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Global X Defense Tech ETF SHLD

i

Market dataready · fetched 2026-11-13T02:27:13.545Z

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 · 2026-11-13T01:00:00.071364749Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:27:13.121461+00:00

Share price$60.28
1D-1.2%
AH$60.08$60.33$60.58$60.83$61.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSHLD
Sold putSold callAH

Global X Defense Tech ETF options

Live interpolated SHLD call and put midpoint premiums by absolute delta.Global X Defense Tech ETF$0.24$1.25$2.26$3.28$4.29$56.41$58.34$60.27$62.21$64.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SHLD spot · $60.28SHLD PRICE$0.35$0.44$0.52$0.62$0.71$0.83$0.95$1.07$2.35$2.58$2.81$4.00$0.39$0.43$0.49$0.59$0.68$0.78$0.90$1.01$1.12$1.32$1.61$1.91
Puts——
Calls——
Skew——
Implied moveBullish±$1.84
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.1335.1%5.3%57.5838.7%5.1%
25Δ62.5133.7%4.4%58.4532.2%3.8%
30Δ61.9031.4%3.6%59.0628.3%2.8%
35Δ61.4830.1%3.0%59.4127.3%2.4%
40Δ61.0528.8%2.5%59.7626.2%2.0%
45Δ60.7227.9%2.1%60.0825.3%1.6%
50Δ60.4127.1%1.8%60.3424.4%1.4%
55Δ60.0926.3%1.5%60.6123.5%1.1%
60Δ60.8722.7%0.9%
65Δ58.9544.4%1.7%61.1922.8%0.7%
70Δ58.5142.2%1.3%61.5523.9%0.6%
75Δ58.0740.0%1.0%61.9124.9%0.5%
80Δ56.8449.8%0.9%

20Δ

Calls
Pseudo strike
63.13
IV
35.1%
B/E move
5.3%
Puts
Pseudo strike
57.58
IV
38.7%
B/E move
5.1%

25Δ

Calls
Pseudo strike
62.51
IV
33.7%
B/E move
4.4%
Puts
Pseudo strike
58.45
IV
32.2%
B/E move
3.8%

30Δ

Calls
Pseudo strike
61.90
IV
31.4%
B/E move
3.6%
Puts
Pseudo strike
59.06
IV
28.3%
B/E move
2.8%

35Δ

Calls
Pseudo strike
61.48
IV
30.1%
B/E move
3.0%
Puts
Pseudo strike
59.41
IV
27.3%
B/E move
2.4%

40Δ

Calls
Pseudo strike
61.05
IV
28.8%
B/E move
2.5%
Puts
Pseudo strike
59.76
IV
26.2%
B/E move
2.0%

45Δ

Calls
Pseudo strike
60.72
IV
27.9%
B/E move
2.1%
Puts
Pseudo strike
60.08
IV
25.3%
B/E move
1.6%

50Δ

Calls
Pseudo strike
60.41
IV
27.1%
B/E move
1.8%
Puts
Pseudo strike
60.34
IV
24.4%
B/E move
1.4%

55Δ

Calls
Pseudo strike
60.09
IV
26.3%
B/E move
1.5%
Puts
Pseudo strike
60.61
IV
23.5%
B/E move
1.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.87
IV
22.7%
B/E move
0.9%

65Δ

Calls
Pseudo strike
58.95
IV
44.4%
B/E move
1.7%
Puts
Pseudo strike
61.19
IV
22.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
58.51
IV
42.2%
B/E move
1.3%
Puts
Pseudo strike
61.55
IV
23.9%
B/E move
0.6%

75Δ

Calls
Pseudo strike
58.07
IV
40.0%
B/E move
1.0%
Puts
Pseudo strike
61.91
IV
24.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
56.84
IV
49.8%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend25.83%
Daily EOD
SHLD23.9%25.5%27.2%2026-10-19: 24.12%2026-10-20: 24.33%2026-10-21: 24.85%2026-10-22: 24.56%2026-10-23: 25.69%2026-10-26: 26.94%2026-10-27: 25.78%2026-10-28: 26.94%2026-10-29: 26.08%2026-10-30: 25.83%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
24.12%
24.33%
24.85%
24.56%
25.69%
26.94%
25.78%
26.94%
26.08%
25.83%