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Global X Russell 2000 Covered Call ETF RYLD

i

Market dataready · fetched 2026-11-12T00:54:34.929Z

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 · 2026-11-11T23:30:00.003121765Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:54:34.491438+00:00

Share price$15.49
1D+0.5%
AH$15.40$15.43$15.45$15.48$15.505:30 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$0.09$0.64$1.18$1.72$2.27$14.98$15.24$15.49$15.75$16.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive RYLD spot · $15.49RYLD PRICE$0.15$0.20$0.25$0.29$0.34$0.39$0.43$0.48$0.53$0.57$0.62$1.88$0.17$0.24$0.31$0.38$0.46$0.53$0.60$0.67$0.75$1.21$1.69$2.11
Puts——
Calls——
Skew——
Implied moveBearish±$0.96
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.5937.6%8.1%
25Δ16.4437.4%7.4%15.1726.7%3.2%
30Δ16.2937.2%6.8%15.2729.2%3.0%
35Δ16.1437.0%6.1%15.3731.7%2.8%
40Δ15.9936.8%5.4%15.4834.2%2.6%
45Δ15.8436.7%4.8%15.5836.7%2.4%
50Δ15.7036.5%4.1%15.6939.2%2.2%
55Δ15.5536.3%3.5%15.7941.7%2.0%
60Δ15.4036.1%2.8%15.8944.2%1.8%
65Δ15.2535.9%2.1%16.0046.7%1.6%
70Δ15.1035.7%1.5%16.4660.9%1.5%
75Δ16.9475.7%1.5%
80Δ13.8989.7%1.8%17.4179.5%1.2%

20Δ

Calls
Pseudo strike
16.59
IV
37.6%
B/E move
8.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
16.44
IV
37.4%
B/E move
7.4%
Puts
Pseudo strike
15.17
IV
26.7%
B/E move
3.2%

30Δ

Calls
Pseudo strike
16.29
IV
37.2%
B/E move
6.8%
Puts
Pseudo strike
15.27
IV
29.2%
B/E move
3.0%

35Δ

Calls
Pseudo strike
16.14
IV
37.0%
B/E move
6.1%
Puts
Pseudo strike
15.37
IV
31.7%
B/E move
2.8%

40Δ

Calls
Pseudo strike
15.99
IV
36.8%
B/E move
5.4%
Puts
Pseudo strike
15.48
IV
34.2%
B/E move
2.6%

45Δ

Calls
Pseudo strike
15.84
IV
36.7%
B/E move
4.8%
Puts
Pseudo strike
15.58
IV
36.7%
B/E move
2.4%

50Δ

Calls
Pseudo strike
15.70
IV
36.5%
B/E move
4.1%
Puts
Pseudo strike
15.69
IV
39.2%
B/E move
2.2%

55Δ

Calls
Pseudo strike
15.55
IV
36.3%
B/E move
3.5%
Puts
Pseudo strike
15.79
IV
41.7%
B/E move
2.0%

60Δ

Calls
Pseudo strike
15.40
IV
36.1%
B/E move
2.8%
Puts
Pseudo strike
15.89
IV
44.2%
B/E move
1.8%

65Δ

Calls
Pseudo strike
15.25
IV
35.9%
B/E move
2.1%
Puts
Pseudo strike
16.00
IV
46.7%
B/E move
1.6%

70Δ

Calls
Pseudo strike
15.10
IV
35.7%
B/E move
1.5%
Puts
Pseudo strike
16.46
IV
60.9%
B/E move
1.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.94
IV
75.7%
B/E move
1.5%

80Δ

Calls
Pseudo strike
13.89
IV
89.7%
B/E move
1.8%
Puts
Pseudo strike
17.41
IV
79.5%
B/E move
1.2%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations