Global X Funds Global X Nasdaq 100 Covered Call & Growth ETF QYLG
i
Market dataready · fetched 2026-11-13T02:26:48.003Z
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 · 2026-11-12T21:00:00.32369504Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:26:47.632074+00:00
Global X Funds Global X Nasdaq 100 Covered Call & Growth ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 32.49 | 91.3% | 14.4% | 26.20 | 81.4% | 10.3% |
| 25Δ | 30.91 | 67.5% | 8.9% | 27.08 | 63.8% | 7.2% |
| 30Δ | 30.04 | 52.2% | 5.9% | 27.38 | 58.2% | 6.3% |
| 35Δ | 29.68 | 46.6% | 4.8% | 27.68 | 52.6% | 5.3% |
| 40Δ | 29.34 | 41.4% | 3.7% | 27.98 | 46.9% | 4.4% |
| 45Δ | 29.01 | 36.2% | 2.6% | 28.28 | 41.3% | 3.4% |
| 50Δ | 28.88 | 33.9% | 2.3% | 28.59 | 35.6% | 2.5% |
| 55Δ | 28.75 | 31.6% | 2.1% | 28.89 | 30.0% | 1.5% |
| 60Δ | 28.63 | 29.3% | 1.8% | 29.10 | 27.3% | 1.1% |
| 65Δ | 28.51 | 27.0% | 1.5% | 29.25 | 26.5% | 0.9% |
| 70Δ | 28.38 | 24.7% | 1.2% | 29.40 | 25.6% | 0.7% |
| 75Δ | 28.26 | 22.4% | 0.9% | 29.55 | 24.7% | 0.6% |
| 80Δ | 28.13 | 20.1% | 0.6% | 29.70 | 23.8% | 0.4% |
20Δ
- Pseudo strike
- 32.49
- IV
- 91.3%
- B/E move
- 14.4%
- Pseudo strike
- 26.20
- IV
- 81.4%
- B/E move
- 10.3%
25Δ
- Pseudo strike
- 30.91
- IV
- 67.5%
- B/E move
- 8.9%
- Pseudo strike
- 27.08
- IV
- 63.8%
- B/E move
- 7.2%
30Δ
- Pseudo strike
- 30.04
- IV
- 52.2%
- B/E move
- 5.9%
- Pseudo strike
- 27.38
- IV
- 58.2%
- B/E move
- 6.3%
35Δ
- Pseudo strike
- 29.68
- IV
- 46.6%
- B/E move
- 4.8%
- Pseudo strike
- 27.68
- IV
- 52.6%
- B/E move
- 5.3%
40Δ
- Pseudo strike
- 29.34
- IV
- 41.4%
- B/E move
- 3.7%
- Pseudo strike
- 27.98
- IV
- 46.9%
- B/E move
- 4.4%
45Δ
- Pseudo strike
- 29.01
- IV
- 36.2%
- B/E move
- 2.6%
- Pseudo strike
- 28.28
- IV
- 41.3%
- B/E move
- 3.4%
50Δ
- Pseudo strike
- 28.88
- IV
- 33.9%
- B/E move
- 2.3%
- Pseudo strike
- 28.59
- IV
- 35.6%
- B/E move
- 2.5%
55Δ
- Pseudo strike
- 28.75
- IV
- 31.6%
- B/E move
- 2.1%
- Pseudo strike
- 28.89
- IV
- 30.0%
- B/E move
- 1.5%
60Δ
- Pseudo strike
- 28.63
- IV
- 29.3%
- B/E move
- 1.8%
- Pseudo strike
- 29.10
- IV
- 27.3%
- B/E move
- 1.1%
65Δ
- Pseudo strike
- 28.51
- IV
- 27.0%
- B/E move
- 1.5%
- Pseudo strike
- 29.25
- IV
- 26.5%
- B/E move
- 0.9%
70Δ
- Pseudo strike
- 28.38
- IV
- 24.7%
- B/E move
- 1.2%
- Pseudo strike
- 29.40
- IV
- 25.6%
- B/E move
- 0.7%
75Δ
- Pseudo strike
- 28.26
- IV
- 22.4%
- B/E move
- 0.9%
- Pseudo strike
- 29.55
- IV
- 24.7%
- B/E move
- 0.6%
80Δ
- Pseudo strike
- 28.13
- IV
- 20.1%
- B/E move
- 0.6%
- Pseudo strike
- 29.70
- IV
- 23.8%
- B/E move
- 0.4%
Options history
Table
| Date | IV (%) |
|---|---|
| 15.57% | |
| 15.76% | |
| 16.49% | |
| 19.52% | |
| 17.31% | |
| 16.08% | |
| 15.88% | |
| 16.21% | |
| 17.80% |