Global X Information Technology Covered Call & Growth ETF TYLG
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Market dataready · fetched 2026-11-12T14:56:53.586Z
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 · 2026-11-12T14:39:09.006249655Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T14:56:52.728952+00:00
Global X Information Technology Covered Call & Growth ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 42.81 | 63.7% | 10.1% | 36.36 | 64.7% | 8.5% |
| 25Δ | 41.38 | 47.6% | 6.4% | 37.31 | 53.4% | 6.2% |
| 30Δ | 40.67 | 39.6% | 4.7% | 38.04 | 43.8% | 4.4% |
| 35Δ | 40.18 | 34.5% | 3.5% | 38.40 | 41.0% | 3.7% |
| 40Δ | 39.86 | 31.3% | 2.8% | 38.76 | 38.2% | 2.9% |
| 45Δ | 39.64 | 29.3% | 2.4% | 39.07 | 35.6% | 2.3% |
| 50Δ | 39.41 | 27.2% | 1.9% | 39.27 | 33.2% | 2.0% |
| 55Δ | 39.19 | 25.2% | 1.5% | 39.47 | 30.9% | 1.6% |
| 60Δ | 38.98 | 23.3% | 1.1% | 39.68 | 28.5% | 1.2% |
| 65Δ | 38.81 | 22.5% | 0.9% | 39.88 | 26.2% | 0.9% |
| 70Δ | 38.64 | 21.7% | 0.8% | 40.10 | 24.6% | 0.6% |
| 75Δ | 38.47 | 20.8% | 0.7% | 40.33 | 24.2% | 0.5% |
| 80Δ | 38.31 | 20.0% | 0.5% | 40.57 | 23.8% | 0.3% |
20Δ
- Pseudo strike
- 42.81
- IV
- 63.7%
- B/E move
- 10.1%
- Pseudo strike
- 36.36
- IV
- 64.7%
- B/E move
- 8.5%
25Δ
- Pseudo strike
- 41.38
- IV
- 47.6%
- B/E move
- 6.4%
- Pseudo strike
- 37.31
- IV
- 53.4%
- B/E move
- 6.2%
30Δ
- Pseudo strike
- 40.67
- IV
- 39.6%
- B/E move
- 4.7%
- Pseudo strike
- 38.04
- IV
- 43.8%
- B/E move
- 4.4%
35Δ
- Pseudo strike
- 40.18
- IV
- 34.5%
- B/E move
- 3.5%
- Pseudo strike
- 38.40
- IV
- 41.0%
- B/E move
- 3.7%
40Δ
- Pseudo strike
- 39.86
- IV
- 31.3%
- B/E move
- 2.8%
- Pseudo strike
- 38.76
- IV
- 38.2%
- B/E move
- 2.9%
45Δ
- Pseudo strike
- 39.64
- IV
- 29.3%
- B/E move
- 2.4%
- Pseudo strike
- 39.07
- IV
- 35.6%
- B/E move
- 2.3%
50Δ
- Pseudo strike
- 39.41
- IV
- 27.2%
- B/E move
- 1.9%
- Pseudo strike
- 39.27
- IV
- 33.2%
- B/E move
- 2.0%
55Δ
- Pseudo strike
- 39.19
- IV
- 25.2%
- B/E move
- 1.5%
- Pseudo strike
- 39.47
- IV
- 30.9%
- B/E move
- 1.6%
60Δ
- Pseudo strike
- 38.98
- IV
- 23.3%
- B/E move
- 1.1%
- Pseudo strike
- 39.68
- IV
- 28.5%
- B/E move
- 1.2%
65Δ
- Pseudo strike
- 38.81
- IV
- 22.5%
- B/E move
- 0.9%
- Pseudo strike
- 39.88
- IV
- 26.2%
- B/E move
- 0.9%
70Δ
- Pseudo strike
- 38.64
- IV
- 21.7%
- B/E move
- 0.8%
- Pseudo strike
- 40.10
- IV
- 24.6%
- B/E move
- 0.6%
75Δ
- Pseudo strike
- 38.47
- IV
- 20.8%
- B/E move
- 0.7%
- Pseudo strike
- 40.33
- IV
- 24.2%
- B/E move
- 0.5%
80Δ
- Pseudo strike
- 38.31
- IV
- 20.0%
- B/E move
- 0.5%
- Pseudo strike
- 40.57
- IV
- 23.8%
- B/E move
- 0.3%
Options history
Table
| Date | IV (%) |
|---|---|
| 20.14% | |
| 20.97% | |
| 20.87% | |
| 23.09% | |
| 23.24% | |
| 22.47% | |
| 20.88% | |
| 21.33% | |
| 21.53% | |
| 21.19% |