Global X Funds Global X SuperDividend REIT ETF SRET
i
Market dataready · fetched 2026-11-12T02:35:08.632Z
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 · 2026-11-12T00:04:51.304480584Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:35:08.276402+00:00
Global X Funds Global X SuperDividend REIT ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.35 | 121.3% | 21.4% | 17.28 | 104.1% | 13.5% |
| 25Δ | 21.56 | 82.7% | 12.1% | 18.08 | 84.8% | 9.7% |
| 30Δ | 20.88 | 69.9% | 8.7% | 18.39 | 91.4% | 9.0% |
| 35Δ | 20.41 | 57.3% | 6.3% | 18.71 | 98.1% | 8.4% |
| 40Δ | 19.02 | 103.6% | 7.7% | |||
| 45Δ | 19.20 | 96.7% | 7.0% | |||
| 50Δ | 19.38 | 89.8% | 6.3% | |||
| 55Δ | 19.57 | 82.8% | 5.6% | |||
| 60Δ | 19.75 | 75.9% | 4.9% | |||
| 65Δ | 18.61 | 103.2% | 4.3% | 19.94 | 69.0% | 4.2% |
| 70Δ | 18.16 | 106.5% | 3.6% | 20.12 | 62.1% | 3.4% |
| 75Δ | 17.58 | 114.4% | 3.0% | 20.30 | 55.1% | 2.7% |
| 80Δ | 20.49 | 48.2% | 2.0% | |||
20Δ
- Pseudo strike
- 23.35
- IV
- 121.3%
- B/E move
- 21.4%
- Pseudo strike
- 17.28
- IV
- 104.1%
- B/E move
- 13.5%
25Δ
- Pseudo strike
- 21.56
- IV
- 82.7%
- B/E move
- 12.1%
- Pseudo strike
- 18.08
- IV
- 84.8%
- B/E move
- 9.7%
30Δ
- Pseudo strike
- 20.88
- IV
- 69.9%
- B/E move
- 8.7%
- Pseudo strike
- 18.39
- IV
- 91.4%
- B/E move
- 9.0%
35Δ
- Pseudo strike
- 20.41
- IV
- 57.3%
- B/E move
- 6.3%
- Pseudo strike
- 18.71
- IV
- 98.1%
- B/E move
- 8.4%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 19.02
- IV
- 103.6%
- B/E move
- 7.7%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 19.20
- IV
- 96.7%
- B/E move
- 7.0%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 19.38
- IV
- 89.8%
- B/E move
- 6.3%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 19.57
- IV
- 82.8%
- B/E move
- 5.6%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 19.75
- IV
- 75.9%
- B/E move
- 4.9%
65Δ
- Pseudo strike
- 18.61
- IV
- 103.2%
- B/E move
- 4.3%
- Pseudo strike
- 19.94
- IV
- 69.0%
- B/E move
- 4.2%
70Δ
- Pseudo strike
- 18.16
- IV
- 106.5%
- B/E move
- 3.6%
- Pseudo strike
- 20.12
- IV
- 62.1%
- B/E move
- 3.4%
75Δ
- Pseudo strike
- 17.58
- IV
- 114.4%
- B/E move
- 3.0%
- Pseudo strike
- 20.30
- IV
- 55.1%
- B/E move
- 2.7%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 20.49
- IV
- 48.2%
- B/E move
- 2.0%
Options history
Table
| Date | IV (%) |
|---|---|
| 51.27% | |
| 50.83% | |
| 51.11% | |
| 50.48% | |
| 46.85% | |
| 47.16% | |
| 48.03% | |
| 48.41% | |
| 48.60% | |
| 48.85% |