IntraAlpha
Create free account Start free

Global X Funds Global X Internet of Things ETF SNSR

i

Market dataready · fetched 2026-11-13T02:37:18.157Z

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 · 2026-11-12T21:00:00.358366488Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:37:18.274914+00:00

Share price$46.57
1D+0.0%
AH$46.46$46.62$46.79$46.95$47.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSNSR
Sold putSold callAH

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$0.45$1.14$1.83$2.51$3.20$42.79$44.75$46.70$48.66$50.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SNSR spot · $46.57SNSR PRICE$0.53$0.58$0.67$0.78$0.89$1.00$1.15$1.32$1.51$1.88$2.26$2.63$3.00$0.61$0.67$0.75$0.83$0.91$0.96$1.00$1.04
Puts——
CallsExpensive1.12×
Skew——
Implied moveBullish±$2.15
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.2872.9%11.2%42.6876.4%9.6%
25Δ49.6459.7%7.8%43.9863.5%7.0%
30Δ48.7553.9%6.1%44.7856.0%5.4%
35Δ48.1150.9%5.0%45.3950.5%4.3%
40Δ47.6048.0%4.1%45.9245.5%3.3%
45Δ47.1145.1%3.3%46.2740.9%2.7%
50Δ46.7143.7%2.8%46.5936.3%2.1%
55Δ46.3442.8%2.4%46.9031.8%1.5%
60Δ45.9642.0%1.9%
65Δ45.4642.2%1.7%
70Δ44.9742.5%1.4%
75Δ44.4842.8%1.2%
80Δ43.9843.0%0.9%

20Δ

Calls
Pseudo strike
51.28
IV
72.9%
B/E move
11.2%
Puts
Pseudo strike
42.68
IV
76.4%
B/E move
9.6%

25Δ

Calls
Pseudo strike
49.64
IV
59.7%
B/E move
7.8%
Puts
Pseudo strike
43.98
IV
63.5%
B/E move
7.0%

30Δ

Calls
Pseudo strike
48.75
IV
53.9%
B/E move
6.1%
Puts
Pseudo strike
44.78
IV
56.0%
B/E move
5.4%

35Δ

Calls
Pseudo strike
48.11
IV
50.9%
B/E move
5.0%
Puts
Pseudo strike
45.39
IV
50.5%
B/E move
4.3%

40Δ

Calls
Pseudo strike
47.60
IV
48.0%
B/E move
4.1%
Puts
Pseudo strike
45.92
IV
45.5%
B/E move
3.3%

45Δ

Calls
Pseudo strike
47.11
IV
45.1%
B/E move
3.3%
Puts
Pseudo strike
46.27
IV
40.9%
B/E move
2.7%

50Δ

Calls
Pseudo strike
46.71
IV
43.7%
B/E move
2.8%
Puts
Pseudo strike
46.59
IV
36.3%
B/E move
2.1%

55Δ

Calls
Pseudo strike
46.34
IV
42.8%
B/E move
2.4%
Puts
Pseudo strike
46.90
IV
31.8%
B/E move
1.5%

60Δ

Calls
Pseudo strike
45.96
IV
42.0%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
45.46
IV
42.2%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
44.97
IV
42.5%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
44.48
IV
42.8%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
43.98
IV
43.0%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend33.43%
Daily EOD
SNSR27.8%30.8%33.8%2026-10-19: 29.72%2026-10-20: 29.16%2026-10-21: 28.74%2026-10-22: 31.64%2026-10-23: 32.80%2026-10-26: 31.13%2026-10-27: 29.46%2026-10-28: 29.13%2026-10-29: 28.22%2026-10-30: 33.43%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
29.72%
29.16%
28.74%
31.64%
32.80%
31.13%
29.46%
29.13%
28.22%
33.43%