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Global X SuperIncome Preferred ETF SPFF

i

Market dataready · fetched 2026-11-12T00:54:14.758Z

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 · 2026-11-11T23:30:00.003998905Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:54:14.445726+00:00

Share price$8.73
1D+0.1%
AH$8.71$8.74$8.76$8.79$8.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPFF
Sold putSold callAH

Global X SuperIncome Preferred ETF options

Live interpolated SPFF call and put midpoint premiums by absolute delta.Global X SuperIncome Preferred ETF$0.43$0.86$1.30$1.73$2.17$6.61$7.29$7.96$8.63$9.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SPFF spot · $8.73SPFF PRICE$0.47$0.47$0.47$0.47$0.47$0.64$0.87$1.11$1.34$1.57$1.81$2.04$0.47$0.49$0.51$0.53$0.56$0.58$0.60$0.62$0.80$1.00$1.20$1.41$1.61
PutsExpensive5.99×
Calls——
Skew——
Implied moveBullish±$1.24
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.73259.9%28.4%
25Δ13.09288.6%55.4%7.20220.7%23.1%
30Δ11.05217.2%32.1%7.49199.2%20.0%
35Δ10.04170.8%20.4%7.79177.6%16.9%
40Δ9.57143.2%15.1%8.08156.1%13.8%
45Δ9.13116.2%10.0%8.37134.6%10.7%
50Δ8.78111.5%8.0%8.66113.0%7.7%
55Δ8.48115.8%7.1%8.9591.5%4.6%
60Δ8.18120.0%6.3%9.2187.1%3.7%
65Δ7.87124.3%5.5%9.4586.1%3.2%
70Δ7.57128.5%4.7%9.7085.0%2.7%
75Δ7.26132.8%3.9%9.9584.0%2.2%
80Δ6.96137.0%3.1%10.2082.9%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.73
IV
259.9%
B/E move
28.4%

25Δ

Calls
Pseudo strike
13.09
IV
288.6%
B/E move
55.4%
Puts
Pseudo strike
7.20
IV
220.7%
B/E move
23.1%

30Δ

Calls
Pseudo strike
11.05
IV
217.2%
B/E move
32.1%
Puts
Pseudo strike
7.49
IV
199.2%
B/E move
20.0%

35Δ

Calls
Pseudo strike
10.04
IV
170.8%
B/E move
20.4%
Puts
Pseudo strike
7.79
IV
177.6%
B/E move
16.9%

40Δ

Calls
Pseudo strike
9.57
IV
143.2%
B/E move
15.1%
Puts
Pseudo strike
8.08
IV
156.1%
B/E move
13.8%

45Δ

Calls
Pseudo strike
9.13
IV
116.2%
B/E move
10.0%
Puts
Pseudo strike
8.37
IV
134.6%
B/E move
10.7%

50Δ

Calls
Pseudo strike
8.78
IV
111.5%
B/E move
8.0%
Puts
Pseudo strike
8.66
IV
113.0%
B/E move
7.7%

55Δ

Calls
Pseudo strike
8.48
IV
115.8%
B/E move
7.1%
Puts
Pseudo strike
8.95
IV
91.5%
B/E move
4.6%

60Δ

Calls
Pseudo strike
8.18
IV
120.0%
B/E move
6.3%
Puts
Pseudo strike
9.21
IV
87.1%
B/E move
3.7%

65Δ

Calls
Pseudo strike
7.87
IV
124.3%
B/E move
5.5%
Puts
Pseudo strike
9.45
IV
86.1%
B/E move
3.2%

70Δ

Calls
Pseudo strike
7.57
IV
128.5%
B/E move
4.7%
Puts
Pseudo strike
9.70
IV
85.0%
B/E move
2.7%

75Δ

Calls
Pseudo strike
7.26
IV
132.8%
B/E move
3.9%
Puts
Pseudo strike
9.95
IV
84.0%
B/E move
2.2%

80Δ

Calls
Pseudo strike
6.96
IV
137.0%
B/E move
3.1%
Puts
Pseudo strike
10.20
IV
82.9%
B/E move
1.7%

Options history

IV · four-Friday blend49.20%
Daily EOD
SPFF45.8%47.8%49.7%2026-10-19: 46.09%2026-10-20: 46.07%2026-10-21: 46.54%2026-10-22: 47.02%2026-10-23: 46.85%2026-10-26: 48.42%2026-10-27: 47.72%2026-10-28: 49.43%2026-10-29: 49.46%2026-10-30: 49.20%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
46.09%
46.07%
46.54%
47.02%
46.85%
48.42%
47.72%
49.43%
49.46%
49.20%