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Global X S&P 500 Risk Managed Income ETF XRMI

i

Market dataready · fetched 2026-11-12T03:18:45.700Z

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 · 2026-11-12T01:00:00.077704386Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:18:45.335080+00:00

Share price$17.03
1D+0.1%
AH$17.00$17.03$17.05$17.07$17.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXRMI
Sold putSold callAH

Global X S&P 500 Risk Managed Income ETF options

Live interpolated XRMI call and put midpoint premiums by absolute delta.Global X S&P 500 Risk Managed Income ETF$0.72$0.96$1.20$1.43$1.67$14.12$15.06$16.01$16.95$17.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive XRMI spot · $17.03XRMI PRICE$0.75$0.75$0.75$0.82$0.90$0.98$1.06$1.13$1.21$1.29$0.75$0.75$0.75$0.75$0.75$0.75$0.82$0.93$1.04$1.15$1.26$1.43$1.60
PutsExpensive5.45×
Calls——
Skew——
Implied moveBullish±$1.72
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.58217.0%24.7%
25Δ14.78167.8%17.6%
30Δ20.31171.1%23.6%15.57135.8%13.0%
35Δ18.91135.5%15.4%16.14111.8%9.6%
40Δ18.07110.1%10.5%16.5195.6%7.5%
45Δ17.74102.1%9.0%16.8779.4%5.3%
50Δ17.4695.8%7.8%17.1472.1%4.2%
55Δ17.1789.5%6.6%17.3669.6%3.5%
60Δ16.8983.2%5.4%17.5867.0%2.9%
65Δ16.6176.9%4.2%17.7964.5%2.3%
70Δ16.3270.6%3.0%18.0161.9%1.6%
75Δ16.0464.3%1.7%18.2458.9%1.3%
80Δ18.4755.8%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.58
IV
217.0%
B/E move
24.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.78
IV
167.8%
B/E move
17.6%

30Δ

Calls
Pseudo strike
20.31
IV
171.1%
B/E move
23.6%
Puts
Pseudo strike
15.57
IV
135.8%
B/E move
13.0%

35Δ

Calls
Pseudo strike
18.91
IV
135.5%
B/E move
15.4%
Puts
Pseudo strike
16.14
IV
111.8%
B/E move
9.6%

40Δ

Calls
Pseudo strike
18.07
IV
110.1%
B/E move
10.5%
Puts
Pseudo strike
16.51
IV
95.6%
B/E move
7.5%

45Δ

Calls
Pseudo strike
17.74
IV
102.1%
B/E move
9.0%
Puts
Pseudo strike
16.87
IV
79.4%
B/E move
5.3%

50Δ

Calls
Pseudo strike
17.46
IV
95.8%
B/E move
7.8%
Puts
Pseudo strike
17.14
IV
72.1%
B/E move
4.2%

55Δ

Calls
Pseudo strike
17.17
IV
89.5%
B/E move
6.6%
Puts
Pseudo strike
17.36
IV
69.6%
B/E move
3.5%

60Δ

Calls
Pseudo strike
16.89
IV
83.2%
B/E move
5.4%
Puts
Pseudo strike
17.58
IV
67.0%
B/E move
2.9%

65Δ

Calls
Pseudo strike
16.61
IV
76.9%
B/E move
4.2%
Puts
Pseudo strike
17.79
IV
64.5%
B/E move
2.3%

70Δ

Calls
Pseudo strike
16.32
IV
70.6%
B/E move
3.0%
Puts
Pseudo strike
18.01
IV
61.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
16.04
IV
64.3%
B/E move
1.7%
Puts
Pseudo strike
18.24
IV
58.9%
B/E move
1.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.47
IV
55.8%
B/E move
1.0%

Options history

IV · four-Friday blend44.11%
Daily EOD
XRMI35.3%98.8%162.3%2026-10-20: 149.11%2026-10-22: 153.58%2026-10-30: 44.11%Oct 20Oct 22Oct 30
3 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
149.11%
153.58%
44.11%