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Global X S&P 500 Risk Managed Income ETF XRMI

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Market datapartial · fetched 2026-10-23T01:40:41.628Z

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 · 2026-10-23T00:00:00.07611729Z

FundamentalsAlpha Vantage · unavailable

Share price$17.09
1D-0.1%
AH$17.04$17.06$17.08$17.10$17.125:30 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$0.71$0.88$1.05$1.22$1.39$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEXRMI PRICE$0.72$0.72$0.72$0.76$0.80$0.85$0.94$1.04$1.14$1.23$1.34$0.72$0.72$0.72$0.74$0.76
PutsExpensive8.13×
CallsExpensive5.97×
SkewBearish+29.08 pp
Implied move——
TiltBullish47.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.74115.6%23.8%
25Δ14.9489.0%16.8%
30Δ20.6093.3%24.8%15.7172.1%12.3%
35Δ18.9271.5%15.0%16.2460.6%9.3%
40Δ18.1558.4%10.4%16.6352.3%7.1%
45Δ17.7251.6%8.1%
50Δ17.3746.3%6.3%
55Δ17.0240.9%4.6%
60Δ16.8138.8%3.9%
65Δ16.6036.9%3.2%
70Δ16.4035.0%2.6%
75Δ16.1933.1%2.0%
80Δ15.9831.3%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.74
IV
115.6%
B/E move
23.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.94
IV
89.0%
B/E move
16.8%

30Δ

Calls
Pseudo strike
20.60
IV
93.3%
B/E move
24.8%
Puts
Pseudo strike
15.71
IV
72.1%
B/E move
12.3%

35Δ

Calls
Pseudo strike
18.92
IV
71.5%
B/E move
15.0%
Puts
Pseudo strike
16.24
IV
60.6%
B/E move
9.3%

40Δ

Calls
Pseudo strike
18.15
IV
58.4%
B/E move
10.4%
Puts
Pseudo strike
16.63
IV
52.3%
B/E move
7.1%

45Δ

Calls
Pseudo strike
17.72
IV
51.6%
B/E move
8.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
17.37
IV
46.3%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
17.02
IV
40.9%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
16.81
IV
38.8%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
16.60
IV
36.9%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
16.40
IV
35.0%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
16.19
IV
33.1%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
15.98
IV
31.3%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations