IntraAlpha
Create free account Start free

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

i

Market dataready · fetched 2026-10-22T21:06:48.133Z

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 · 2026-10-22T20:55:10.080343911Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:06:47.571353+00:00

Share price$18.05
1D-1.0%
AH$18.00$18.07$18.13$18.20$18.265:30 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$0.16$0.92$1.68$2.45$3.21$15.80$17.01$18.21$19.41$20.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QYLD spot · $18.05QYLD PRICE$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.67$1.05$1.44$1.82$2.21$0.34$0.32$0.29$0.27$0.24$0.37$0.75$1.12$1.49$1.87$2.24$2.62$2.99
PutsExpensive3.18×
CallsExpensive4.44×
SkewBullish-6.19 pp
Implied moveBearish±$1.12
TiltBearish18.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.9972.7%23.9%14.8777.1%19.5%
25Δ21.4464.9%20.9%15.5563.3%15.6%
30Δ20.8957.0%17.8%16.2349.6%11.7%
35Δ20.3449.1%14.8%16.9135.8%7.8%
40Δ19.7941.3%11.7%17.5922.0%3.9%
45Δ19.2433.4%8.7%18.1614.9%1.5%
50Δ18.6925.5%5.6%18.5618.0%1.3%
55Δ18.1417.7%2.5%18.9621.2%1.2%
60Δ17.7121.0%1.8%19.3624.4%1.0%
65Δ17.3227.9%1.8%19.7627.6%0.9%
70Δ16.9434.9%1.8%20.1730.8%0.7%
75Δ16.5541.9%1.8%20.5733.9%0.6%
80Δ16.1648.9%1.8%20.9737.1%0.4%

20Δ

Calls
Pseudo strike
21.99
IV
72.7%
B/E move
23.9%
Puts
Pseudo strike
14.87
IV
77.1%
B/E move
19.5%

25Δ

Calls
Pseudo strike
21.44
IV
64.9%
B/E move
20.9%
Puts
Pseudo strike
15.55
IV
63.3%
B/E move
15.6%

30Δ

Calls
Pseudo strike
20.89
IV
57.0%
B/E move
17.8%
Puts
Pseudo strike
16.23
IV
49.6%
B/E move
11.7%

35Δ

Calls
Pseudo strike
20.34
IV
49.1%
B/E move
14.8%
Puts
Pseudo strike
16.91
IV
35.8%
B/E move
7.8%

40Δ

Calls
Pseudo strike
19.79
IV
41.3%
B/E move
11.7%
Puts
Pseudo strike
17.59
IV
22.0%
B/E move
3.9%

45Δ

Calls
Pseudo strike
19.24
IV
33.4%
B/E move
8.7%
Puts
Pseudo strike
18.16
IV
14.9%
B/E move
1.5%

50Δ

Calls
Pseudo strike
18.69
IV
25.5%
B/E move
5.6%
Puts
Pseudo strike
18.56
IV
18.0%
B/E move
1.3%

55Δ

Calls
Pseudo strike
18.14
IV
17.7%
B/E move
2.5%
Puts
Pseudo strike
18.96
IV
21.2%
B/E move
1.2%

60Δ

Calls
Pseudo strike
17.71
IV
21.0%
B/E move
1.8%
Puts
Pseudo strike
19.36
IV
24.4%
B/E move
1.0%

65Δ

Calls
Pseudo strike
17.32
IV
27.9%
B/E move
1.8%
Puts
Pseudo strike
19.76
IV
27.6%
B/E move
0.9%

70Δ

Calls
Pseudo strike
16.94
IV
34.9%
B/E move
1.8%
Puts
Pseudo strike
20.17
IV
30.8%
B/E move
0.7%

75Δ

Calls
Pseudo strike
16.55
IV
41.9%
B/E move
1.8%
Puts
Pseudo strike
20.57
IV
33.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
16.16
IV
48.9%
B/E move
1.8%
Puts
Pseudo strike
20.97
IV
37.1%
B/E move
0.4%

Options history

No recorded observations