Share price$14.73
1D+0.9%
Sold putSold callAH
Global X Funds Global X NASDAQ 100 Risk Managed Income ETF QRMI
i
Market dataready · fetched 2026-11-13T02:12:04.165Z
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 · 2026-11-12T21:00:00.303292999Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:12:03.854192+00:00
Global X Funds Global X NASDAQ 100 Risk Managed Income ETF options
PutsExpensive1.23×
CallsExpensive1.61×
SkewBullish-5.42 pp
Implied moveBearish±$0.96
TiltBearish6.2% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.34 | 189.1% | 34.0% | 12.51 | 152.2% | 17.8% |
| 25Δ | 17.26 | 138.1% | 19.9% | 13.28 | 117.7% | 12.6% |
| 30Δ | 16.23 | 106.9% | 12.9% | 13.83 | 92.9% | 8.9% |
| 35Δ | 15.70 | 87.8% | 9.3% | 14.13 | 80.3% | 6.9% |
| 40Δ | 15.31 | 72.1% | 6.6% | 14.31 | 73.3% | 5.9% |
| 45Δ | 14.97 | 59.1% | 4.4% | 14.50 | 66.2% | 4.8% |
| 50Δ | 14.85 | 56.1% | 3.9% | 14.69 | 59.2% | 3.7% |
| 55Δ | 14.73 | 53.0% | 3.5% | 14.87 | 52.2% | 2.6% |
| 60Δ | 14.61 | 49.9% | 3.0% | 15.04 | 46.8% | 1.8% |
| 65Δ | 14.49 | 46.9% | 2.5% | 15.18 | 45.1% | 1.6% |
| 70Δ | 14.37 | 43.8% | 2.0% | 15.33 | 43.4% | 1.3% |
| 75Δ | 14.25 | 40.7% | 1.5% | 15.47 | 41.6% | 1.0% |
| 80Δ | 14.13 | 37.7% | 1.0% | 15.61 | 39.9% | 0.8% |
20Δ
- Pseudo strike
- 19.34
- IV
- 189.1%
- B/E move
- 34.0%
- Pseudo strike
- 12.51
- IV
- 152.2%
- B/E move
- 17.8%
25Δ
- Pseudo strike
- 17.26
- IV
- 138.1%
- B/E move
- 19.9%
- Pseudo strike
- 13.28
- IV
- 117.7%
- B/E move
- 12.6%
30Δ
- Pseudo strike
- 16.23
- IV
- 106.9%
- B/E move
- 12.9%
- Pseudo strike
- 13.83
- IV
- 92.9%
- B/E move
- 8.9%
35Δ
- Pseudo strike
- 15.70
- IV
- 87.8%
- B/E move
- 9.3%
- Pseudo strike
- 14.13
- IV
- 80.3%
- B/E move
- 6.9%
40Δ
- Pseudo strike
- 15.31
- IV
- 72.1%
- B/E move
- 6.6%
- Pseudo strike
- 14.31
- IV
- 73.3%
- B/E move
- 5.9%
45Δ
- Pseudo strike
- 14.97
- IV
- 59.1%
- B/E move
- 4.4%
- Pseudo strike
- 14.50
- IV
- 66.2%
- B/E move
- 4.8%
50Δ
- Pseudo strike
- 14.85
- IV
- 56.1%
- B/E move
- 3.9%
- Pseudo strike
- 14.69
- IV
- 59.2%
- B/E move
- 3.7%
55Δ
- Pseudo strike
- 14.73
- IV
- 53.0%
- B/E move
- 3.5%
- Pseudo strike
- 14.87
- IV
- 52.2%
- B/E move
- 2.6%
60Δ
- Pseudo strike
- 14.61
- IV
- 49.9%
- B/E move
- 3.0%
- Pseudo strike
- 15.04
- IV
- 46.8%
- B/E move
- 1.8%
65Δ
- Pseudo strike
- 14.49
- IV
- 46.9%
- B/E move
- 2.5%
- Pseudo strike
- 15.18
- IV
- 45.1%
- B/E move
- 1.6%
70Δ
- Pseudo strike
- 14.37
- IV
- 43.8%
- B/E move
- 2.0%
- Pseudo strike
- 15.33
- IV
- 43.4%
- B/E move
- 1.3%
75Δ
- Pseudo strike
- 14.25
- IV
- 40.7%
- B/E move
- 1.5%
- Pseudo strike
- 15.47
- IV
- 41.6%
- B/E move
- 1.0%
80Δ
- Pseudo strike
- 14.13
- IV
- 37.7%
- B/E move
- 1.0%
- Pseudo strike
- 15.61
- IV
- 39.9%
- B/E move
- 0.8%
Options history
IV · four-Friday blend197.06%
Daily EOD
9 observations2026-10-19 — 2026-10-29
Table
| Date | IV (%) |
|---|---|
| 177.03% | |
| 171.99% | |
| 168.86% | |
| 177.71% | |
| 177.03% | |
| 181.98% | |
| 194.11% | |
| 182.70% | |
| 197.06% |