IV
50.0%
B/E move
11.7%

25Δ

Calls
Pseudo strike
54.12
IV
40.3%
B/E move
10.7%
Puts
Pseudo strike
46.24
IV
42.7%
B/E move
8.7%

30Δ

Calls
Pseudo strike
52.85
IV
36.6%
B/E move
8.4%
Puts
Pseudo strike
47.34
IV
37.8%
B/E move
6.7%

35Δ

Calls
Pseudo strike
51.91
IV
34.0%
B/E move
6.8%
Puts
Pseudo strike
48.16
IV
35.0%
B/E move
5.4%

40Δ

Calls
Pseudo strike
51.10
IV
30.7%
B/E move
5.3%
Puts
Pseudo strike
48.81
IV
33.2%
B/E move
4.4%

45Δ

Calls
Pseudo strike
50.51
IV
30.2%
B/E move
4.6%
Puts
Pseudo strike
49.41
IV
32.6%
B/E move
3.7%

50Δ

Calls
Pseudo strike
49.95
IV
30.2%
B/E move
3.9%
Puts
Pseudo strike
49.98
IV
32.4%
B/E move
3.1%

55Δ

Calls
Pseudo strike
49.41
IV
30.6%
B/E move
3.4%
Puts
Pseudo strike
50.55
IV
32.1%
B/E move
2.6%

60Δ

Calls
Pseudo strike
48.87
IV
31.0%
B/E move
2.9%
Puts
Pseudo strike
51.12
IV
31.8%
B/E move
2.1%

65Δ

Calls
Pseudo strike
48.29
IV
31.3%
B/E move
2.5%
Puts
Pseudo strike
51.70
IV
31.3%
B/E move
1.7%

70Δ

Calls
Pseudo strike
47.62
IV
32.5%
B/E move
2.1%
Puts
Pseudo strike
52.36
IV
31.4%
B/E move
1.3%

75Δ

Calls
Pseudo strike
46.86
IV
34.1%
B/E move
1.8%
Puts
Pseudo strike
53.12
IV
32.0%
B/E move
1.0%

80Δ

Calls
Pseudo strike
46.10
IV
34.3%
B/E move
1.4%
Puts
Pseudo strike
54.00
IV
32.6%
B/E move
0.6%

Options history

No recorded observations