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Global X Russell 2000 Covered Call ETF RYLD

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Market dataready · fetched 2026-10-22T23:44:19.106Z

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 · 2026-10-22T23:29:23.026548162Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:44:18.487596+00:00

Share price$15.22
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$1.18$2.10$3.02$3.94$13.19$14.31$15.42$16.54$17.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RYLD spot · $15.22RYLD PRICE$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.52$0.67$0.38$0.38$0.37$0.36$0.36$0.43$0.51$0.58$0.65$0.73$0.80$0.87$3.68
PutsExpensive2.36×
CallsExpensive2.95×
SkewBullish-9.49 pp
Implied moveBearish±$0.88
TiltBearish31.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.9093.0%33.2%13.1371.9%16.2%
25Δ19.4185.0%30.0%13.9254.7%11.0%
30Δ18.9377.0%26.8%14.3244.9%8.3%
35Δ18.4469.0%23.6%14.6835.9%5.9%
40Δ17.9561.0%20.4%15.0227.9%3.7%
45Δ17.4753.0%17.2%15.1627.3%3.3%
50Δ16.9845.0%14.0%15.3026.7%2.8%
55Δ16.4937.0%10.8%15.4426.0%2.4%
60Δ16.0129.0%7.6%15.5825.4%1.9%
65Δ15.5221.0%4.4%15.7224.7%1.5%
70Δ15.0413.0%1.3%15.8624.1%1.1%
75Δ14.8312.8%0.9%16.0023.4%0.6%
80Δ14.6513.3%0.7%18.6572.8%1.6%

20Δ

Calls
Pseudo strike
19.90
IV
93.0%
B/E move
33.2%
Puts
Pseudo strike
13.13
IV
71.9%
B/E move
16.2%

25Δ

Calls
Pseudo strike
19.41
IV
85.0%
B/E move
30.0%
Puts
Pseudo strike
13.92
IV
54.7%
B/E move
11.0%

30Δ

Calls
Pseudo strike
18.93
IV
77.0%
B/E move
26.8%
Puts
Pseudo strike
14.32
IV
44.9%
B/E move
8.3%

35Δ

Calls
Pseudo strike
18.44
IV
69.0%
B/E move
23.6%
Puts
Pseudo strike
14.68
IV
35.9%
B/E move
5.9%

40Δ

Calls
Pseudo strike
17.95
IV
61.0%
B/E move
20.4%
Puts
Pseudo strike
15.02
IV
27.9%
B/E move
3.7%

45Δ

Calls
Pseudo strike
17.47
IV
53.0%
B/E move
17.2%
Puts
Pseudo strike
15.16
IV
27.3%
B/E move
3.3%

50Δ

Calls
Pseudo strike
16.98
IV
45.0%
B/E move
14.0%
Puts
Pseudo strike
15.30
IV
26.7%
B/E move
2.8%

55Δ

Calls
Pseudo strike
16.49
IV
37.0%
B/E move
10.8%
Puts
Pseudo strike
15.44
IV
26.0%
B/E move
2.4%

60Δ

Calls
Pseudo strike
16.01
IV
29.0%
B/E move
7.6%
Puts
Pseudo strike
15.58
IV
25.4%
B/E move
1.9%

65Δ

Calls
Pseudo strike
15.52
IV
21.0%
B/E move
4.4%
Puts
Pseudo strike
15.72
IV
24.7%
B/E move
1.5%

70Δ

Calls
Pseudo strike
15.04
IV
13.0%
B/E move
1.3%
Puts
Pseudo strike
15.86
IV
24.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
14.83
IV
12.8%
B/E move
0.9%
Puts
Pseudo strike
16.00
IV
23.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
14.65
IV
13.3%
B/E move
0.7%
Puts
Pseudo strike
18.65
IV
72.8%
B/E move
1.6%

Options history

No recorded observations