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Global X Russell 2000 Covered Call & Growth ETF RYLG

i

Market dataready · fetched 2026-11-12T04:07:19.389Z

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 · 2026-11-12T01:00:00.140728597Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T04:07:18.974314+00:00

Share price$23.63
1D+0.0%
AH$23.57$23.58$23.59$23.59$23.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRYLG
Sold putSold callAH

Global X Russell 2000 Covered Call & Growth ETF options

Live interpolated RYLG call and put midpoint premiums by absolute delta.Global X Russell 2000 Covered Call & Growth ETF$0.58$0.77$0.96$1.15$1.34$20.85$22.31$23.76$25.21$26.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RYLG spot · $23.63RYLG PRICE$0.60$0.60$0.60$0.60$0.61$0.63$0.71$0.79$0.88$0.96$1.05$1.17$1.29$0.60$0.60$0.61$0.62$0.66$0.71$0.75$0.80$0.88$0.97$1.06$1.15$1.24
PutsExpensive3.15×
CallsExpensive3.63×
SkewBullish-6.97 pp
Implied moveBearish±$1.47
TiltBalanced0.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.32165.6%30.9%20.29134.0%16.7%
25Δ27.33121.0%18.2%21.49103.0%11.6%
30Δ25.8193.6%11.8%22.2683.1%8.4%
35Δ24.9375.0%8.0%22.8069.1%6.2%
40Δ24.4564.0%6.1%23.1560.7%4.8%
45Δ23.9953.4%4.2%23.4055.7%4.0%
50Δ23.7751.1%3.6%23.6550.7%3.1%
55Δ23.5548.8%3.0%23.8945.7%2.3%
60Δ23.3346.5%2.4%24.0942.2%1.8%
65Δ23.1144.2%1.9%24.2539.8%1.5%
70Δ22.9241.7%1.4%24.4137.4%1.2%
75Δ22.7438.9%1.2%24.5635.0%0.9%
80Δ22.5636.1%0.9%24.7232.6%0.6%

20Δ

Calls
Pseudo strike
30.32
IV
165.6%
B/E move
30.9%
Puts
Pseudo strike
20.29
IV
134.0%
B/E move
16.7%

25Δ

Calls
Pseudo strike
27.33
IV
121.0%
B/E move
18.2%
Puts
Pseudo strike
21.49
IV
103.0%
B/E move
11.6%

30Δ

Calls
Pseudo strike
25.81
IV
93.6%
B/E move
11.8%
Puts
Pseudo strike
22.26
IV
83.1%
B/E move
8.4%

35Δ

Calls
Pseudo strike
24.93
IV
75.0%
B/E move
8.0%
Puts
Pseudo strike
22.80
IV
69.1%
B/E move
6.2%

40Δ

Calls
Pseudo strike
24.45
IV
64.0%
B/E move
6.1%
Puts
Pseudo strike
23.15
IV
60.7%
B/E move
4.8%

45Δ

Calls
Pseudo strike
23.99
IV
53.4%
B/E move
4.2%
Puts
Pseudo strike
23.40
IV
55.7%
B/E move
4.0%

50Δ

Calls
Pseudo strike
23.77
IV
51.1%
B/E move
3.6%
Puts
Pseudo strike
23.65
IV
50.7%
B/E move
3.1%

55Δ

Calls
Pseudo strike
23.55
IV
48.8%
B/E move
3.0%
Puts
Pseudo strike
23.89
IV
45.7%
B/E move
2.3%

60Δ

Calls
Pseudo strike
23.33
IV
46.5%
B/E move
2.4%
Puts
Pseudo strike
24.09
IV
42.2%
B/E move
1.8%

65Δ

Calls
Pseudo strike
23.11
IV
44.2%
B/E move
1.9%
Puts
Pseudo strike
24.25
IV
39.8%
B/E move
1.5%

70Δ

Calls
Pseudo strike
22.92
IV
41.7%
B/E move
1.4%
Puts
Pseudo strike
24.41
IV
37.4%
B/E move
1.2%

75Δ

Calls
Pseudo strike
22.74
IV
38.9%
B/E move
1.2%
Puts
Pseudo strike
24.56
IV
35.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
22.56
IV
36.1%
B/E move
0.9%
Puts
Pseudo strike
24.72
IV
32.6%
B/E move
0.6%

Options history

IV · four-Friday blend32.85%
Daily EOD
RYLG28.6%45.9%63.2%2026-10-19: 31.25%2026-10-20: 30.95%2026-10-21: 31.55%2026-10-22: 32.00%2026-10-23: 32.11%2026-10-26: 32.45%2026-10-27: 32.38%2026-10-28: 60.81%2026-10-29: 31.87%2026-10-30: 32.85%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
31.25%
30.95%
31.55%
32.00%
32.11%
32.45%
32.38%
60.81%
31.87%
32.85%