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Global X Funds Global X NASDAQ-100 Covered Call ETF QYLD

i

Market dataready · fetched 2026-11-12T03:10:53.909Z

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: 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 data

PriceAlpaca · sip · 2026-11-12T00:26:47.572626799Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:10:53.547409+00:00

Share price$17.83
1D+0.1%
AH$17.81$17.88$17.96$18.03$18.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQYLD
Sold putSold callAH

Global X Funds Global X NASDAQ-100 Covered Call ETF options

Live interpolated QYLD call and put midpoint premiums by absolute delta.Global X Funds Global X NASDAQ-100 Covered Call ETF$0.06$0.28$0.49$0.71$0.92$16.57$17.16$17.76$18.35$18.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive QYLD spot · $17.83QYLD PRICE$0.09$0.11$0.14$0.17$0.19$0.26$0.34$0.43$0.51$0.60$0.69$0.77$0.86$0.09$0.10$0.12$0.13$0.15$0.16$0.18$0.19$0.20$0.22
Puts——
CallsCheap0.84×
Skew——
Implied moveBullish±$0.52
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.6326.3%5.0%17.0830.0%4.7%
25Δ18.4925.8%4.3%17.1828.1%4.2%
30Δ18.3425.2%3.7%17.2826.2%3.8%
35Δ18.2024.7%3.0%17.3824.3%3.3%
40Δ18.0524.2%2.3%17.4722.4%2.8%
45Δ17.9224.6%2.0%17.5720.5%2.4%
50Δ17.8125.6%1.8%17.6718.6%1.9%
55Δ17.6926.6%1.6%17.7716.6%1.4%
60Δ17.5727.5%1.4%17.8614.7%1.0%
65Δ17.4528.5%1.2%17.9612.8%0.5%
70Δ17.3329.5%1.0%
75Δ17.2130.4%0.9%
80Δ17.0931.4%0.7%

20Δ

Calls
Pseudo strike
18.63
IV
26.3%
B/E move
5.0%
Puts
Pseudo strike
17.08
IV
30.0%
B/E move
4.7%

25Δ

Calls
Pseudo strike
18.49
IV
25.8%
B/E move
4.3%
Puts
Pseudo strike
17.18
IV
28.1%
B/E move
4.2%

30Δ

Calls
Pseudo strike
18.34
IV
25.2%
B/E move
3.7%
Puts
Pseudo strike
17.28
IV
26.2%
B/E move
3.8%

35Δ

Calls
Pseudo strike
18.20
IV
24.7%
B/E move
3.0%
Puts
Pseudo strike
17.38
IV
24.3%
B/E move
3.3%

40Δ

Calls
Pseudo strike
18.05
IV
24.2%
B/E move
2.3%
Puts
Pseudo strike
17.47
IV
22.4%
B/E move
2.8%

45Δ

Calls
Pseudo strike
17.92
IV
24.6%
B/E move
2.0%
Puts
Pseudo strike
17.57
IV
20.5%
B/E move
2.4%

50Δ

Calls
Pseudo strike
17.81
IV
25.6%
B/E move
1.8%
Puts
Pseudo strike
17.67
IV
18.6%
B/E move
1.9%

55Δ

Calls
Pseudo strike
17.69
IV
26.6%
B/E move
1.6%
Puts
Pseudo strike
17.77
IV
16.6%
B/E move
1.4%

60Δ

Calls
Pseudo strike
17.57
IV
27.5%
B/E move
1.4%
Puts
Pseudo strike
17.86
IV
14.7%
B/E move
1.0%

65Δ

Calls
Pseudo strike
17.45
IV
28.5%
B/E move
1.2%
Puts
Pseudo strike
17.96
IV
12.8%
B/E move
0.5%

70Δ

Calls
Pseudo strike
17.33
IV
29.5%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
17.21
IV
30.4%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
17.09
IV
31.4%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations