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Columbia EM Core ex-China ETF XCEM

i

Market dataready · fetched 2026-11-12T16:33:55.942Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-06-17

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 · 2026-11-12T16:33:29.44090893Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:33:53.810129+00:00

Share price$46.25
1D+1.3%
$45.63$45.85$46.08$46.30$46.525:30 AM6:30 AM9:00 AM1:00 PMXCEM
Sold putSold call

Columbia EM Core ex-China ETF options

Live interpolated XCEM call and put midpoint premiums by absolute delta.Columbia EM Core ex-China ETF$2.77$4.68$6.60$8.52$10.43$33.69$39.88$46.06$52.25$58.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive XCEM spot · $46.25XCEM PRICE$2.98$3.43$3.88$4.47$5.06$5.70$6.34$3.17$4.02$4.65$5.49$6.45$7.82$9.88
Puts——
Calls——
Skew——
Implied moveBearish±$8.46
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ44.4632.5%10.7%
40Δ45.9533.8%9.3%
45Δ47.4632.7%7.4%
50Δ48.2323.1%10.7%48.9832.6%6.0%
55Δ47.1722.9%9.4%50.5532.7%4.6%
60Δ46.1022.7%8.1%52.4233.7%3.6%
65Δ45.0422.6%7.0%54.8936.1%2.7%
70Δ43.9822.5%6.0%
75Δ42.9821.5%5.3%
80Δ41.9720.4%4.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.46
IV
32.5%
B/E move
10.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.95
IV
33.8%
B/E move
9.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.46
IV
32.7%
B/E move
7.4%

50Δ

Calls
Pseudo strike
48.23
IV
23.1%
B/E move
10.7%
Puts
Pseudo strike
48.98
IV
32.6%
B/E move
6.0%

55Δ

Calls
Pseudo strike
47.17
IV
22.9%
B/E move
9.4%
Puts
Pseudo strike
50.55
IV
32.7%
B/E move
4.6%

60Δ

Calls
Pseudo strike
46.10
IV
22.7%
B/E move
8.1%
Puts
Pseudo strike
52.42
IV
33.7%
B/E move
3.6%

65Δ

Calls
Pseudo strike
45.04
IV
22.6%
B/E move
7.0%
Puts
Pseudo strike
54.89
IV
36.1%
B/E move
2.7%

70Δ

Calls
Pseudo strike
43.98
IV
22.5%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
42.98
IV
21.5%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
41.97
IV
20.4%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend29.63%
Daily EOD
XCEM25.7%27.8%29.9%2026-10-19: 26.47%2026-10-20: 26.36%2026-10-21: 25.97%2026-10-22: 27.45%2026-10-23: 27.87%2026-10-26: 28.16%2026-10-27: 27.81%2026-10-28: 27.60%2026-10-29: 28.18%2026-10-30: 29.63%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
26.47%
26.36%
25.97%
27.45%
27.87%
28.16%
27.81%
27.60%
28.18%
29.63%