Global X MSCI SuperDividend Emerging Markets ETF SDEM
i
Market dataready · fetched 2026-11-11T15:51:58.699Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-11T15:50:04.315927785Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:51:58.312397+00:00
Global X MSCI SuperDividend Emerging Markets ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 27.27 | 140.0% | 18.2% | |||
| 25Δ | 29.42 | 100.0% | 11.5% | |||
| 30Δ | 35.31 | 91.2% | 11.8% | 30.49 | 79.8% | 8.2% |
| 35Δ | 34.32 | 76.1% | 8.7% | |||
| 40Δ | 33.49 | 62.8% | 6.2% | |||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | ||||||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 27.27
- IV
- 140.0%
- B/E move
- 18.2%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 29.42
- IV
- 100.0%
- B/E move
- 11.5%
30Δ
- Pseudo strike
- 35.31
- IV
- 91.2%
- B/E move
- 11.8%
- Pseudo strike
- 30.49
- IV
- 79.8%
- B/E move
- 8.2%
35Δ
- Pseudo strike
- 34.32
- IV
- 76.1%
- B/E move
- 8.7%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 33.49
- IV
- 62.8%
- B/E move
- 6.2%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 26.80% | |
| 32.87% | |
| 32.61% | |
| 28.83% | |
| 27.67% | |
| 37.98% | |
| 29.87% | |
| 31.80% | |
| 31.70% | |
| 44.67% |