IntraAlpha
Create free account Start free

Global X MSCI SuperDividend Emerging Markets ETF SDEM

i

Market datapartial · fetched 2026-10-22T21:13:04.350Z

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 · 2026-10-22T20:10:00.003863301Z

FundamentalsAlpha Vantage · unavailable

Share price$33.58
1D-0.1%
AH$33.51$33.54$33.57$33.60$33.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSDEM
Sold putSold callAH

Global X MSCI SuperDividend Emerging Markets ETF options

Live interpolated SDEM call and put midpoint premiums by absolute delta.Global X MSCI SuperDividend Emerging Markets ETF$0.73$1.15$1.57$2.00$2.42$29.72$31.57$33.43$35.29$37.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SDEM spot · $33.58SDEM PRICE$0.78$0.78$0.79$0.84$0.90$0.97$1.06$1.15$1.24$1.34$1.45$1.55$0.78$0.80$0.82$0.87$0.94$1.03$1.12$1.21$1.32$1.42$1.53$1.77$2.30
PutsExpensive3.02×
CallsExpensive1.52×
SkewBearish+3.12 pp
Implied moveBearish±$2.09
TiltBearish10.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.2567.1%15.2%
25Δ38.3059.7%16.4%30.8352.4%10.6%
30Δ36.4246.2%10.8%31.8542.9%7.6%
35Δ35.3537.9%7.6%32.4937.4%5.8%
40Δ34.7033.0%5.8%33.0533.0%4.4%
45Δ34.2129.6%4.6%33.4130.7%3.6%
50Δ33.8327.2%3.7%33.7728.3%2.8%
55Δ33.5425.4%3.0%34.0926.3%2.1%
60Δ33.2523.7%2.4%34.3424.7%1.7%
65Δ32.9722.0%1.9%34.5923.2%1.2%
70Δ32.7820.5%1.6%34.8321.6%0.8%
75Δ32.5819.0%1.3%35.1821.3%0.5%
80Δ32.3817.5%1.0%35.7523.6%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.25
IV
67.1%
B/E move
15.2%

25Δ

Calls
Pseudo strike
38.30
IV
59.7%
B/E move
16.4%
Puts
Pseudo strike
30.83
IV
52.4%
B/E move
10.6%

30Δ

Calls
Pseudo strike
36.42
IV
46.2%
B/E move
10.8%
Puts
Pseudo strike
31.85
IV
42.9%
B/E move
7.6%

35Δ

Calls
Pseudo strike
35.35
IV
37.9%
B/E move
7.6%
Puts
Pseudo strike
32.49
IV
37.4%
B/E move
5.8%

40Δ

Calls
Pseudo strike
34.70
IV
33.0%
B/E move
5.8%
Puts
Pseudo strike
33.05
IV
33.0%
B/E move
4.4%

45Δ

Calls
Pseudo strike
34.21
IV
29.6%
B/E move
4.6%
Puts
Pseudo strike
33.41
IV
30.7%
B/E move
3.6%

50Δ

Calls
Pseudo strike
33.83
IV
27.2%
B/E move
3.7%
Puts
Pseudo strike
33.77
IV
28.3%
B/E move
2.8%

55Δ

Calls
Pseudo strike
33.54
IV
25.4%
B/E move
3.0%
Puts
Pseudo strike
34.09
IV
26.3%
B/E move
2.1%

60Δ

Calls
Pseudo strike
33.25
IV
23.7%
B/E move
2.4%
Puts
Pseudo strike
34.34
IV
24.7%
B/E move
1.7%

65Δ

Calls
Pseudo strike
32.97
IV
22.0%
B/E move
1.9%
Puts
Pseudo strike
34.59
IV
23.2%
B/E move
1.2%

70Δ

Calls
Pseudo strike
32.78
IV
20.5%
B/E move
1.6%
Puts
Pseudo strike
34.83
IV
21.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
32.58
IV
19.0%
B/E move
1.3%
Puts
Pseudo strike
35.18
IV
21.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
32.38
IV
17.5%
B/E move
1.0%
Puts
Pseudo strike
35.75
IV
23.6%
B/E move
0.4%

Options history

No recorded observations