Global X U.S. Infrastructure Development ETF PAVE
i
Market dataready · fetched 2026-11-13T01:27:13.984Z
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 · 2026-11-13T01:00:05.625858949Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:27:13.533918+00:00
Global X U.S. Infrastructure Development ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 51.02 | 42.0% | 5.5% | |||
| 25Δ | 56.00 | 41.9% | 5.4% | 51.58 | 40.7% | 4.6% |
| 30Δ | 55.49 | 41.2% | 4.7% | 52.11 | 39.2% | 3.9% |
| 35Δ | 54.98 | 40.3% | 4.0% | 52.56 | 37.5% | 3.2% |
| 40Δ | 54.50 | 36.4% | 3.2% | 53.00 | 35.8% | 2.6% |
| 45Δ | 54.02 | 32.5% | 2.4% | 53.29 | 32.4% | 2.2% |
| 50Δ | 53.67 | 33.3% | 2.1% | 53.59 | 29.0% | 1.7% |
| 55Δ | 53.33 | 34.3% | 1.9% | 53.89 | 25.7% | 1.2% |
| 60Δ | 52.99 | 35.3% | 1.6% | 54.18 | 24.5% | 0.9% |
| 65Δ | 52.58 | 36.1% | 1.4% | 54.46 | 24.8% | 0.8% |
| 70Δ | 52.17 | 36.9% | 1.2% | 54.75 | 25.1% | 0.6% |
| 75Δ | 51.51 | 41.5% | 1.0% | 55.07 | 25.7% | 0.5% |
| 80Δ | 50.61 | 48.0% | 0.9% | 55.71 | 29.2% | 0.4% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 51.02
- IV
- 42.0%
- B/E move
- 5.5%
25Δ
- Pseudo strike
- 56.00
- IV
- 41.9%
- B/E move
- 5.4%
- Pseudo strike
- 51.58
- IV
- 40.7%
- B/E move
- 4.6%
30Δ
- Pseudo strike
- 55.49
- IV
- 41.2%
- B/E move
- 4.7%
- Pseudo strike
- 52.11
- IV
- 39.2%
- B/E move
- 3.9%
35Δ
- Pseudo strike
- 54.98
- IV
- 40.3%
- B/E move
- 4.0%
- Pseudo strike
- 52.56
- IV
- 37.5%
- B/E move
- 3.2%
40Δ
- Pseudo strike
- 54.50
- IV
- 36.4%
- B/E move
- 3.2%
- Pseudo strike
- 53.00
- IV
- 35.8%
- B/E move
- 2.6%
45Δ
- Pseudo strike
- 54.02
- IV
- 32.5%
- B/E move
- 2.4%
- Pseudo strike
- 53.29
- IV
- 32.4%
- B/E move
- 2.2%
50Δ
- Pseudo strike
- 53.67
- IV
- 33.3%
- B/E move
- 2.1%
- Pseudo strike
- 53.59
- IV
- 29.0%
- B/E move
- 1.7%
55Δ
- Pseudo strike
- 53.33
- IV
- 34.3%
- B/E move
- 1.9%
- Pseudo strike
- 53.89
- IV
- 25.7%
- B/E move
- 1.2%
60Δ
- Pseudo strike
- 52.99
- IV
- 35.3%
- B/E move
- 1.6%
- Pseudo strike
- 54.18
- IV
- 24.5%
- B/E move
- 0.9%
65Δ
- Pseudo strike
- 52.58
- IV
- 36.1%
- B/E move
- 1.4%
- Pseudo strike
- 54.46
- IV
- 24.8%
- B/E move
- 0.8%
70Δ
- Pseudo strike
- 52.17
- IV
- 36.9%
- B/E move
- 1.2%
- Pseudo strike
- 54.75
- IV
- 25.1%
- B/E move
- 0.6%
75Δ
- Pseudo strike
- 51.51
- IV
- 41.5%
- B/E move
- 1.0%
- Pseudo strike
- 55.07
- IV
- 25.7%
- B/E move
- 0.5%
80Δ
- Pseudo strike
- 50.61
- IV
- 48.0%
- B/E move
- 0.9%
- Pseudo strike
- 55.71
- IV
- 29.2%
- B/E move
- 0.4%
Options history
Table
| Date | IV (%) |
|---|---|
| 23.84% | |
| 24.66% | |
| 25.56% | |
| 26.73% | |
| 26.72% | |
| 26.17% | |
| 24.53% | |
| 24.28% | |
| 24.62% | |
| 25.84% |