Global X Funds Global X Space Tech ETF ORBX
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Market dataready · fetched 2026-11-12T03:06:37.709Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-12T00:13:13.944695794Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:06:37.373447+00:00
Global X Funds Global X Space Tech ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 43.84 | 69.6% | 11.4% | |||
| 25Δ | 43.45 | 77.8% | 11.0% | 36.86 | 80.7% | 9.5% |
| 30Δ | 37.49 | 84.1% | 8.6% | |||
| 35Δ | 41.22 | 51.0% | 5.4% | 38.14 | 86.4% | 7.6% |
| 40Δ | 40.79 | 53.8% | 4.9% | 38.85 | 84.2% | 6.4% |
| 45Δ | 40.41 | 59.9% | 4.7% | 39.53 | 85.3% | 5.6% |
| 50Δ | 40.03 | 65.9% | 4.5% | |||
| 55Δ | ||||||
| 60Δ | ||||||
| 65Δ | ||||||
| 70Δ | 38.77 | 33.5% | 1.1% | |||
| 75Δ | 38.44 | 33.9% | 0.9% | |||
| 80Δ | 38.10 | 34.3% | 0.7% | |||
20Δ
- Pseudo strike
- 43.84
- IV
- 69.6%
- B/E move
- 11.4%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 43.45
- IV
- 77.8%
- B/E move
- 11.0%
- Pseudo strike
- 36.86
- IV
- 80.7%
- B/E move
- 9.5%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 37.49
- IV
- 84.1%
- B/E move
- 8.6%
35Δ
- Pseudo strike
- 41.22
- IV
- 51.0%
- B/E move
- 5.4%
- Pseudo strike
- 38.14
- IV
- 86.4%
- B/E move
- 7.6%
40Δ
- Pseudo strike
- 40.79
- IV
- 53.8%
- B/E move
- 4.9%
- Pseudo strike
- 38.85
- IV
- 84.2%
- B/E move
- 6.4%
45Δ
- Pseudo strike
- 40.41
- IV
- 59.9%
- B/E move
- 4.7%
- Pseudo strike
- 39.53
- IV
- 85.3%
- B/E move
- 5.6%
50Δ
- Pseudo strike
- 40.03
- IV
- 65.9%
- B/E move
- 4.5%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 38.77
- IV
- 33.5%
- B/E move
- 1.1%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 38.44
- IV
- 33.9%
- B/E move
- 0.9%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 38.10
- IV
- 34.3%
- B/E move
- 0.7%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 51.85% | |
| 52.92% | |
| 50.55% | |
| 53.99% | |
| 57.48% | |
| 54.42% | |
| 53.57% | |
| 54.39% | |
| 53.26% | |
| 55.80% |