Global X Funds Global X Social Media ETF SOCL
i
Market dataready · fetched 2026-11-13T17:10:45.728Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-13T16:54:31.624000844Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-13T17:10:44.937950+00:00
Global X Funds Global X Social Media ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 46.66 | 105.3% | 16.1% | 36.18 | 104.4% | 12.8% |
| 25Δ | 44.75 | 86.6% | 11.6% | 36.70 | 97.7% | 11.7% |
| 30Δ | 44.16 | 83.9% | 10.7% | 37.21 | 91.1% | 10.6% |
| 35Δ | 43.58 | 81.3% | 9.8% | 37.73 | 84.5% | 9.5% |
| 40Δ | 42.99 | 78.6% | 8.8% | 38.24 | 77.8% | 8.4% |
| 45Δ | 42.41 | 75.9% | 7.9% | 38.76 | 71.2% | 7.3% |
| 50Δ | 41.83 | 73.2% | 7.0% | 39.28 | 64.5% | 6.2% |
| 55Δ | 41.24 | 70.6% | 6.0% | 39.79 | 57.9% | 5.2% |
| 60Δ | 40.66 | 67.9% | 5.1% | 40.31 | 51.3% | 4.1% |
| 65Δ | 40.07 | 65.2% | 4.1% | 40.83 | 44.6% | 3.0% |
| 70Δ | 39.49 | 62.6% | 3.2% | 41.34 | 38.0% | 1.9% |
| 75Δ | 38.90 | 59.9% | 2.3% | 41.86 | 31.3% | 0.8% |
| 80Δ | 38.32 | 57.2% | 1.3% | 42.60 | 32.3% | 0.4% |
20Δ
- Pseudo strike
- 46.66
- IV
- 105.3%
- B/E move
- 16.1%
- Pseudo strike
- 36.18
- IV
- 104.4%
- B/E move
- 12.8%
25Δ
- Pseudo strike
- 44.75
- IV
- 86.6%
- B/E move
- 11.6%
- Pseudo strike
- 36.70
- IV
- 97.7%
- B/E move
- 11.7%
30Δ
- Pseudo strike
- 44.16
- IV
- 83.9%
- B/E move
- 10.7%
- Pseudo strike
- 37.21
- IV
- 91.1%
- B/E move
- 10.6%
35Δ
- Pseudo strike
- 43.58
- IV
- 81.3%
- B/E move
- 9.8%
- Pseudo strike
- 37.73
- IV
- 84.5%
- B/E move
- 9.5%
40Δ
- Pseudo strike
- 42.99
- IV
- 78.6%
- B/E move
- 8.8%
- Pseudo strike
- 38.24
- IV
- 77.8%
- B/E move
- 8.4%
45Δ
- Pseudo strike
- 42.41
- IV
- 75.9%
- B/E move
- 7.9%
- Pseudo strike
- 38.76
- IV
- 71.2%
- B/E move
- 7.3%
50Δ
- Pseudo strike
- 41.83
- IV
- 73.2%
- B/E move
- 7.0%
- Pseudo strike
- 39.28
- IV
- 64.5%
- B/E move
- 6.2%
55Δ
- Pseudo strike
- 41.24
- IV
- 70.6%
- B/E move
- 6.0%
- Pseudo strike
- 39.79
- IV
- 57.9%
- B/E move
- 5.2%
60Δ
- Pseudo strike
- 40.66
- IV
- 67.9%
- B/E move
- 5.1%
- Pseudo strike
- 40.31
- IV
- 51.3%
- B/E move
- 4.1%
65Δ
- Pseudo strike
- 40.07
- IV
- 65.2%
- B/E move
- 4.1%
- Pseudo strike
- 40.83
- IV
- 44.6%
- B/E move
- 3.0%
70Δ
- Pseudo strike
- 39.49
- IV
- 62.6%
- B/E move
- 3.2%
- Pseudo strike
- 41.34
- IV
- 38.0%
- B/E move
- 1.9%
75Δ
- Pseudo strike
- 38.90
- IV
- 59.9%
- B/E move
- 2.3%
- Pseudo strike
- 41.86
- IV
- 31.3%
- B/E move
- 0.8%
80Δ
- Pseudo strike
- 38.32
- IV
- 57.2%
- B/E move
- 1.3%
- Pseudo strike
- 42.60
- IV
- 32.3%
- B/E move
- 0.4%
Options history
Table
| Date | IV (%) |
|---|---|
| 25.27% | |
| 26.01% | |
| 26.21% | |
| 28.12% | |
| 28.19% | |
| 28.86% | |
| 28.33% | |
| 27.77% | |
| 28.17% | |
| 29.42% |