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Global X Russell 2000 Covered Call ETF RYLD

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Market datapartial · fetched 2026-10-22T22:55:16.534Z

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 · 2026-10-22T22:30:00.003078075Z

FundamentalsAlpha Vantage · unavailable

Share price$15.21
1D+0.2%
AH$15.15$15.17$15.19$15.22$15.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRYLD
Sold putSold callAH

Global X Russell 2000 Covered Call ETF options

Live interpolated RYLD call and put midpoint premiums by absolute delta.Global X Russell 2000 Covered Call ETF$0.26$1.11$1.97$2.82$3.67$13.21$14.31$15.42$16.52$17.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RYLD spot · $15.21RYLD PRICE$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.40$0.57$0.73$0.38$0.38$0.37$0.36$0.36$0.43$0.50$0.57$0.64$0.72$0.79$0.86$3.42
PutsExpensive2.32×
CallsExpensive2.94×
SkewBullish-9.78 pp
Implied moveBearish±$0.87
TiltBearish28.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.8993.0%33.3%13.1271.8%16.2%
25Δ19.4084.9%30.0%13.9154.7%11.0%
30Δ18.9076.7%26.7%14.3144.9%8.3%
35Δ18.4068.5%23.4%14.6736.0%5.9%
40Δ17.9060.4%20.2%15.0127.7%3.7%
45Δ17.4052.2%16.9%15.1527.0%3.2%
50Δ16.9044.1%13.6%15.2926.4%2.8%
55Δ16.4135.9%10.3%15.4225.7%2.4%
60Δ15.9127.8%7.1%15.5625.0%1.9%
65Δ15.4119.6%3.8%15.7024.4%1.5%
70Δ14.9713.1%1.1%15.8423.7%1.1%
75Δ14.7814.0%0.9%15.9723.0%0.6%
80Δ14.5814.9%0.7%18.4167.7%1.5%

20Δ

Calls
Pseudo strike
19.89
IV
93.0%
B/E move
33.3%
Puts
Pseudo strike
13.12
IV
71.8%
B/E move
16.2%

25Δ

Calls
Pseudo strike
19.40
IV
84.9%
B/E move
30.0%
Puts
Pseudo strike
13.91
IV
54.7%
B/E move
11.0%

30Δ

Calls
Pseudo strike
18.90
IV
76.7%
B/E move
26.7%
Puts
Pseudo strike
14.31
IV
44.9%
B/E move
8.3%

35Δ

Calls
Pseudo strike
18.40
IV
68.5%
B/E move
23.4%
Puts
Pseudo strike
14.67
IV
36.0%
B/E move
5.9%

40Δ

Calls
Pseudo strike
17.90
IV
60.4%
B/E move
20.2%
Puts
Pseudo strike
15.01
IV
27.7%
B/E move
3.7%

45Δ

Calls
Pseudo strike
17.40
IV
52.2%
B/E move
16.9%
Puts
Pseudo strike
15.15
IV
27.0%
B/E move
3.2%

50Δ

Calls
Pseudo strike
16.90
IV
44.1%
B/E move
13.6%
Puts
Pseudo strike
15.29
IV
26.4%
B/E move
2.8%

55Δ

Calls
Pseudo strike
16.41
IV
35.9%
B/E move
10.3%
Puts
Pseudo strike
15.42
IV
25.7%
B/E move
2.4%

60Δ

Calls
Pseudo strike
15.91
IV
27.8%
B/E move
7.1%
Puts
Pseudo strike
15.56
IV
25.0%
B/E move
1.9%

65Δ

Calls
Pseudo strike
15.41
IV
19.6%
B/E move
3.8%
Puts
Pseudo strike
15.70
IV
24.4%
B/E move
1.5%

70Δ

Calls
Pseudo strike
14.97
IV
13.1%
B/E move
1.1%
Puts
Pseudo strike
15.84
IV
23.7%
B/E move
1.1%

75Δ

Calls
Pseudo strike
14.78
IV
14.0%
B/E move
0.9%
Puts
Pseudo strike
15.97
IV
23.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
14.58
IV
14.9%
B/E move
0.7%
Puts
Pseudo strike
18.41
IV
67.7%
B/E move
1.5%

Options history

No recorded observations