IntraAlpha
Create free account Start free

Global X Funds Global X Internet of Things ETF SNSR

i

Market datapartial · fetched 2026-10-23T16:44:56.970Z

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 · 2026-10-23T16:43:22.789633012Z

FundamentalsAlpha Vantage · unavailable

Share price$45.90
1D+1.2%
$45.29$45.47$45.65$45.83$46.025:30 AM6:30 AM9:00 AM1:00 PMSNSR
Sold putSold call

Global X Funds Global X Internet of Things ETF options

Live interpolated SNSR call and put midpoint premiums by absolute delta.Global X Funds Global X Internet of Things ETF$0.73$1.44$2.15$2.87$3.58$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESNSR PRICE$0.81$1.04$1.27$1.51$1.74$1.97$2.21$2.44$2.67$2.91$3.14$3.37
Puts——
CallsExpensive1.95×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.2043.1%19.9%
25Δ53.2542.2%18.3%
30Δ52.3041.3%16.7%
35Δ51.3540.4%15.2%
40Δ50.4039.5%13.6%
45Δ49.4438.7%12.0%
50Δ48.4937.8%10.5%
55Δ47.5436.9%8.9%
60Δ46.5936.0%7.3%
65Δ45.6335.1%5.8%
70Δ44.6834.2%4.2%
75Δ43.7333.3%2.6%
80Δ

20Δ

Calls
Pseudo strike
54.20
IV
43.1%
B/E move
19.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
53.25
IV
42.2%
B/E move
18.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
52.30
IV
41.3%
B/E move
16.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
51.35
IV
40.4%
B/E move
15.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
50.40
IV
39.5%
B/E move
13.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
49.44
IV
38.7%
B/E move
12.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
48.49
IV
37.8%
B/E move
10.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
47.54
IV
36.9%
B/E move
8.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
46.59
IV
36.0%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
45.63
IV
35.1%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
44.68
IV
34.2%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
43.73
IV
33.3%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations