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Global X Funds Global X NASDAQ 100 Risk Managed Income ETF QRMI

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Market dataready · fetched 2026-10-22T23:30:03.697Z

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 · 2026-10-22T20:00:00.309080487Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:23:44.431912+00:00

Share price$14.90
1D-0.5%
AH$14.87$14.90$14.92$14.94$14.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQRMI
Sold putSold callAH

Global X Funds Global X NASDAQ 100 Risk Managed Income ETF options

Live interpolated QRMI call and put midpoint premiums by absolute delta.Global X Funds Global X NASDAQ 100 Risk Managed Income ETF$0.34$0.47$0.60$0.74$0.87$12.74$13.76$14.78$15.80$16.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QRMI spot · $14.89QRMI PRICE$0.35$0.35$0.36$0.37$0.38$0.39$0.41$0.48$0.55$0.62$0.69$0.76$0.83$0.35$0.35$0.36$0.38$0.40$0.43$0.45
PutsExpensive5.46×
CallsExpensive5.65×
SkewBearish+5.61 pp
Implied moveBearish±$0.85
TiltBullish41.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.7583.5%28.2%12.9568.3%15.4%
25Δ17.0360.9%16.7%13.6153.6%11.0%
30Δ16.6053.4%13.9%14.0943.2%7.8%
35Δ16.1946.2%11.2%14.3138.9%6.5%
40Δ15.7839.1%8.5%14.5334.5%5.1%
45Δ15.3731.9%5.8%14.7530.1%3.8%
50Δ14.9925.3%3.4%14.9825.8%2.5%
55Δ14.8624.4%3.0%
60Δ14.7423.6%2.7%
65Δ14.6222.7%2.3%
70Δ14.5021.8%2.0%
75Δ14.3720.9%1.6%
80Δ14.2520.0%1.2%

20Δ

Calls
Pseudo strike
18.75
IV
83.5%
B/E move
28.2%
Puts
Pseudo strike
12.95
IV
68.3%
B/E move
15.4%

25Δ

Calls
Pseudo strike
17.03
IV
60.9%
B/E move
16.7%
Puts
Pseudo strike
13.61
IV
53.6%
B/E move
11.0%

30Δ

Calls
Pseudo strike
16.60
IV
53.4%
B/E move
13.9%
Puts
Pseudo strike
14.09
IV
43.2%
B/E move
7.8%

35Δ

Calls
Pseudo strike
16.19
IV
46.2%
B/E move
11.2%
Puts
Pseudo strike
14.31
IV
38.9%
B/E move
6.5%

40Δ

Calls
Pseudo strike
15.78
IV
39.1%
B/E move
8.5%
Puts
Pseudo strike
14.53
IV
34.5%
B/E move
5.1%

45Δ

Calls
Pseudo strike
15.37
IV
31.9%
B/E move
5.8%
Puts
Pseudo strike
14.75
IV
30.1%
B/E move
3.8%

50Δ

Calls
Pseudo strike
14.99
IV
25.3%
B/E move
3.4%
Puts
Pseudo strike
14.98
IV
25.8%
B/E move
2.5%

55Δ

Calls
Pseudo strike
14.86
IV
24.4%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
14.74
IV
23.6%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
14.62
IV
22.7%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
14.50
IV
21.8%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
14.37
IV
20.9%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
14.25
IV
20.0%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations