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Columbia EM Core ex-China ETF XCEM

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Market datapartial · fetched 2026-10-23T00:20:53.041Z

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 · 2026-10-23T00:00:00.099748498Z

FundamentalsAlpha Vantage · unavailable

Share price$47.40
1D-1.4%
AH$47.15$47.40$47.65$47.91$48.165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXCEM
Sold putSold callAH

Columbia EM Core ex-China ETF options

Live interpolated XCEM call and put midpoint premiums by absolute delta.Columbia EM Core ex-China ETF$0.51$1.62$2.72$3.82$4.93$41.68$44.98$48.28$51.58$54.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XCEM spot · $47.40XCEM PRICE$0.63$0.77$0.89$0.97$1.03$0.98$1.34$1.71$2.16$2.66$3.23$3.82$4.61$0.78$0.91$1.03$1.14$1.32$1.53$1.82$2.11$2.43$2.64$2.80$2.99$3.43
PutsExpensive1.07×
CallsExpensive1.43×
SkewBullish-0.47 pp
Implied moveBearish±$3.15
TiltBalanced0.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.3444.9%13.9%42.7349.3%11.5%
25Δ51.8041.3%10.9%44.1443.3%8.8%
30Δ50.5337.0%8.5%45.2038.3%6.8%
35Δ49.5232.6%6.5%46.0434.3%5.3%
40Δ48.7528.7%5.0%46.6332.8%4.4%
45Δ48.0322.4%3.4%47.2131.8%3.6%
50Δ47.6025.3%3.2%47.7432.0%3.1%
55Δ47.1828.6%3.1%48.2931.9%2.6%
60Δ46.6431.5%3.0%48.8331.6%2.1%
65Δ46.0234.2%2.7%49.2630.0%1.6%
70Δ45.2836.2%2.4%49.6527.7%1.2%
75Δ44.5137.4%2.0%50.0525.6%0.7%
80Δ43.5539.5%1.6%50.6225.1%0.4%

20Δ

Calls
Pseudo strike
53.34
IV
44.9%
B/E move
13.9%
Puts
Pseudo strike
42.73
IV
49.3%
B/E move
11.5%

25Δ

Calls
Pseudo strike
51.80
IV
41.3%
B/E move
10.9%
Puts
Pseudo strike
44.14
IV
43.3%
B/E move
8.8%

30Δ

Calls
Pseudo strike
50.53
IV
37.0%
B/E move
8.5%
Puts
Pseudo strike
45.20
IV
38.3%
B/E move
6.8%

35Δ

Calls
Pseudo strike
49.52
IV
32.6%
B/E move
6.5%
Puts
Pseudo strike
46.04
IV
34.3%
B/E move
5.3%

40Δ

Calls
Pseudo strike
48.75
IV
28.7%
B/E move
5.0%
Puts
Pseudo strike
46.63
IV
32.8%
B/E move
4.4%

45Δ

Calls
Pseudo strike
48.03
IV
22.4%
B/E move
3.4%
Puts
Pseudo strike
47.21
IV
31.8%
B/E move
3.6%

50Δ

Calls
Pseudo strike
47.60
IV
25.3%
B/E move
3.2%
Puts
Pseudo strike
47.74
IV
32.0%
B/E move
3.1%

55Δ

Calls
Pseudo strike
47.18
IV
28.6%
B/E move
3.1%
Puts
Pseudo strike
48.29
IV
31.9%
B/E move
2.6%

60Δ

Calls
Pseudo strike
46.64
IV
31.5%
B/E move
3.0%
Puts
Pseudo strike
48.83
IV
31.6%
B/E move
2.1%

65Δ

Calls
Pseudo strike
46.02
IV
34.2%
B/E move
2.7%
Puts
Pseudo strike
49.26
IV
30.0%
B/E move
1.6%

70Δ

Calls
Pseudo strike
45.28
IV
36.2%
B/E move
2.4%
Puts
Pseudo strike
49.65
IV
27.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
44.51
IV
37.4%
B/E move
2.0%
Puts
Pseudo strike
50.05
IV
25.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
43.55
IV
39.5%
B/E move
1.6%
Puts
Pseudo strike
50.62
IV
25.1%
B/E move
0.4%

Options history

No recorded observations