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Global X Russell 2000 Covered Call & Growth ETF RYLG

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Market datapartial · fetched 2026-10-23T03:50:32.945Z

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 · 2026-10-23T00:00:00.074613691Z

FundamentalsAlpha Vantage · unavailable

Share price$23.13
1D-0.1%
AH$23.08$23.12$23.16$23.20$23.245:30 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$0.62$0.90$1.19$1.48$1.76$19.98$21.61$23.24$24.86$26.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RYLG spot · $23.13RYLG PRICE$0.65$0.65$0.65$0.66$0.67$0.74$0.82$0.89$0.96$1.04$1.11$1.19$1.27$0.65$0.65$0.67$0.71$0.76$0.81$0.89$0.97$1.05$1.13$1.30$1.49$1.68
PutsExpensive2.38×
CallsExpensive2.78×
SkewBullish-3.23 pp
Implied moveBearish±$1.71
TiltBearish6.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.80102.2%35.9%19.6780.7%17.8%
25Δ27.3374.4%21.0%20.9761.5%12.2%
30Δ25.6357.5%13.6%21.7350.7%8.9%
35Δ24.6846.8%9.5%22.2643.9%6.8%
40Δ24.0138.8%6.7%22.6639.1%5.3%
45Δ23.6936.2%5.6%23.0334.8%3.9%
50Δ23.3833.7%4.6%23.2632.7%3.3%
55Δ23.0631.1%3.5%23.4930.7%2.7%
60Δ22.8629.1%3.0%23.7228.7%2.0%
65Δ22.6827.2%2.5%23.9526.7%1.4%
70Δ22.5025.3%2.1%24.2025.7%1.0%
75Δ22.3223.4%1.6%24.4525.2%0.7%
80Δ22.1321.5%1.2%24.7124.6%0.5%

20Δ

Calls
Pseudo strike
30.80
IV
102.2%
B/E move
35.9%
Puts
Pseudo strike
19.67
IV
80.7%
B/E move
17.8%

25Δ

Calls
Pseudo strike
27.33
IV
74.4%
B/E move
21.0%
Puts
Pseudo strike
20.97
IV
61.5%
B/E move
12.2%

30Δ

Calls
Pseudo strike
25.63
IV
57.5%
B/E move
13.6%
Puts
Pseudo strike
21.73
IV
50.7%
B/E move
8.9%

35Δ

Calls
Pseudo strike
24.68
IV
46.8%
B/E move
9.5%
Puts
Pseudo strike
22.26
IV
43.9%
B/E move
6.8%

40Δ

Calls
Pseudo strike
24.01
IV
38.8%
B/E move
6.7%
Puts
Pseudo strike
22.66
IV
39.1%
B/E move
5.3%

45Δ

Calls
Pseudo strike
23.69
IV
36.2%
B/E move
5.6%
Puts
Pseudo strike
23.03
IV
34.8%
B/E move
3.9%

50Δ

Calls
Pseudo strike
23.38
IV
33.7%
B/E move
4.6%
Puts
Pseudo strike
23.26
IV
32.7%
B/E move
3.3%

55Δ

Calls
Pseudo strike
23.06
IV
31.1%
B/E move
3.5%
Puts
Pseudo strike
23.49
IV
30.7%
B/E move
2.7%

60Δ

Calls
Pseudo strike
22.86
IV
29.1%
B/E move
3.0%
Puts
Pseudo strike
23.72
IV
28.7%
B/E move
2.0%

65Δ

Calls
Pseudo strike
22.68
IV
27.2%
B/E move
2.5%
Puts
Pseudo strike
23.95
IV
26.7%
B/E move
1.4%

70Δ

Calls
Pseudo strike
22.50
IV
25.3%
B/E move
2.1%
Puts
Pseudo strike
24.20
IV
25.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
22.32
IV
23.4%
B/E move
1.6%
Puts
Pseudo strike
24.45
IV
25.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
22.13
IV
21.5%
B/E move
1.2%
Puts
Pseudo strike
24.71
IV
24.6%
B/E move
0.5%

Options history

No recorded observations