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Global X Funds Global X Internet of Things ETF SNSR

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Market datapartial · fetched 2026-10-22T21:02:03.348Z

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 · 2026-10-22T20:00:00.373759364Z

FundamentalsAlpha Vantage · unavailable

Share price$45.69
1D-1.3%
AH$45.39$45.56$45.73$45.90$46.075:30 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$0.46$1.63$2.79$3.95$5.12$39.74$42.76$45.78$48.80$51.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNSR spot · $45.69SNSR PRICE$0.59$0.68$0.79$0.95$1.14$1.37$1.61$2.05$2.50$2.91$3.13$3.27$4.78$0.77$0.95$1.16$1.28$1.40$1.63$1.87$2.10$2.37$2.93$3.41$3.84$4.16
PutsExpensive1.50×
CallsExpensive1.80×
SkewBearish+0.83 pp
Implied moveBearish±$3.48
TiltBearish3.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.2243.4%13.4%41.1349.8%11.6%
25Δ49.5037.1%9.8%42.3246.4%9.5%
30Δ48.4734.0%7.8%43.2544.2%7.9%
35Δ47.7132.6%6.5%44.1639.6%6.1%
40Δ47.1132.6%5.6%44.8836.1%4.8%
45Δ46.5732.8%4.9%45.4834.9%4.0%
50Δ46.0333.2%4.3%46.0434.2%3.3%
55Δ45.4536.1%4.0%46.5532.9%2.7%
60Δ44.8438.6%3.6%47.0932.0%2.1%
65Δ44.1839.2%3.1%47.7934.0%1.8%
70Δ43.6936.8%2.5%48.4534.2%1.4%
75Δ43.2633.2%1.8%49.0633.5%1.0%
80Δ41.6942.8%1.7%49.5631.3%0.6%

20Δ

Calls
Pseudo strike
51.22
IV
43.4%
B/E move
13.4%
Puts
Pseudo strike
41.13
IV
49.8%
B/E move
11.6%

25Δ

Calls
Pseudo strike
49.50
IV
37.1%
B/E move
9.8%
Puts
Pseudo strike
42.32
IV
46.4%
B/E move
9.5%

30Δ

Calls
Pseudo strike
48.47
IV
34.0%
B/E move
7.8%
Puts
Pseudo strike
43.25
IV
44.2%
B/E move
7.9%

35Δ

Calls
Pseudo strike
47.71
IV
32.6%
B/E move
6.5%
Puts
Pseudo strike
44.16
IV
39.6%
B/E move
6.1%

40Δ

Calls
Pseudo strike
47.11
IV
32.6%
B/E move
5.6%
Puts
Pseudo strike
44.88
IV
36.1%
B/E move
4.8%

45Δ

Calls
Pseudo strike
46.57
IV
32.8%
B/E move
4.9%
Puts
Pseudo strike
45.48
IV
34.9%
B/E move
4.0%

50Δ

Calls
Pseudo strike
46.03
IV
33.2%
B/E move
4.3%
Puts
Pseudo strike
46.04
IV
34.2%
B/E move
3.3%

55Δ

Calls
Pseudo strike
45.45
IV
36.1%
B/E move
4.0%
Puts
Pseudo strike
46.55
IV
32.9%
B/E move
2.7%

60Δ

Calls
Pseudo strike
44.84
IV
38.6%
B/E move
3.6%
Puts
Pseudo strike
47.09
IV
32.0%
B/E move
2.1%

65Δ

Calls
Pseudo strike
44.18
IV
39.2%
B/E move
3.1%
Puts
Pseudo strike
47.79
IV
34.0%
B/E move
1.8%

70Δ

Calls
Pseudo strike
43.69
IV
36.8%
B/E move
2.5%
Puts
Pseudo strike
48.45
IV
34.2%
B/E move
1.4%

75Δ

Calls
Pseudo strike
43.26
IV
33.2%
B/E move
1.8%
Puts
Pseudo strike
49.06
IV
33.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
41.69
IV
42.8%
B/E move
1.7%
Puts
Pseudo strike
49.56
IV
31.3%
B/E move
0.6%

Options history

No recorded observations