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Global X S&P 500 Covered Call ETF XYLD

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Market datapartial · fetched 2026-10-22T21:44:08.385Z

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 · 2026-10-22T20:10:00.003894275Z

FundamentalsAlpha Vantage · unavailable

Share price$41.30
1D-0.2%
AH$41.15$41.21$41.28$41.34$41.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXYLD
Sold putSold callAH

Global X S&P 500 Covered Call ETF options

Live interpolated XYLD call and put midpoint premiums by absolute delta.Global X S&P 500 Covered Call ETF$0.07$1.40$2.74$4.07$5.41$38.69$39.86$41.02$42.18$43.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XYLD spot · $41.30XYLD PRICE$0.43$0.21$0.22$0.30$0.41$0.52$0.63$0.74$0.85$0.95$1.05$1.16$1.26$0.52$0.33$0.33$0.33$0.40$0.49$0.59$0.69$0.78$0.94$2.09$3.55$5.02
PutsExpensive2.00×
CallsExpensive1.52×
SkewBearish+4.85 pp
Implied moveBullish±$1.22
TiltBearish29.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.2534.6%10.6%38.0938.0%9.0%
25Δ42.5813.0%3.6%40.0518.5%3.8%
30Δ42.1210.4%2.5%40.4715.2%2.8%
35Δ41.8810.2%2.1%40.8911.9%1.8%
40Δ41.7110.9%2.0%41.1311.2%1.4%
45Δ41.5411.6%1.9%41.3111.3%1.2%
50Δ41.3812.3%1.7%41.4811.5%1.0%
55Δ41.2113.0%1.6%41.6611.6%0.8%
60Δ41.0413.6%1.4%41.8311.8%0.6%
65Δ40.8713.3%1.3%42.0612.6%0.5%
70Δ40.7012.6%1.1%43.0123.8%0.9%
75Δ40.5311.8%0.9%44.5529.3%0.7%
80Δ40.3611.1%0.8%46.0934.8%0.6%

20Δ

Calls
Pseudo strike
45.25
IV
34.6%
B/E move
10.6%
Puts
Pseudo strike
38.09
IV
38.0%
B/E move
9.0%

25Δ

Calls
Pseudo strike
42.58
IV
13.0%
B/E move
3.6%
Puts
Pseudo strike
40.05
IV
18.5%
B/E move
3.8%

30Δ

Calls
Pseudo strike
42.12
IV
10.4%
B/E move
2.5%
Puts
Pseudo strike
40.47
IV
15.2%
B/E move
2.8%

35Δ

Calls
Pseudo strike
41.88
IV
10.2%
B/E move
2.1%
Puts
Pseudo strike
40.89
IV
11.9%
B/E move
1.8%

40Δ

Calls
Pseudo strike
41.71
IV
10.9%
B/E move
2.0%
Puts
Pseudo strike
41.13
IV
11.2%
B/E move
1.4%

45Δ

Calls
Pseudo strike
41.54
IV
11.6%
B/E move
1.9%
Puts
Pseudo strike
41.31
IV
11.3%
B/E move
1.2%

50Δ

Calls
Pseudo strike
41.38
IV
12.3%
B/E move
1.7%
Puts
Pseudo strike
41.48
IV
11.5%
B/E move
1.0%

55Δ

Calls
Pseudo strike
41.21
IV
13.0%
B/E move
1.6%
Puts
Pseudo strike
41.66
IV
11.6%
B/E move
0.8%

60Δ

Calls
Pseudo strike
41.04
IV
13.6%
B/E move
1.4%
Puts
Pseudo strike
41.83
IV
11.8%
B/E move
0.6%

65Δ

Calls
Pseudo strike
40.87
IV
13.3%
B/E move
1.3%
Puts
Pseudo strike
42.06
IV
12.6%
B/E move
0.5%

70Δ

Calls
Pseudo strike
40.70
IV
12.6%
B/E move
1.1%
Puts
Pseudo strike
43.01
IV
23.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
40.53
IV
11.8%
B/E move
0.9%
Puts
Pseudo strike
44.55
IV
29.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
40.36
IV
11.1%
B/E move
0.8%
Puts
Pseudo strike
46.09
IV
34.8%
B/E move
0.6%

Options history

No recorded observations