Global X S&P 500 Quality Dividend ETF QDIV
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Market dataready · fetched 2026-11-12T02:38:49.636Z
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 · 2026-11-12T01:00:00.068112102Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:38:49.296288+00:00
Global X S&P 500 Quality Dividend ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 37.92 | 103.2% | 13.3% | |||
| 25Δ | 47.51 | 89.5% | 13.0% | 39.73 | 78.7% | 9.1% |
| 30Δ | 45.62 | 69.4% | 8.5% | 40.86 | 63.9% | 6.5% |
| 35Δ | 44.50 | 55.9% | 5.9% | 41.59 | 53.6% | 4.8% |
| 40Δ | 43.79 | 46.9% | 4.3% | 42.15 | 46.3% | 3.6% |
| 45Δ | 43.33 | 41.0% | 3.3% | 42.52 | 42.8% | 2.9% |
| 50Δ | 42.93 | 36.2% | 2.5% | 42.90 | 39.3% | 2.3% |
| 55Δ | 42.68 | 33.7% | 2.1% | 43.20 | 37.1% | 1.8% |
| 60Δ | 42.44 | 31.3% | 1.7% | 43.47 | 35.2% | 1.5% |
| 65Δ | 42.20 | 28.8% | 1.3% | 43.74 | 33.4% | 1.1% |
| 70Δ | 44.01 | 31.6% | 0.8% | |||
| 75Δ | 44.55 | 34.7% | 0.7% | |||
| 80Δ | 45.25 | 39.7% | 0.6% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 37.92
- IV
- 103.2%
- B/E move
- 13.3%
25Δ
- Pseudo strike
- 47.51
- IV
- 89.5%
- B/E move
- 13.0%
- Pseudo strike
- 39.73
- IV
- 78.7%
- B/E move
- 9.1%
30Δ
- Pseudo strike
- 45.62
- IV
- 69.4%
- B/E move
- 8.5%
- Pseudo strike
- 40.86
- IV
- 63.9%
- B/E move
- 6.5%
35Δ
- Pseudo strike
- 44.50
- IV
- 55.9%
- B/E move
- 5.9%
- Pseudo strike
- 41.59
- IV
- 53.6%
- B/E move
- 4.8%
40Δ
- Pseudo strike
- 43.79
- IV
- 46.9%
- B/E move
- 4.3%
- Pseudo strike
- 42.15
- IV
- 46.3%
- B/E move
- 3.6%
45Δ
- Pseudo strike
- 43.33
- IV
- 41.0%
- B/E move
- 3.3%
- Pseudo strike
- 42.52
- IV
- 42.8%
- B/E move
- 2.9%
50Δ
- Pseudo strike
- 42.93
- IV
- 36.2%
- B/E move
- 2.5%
- Pseudo strike
- 42.90
- IV
- 39.3%
- B/E move
- 2.3%
55Δ
- Pseudo strike
- 42.68
- IV
- 33.7%
- B/E move
- 2.1%
- Pseudo strike
- 43.20
- IV
- 37.1%
- B/E move
- 1.8%
60Δ
- Pseudo strike
- 42.44
- IV
- 31.3%
- B/E move
- 1.7%
- Pseudo strike
- 43.47
- IV
- 35.2%
- B/E move
- 1.5%
65Δ
- Pseudo strike
- 42.20
- IV
- 28.8%
- B/E move
- 1.3%
- Pseudo strike
- 43.74
- IV
- 33.4%
- B/E move
- 1.1%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 44.01
- IV
- 31.6%
- B/E move
- 0.8%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 44.55
- IV
- 34.7%
- B/E move
- 0.7%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 45.25
- IV
- 39.7%
- B/E move
- 0.6%
Options history
Table
| Date | IV (%) |
|---|---|
| 20.91% | |
| 20.68% | |
| 21.05% | |
| 20.53% | |
| 21.01% | |
| 24.37% | |
| 24.56% | |
| 24.86% | |
| 24.71% | |
| 25.01% |