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Global X S&P 500 Covered Call ETF XYLD

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Market dataready · fetched 2026-11-12T02:30:43.215Z

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 · 2026-11-12T01:00:00.141450369Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:30:42.703420+00:00

Share price$41.43
1D+0.4%
AH$41.21$41.30$41.39$41.47$41.565:30 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$0.25$0.49$0.74$0.98$1.23$38.79$40.13$41.48$42.82$44.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive XYLD spot · $41.43XYLD PRICE$0.27$0.35$0.43$0.51$0.58$0.66$0.74$0.53$0.32$0.41$0.49$0.58$0.63$0.68$0.73$0.78$0.82$0.99$1.16
Puts——
Calls——
Skew——
Implied moveBearish±$1.18
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.0869.7%9.3%
25Δ40.1431.9%3.9%
30Δ40.4431.6%3.4%
35Δ41.7313.1%1.4%40.7331.3%2.9%
40Δ41.6114.0%1.3%41.0230.8%2.4%
45Δ41.4914.9%1.2%41.2128.7%2.0%
50Δ41.3715.8%1.1%41.4126.6%1.7%
55Δ41.2616.7%1.0%41.6124.5%1.3%
60Δ41.1417.5%0.9%41.8022.3%1.0%
65Δ41.0218.4%0.8%42.0020.2%0.6%
70Δ42.2220.0%0.5%
75Δ42.4319.8%0.4%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.08
IV
69.7%
B/E move
9.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.14
IV
31.9%
B/E move
3.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.44
IV
31.6%
B/E move
3.4%

35Δ

Calls
Pseudo strike
41.73
IV
13.1%
B/E move
1.4%
Puts
Pseudo strike
40.73
IV
31.3%
B/E move
2.9%

40Δ

Calls
Pseudo strike
41.61
IV
14.0%
B/E move
1.3%
Puts
Pseudo strike
41.02
IV
30.8%
B/E move
2.4%

45Δ

Calls
Pseudo strike
41.49
IV
14.9%
B/E move
1.2%
Puts
Pseudo strike
41.21
IV
28.7%
B/E move
2.0%

50Δ

Calls
Pseudo strike
41.37
IV
15.8%
B/E move
1.1%
Puts
Pseudo strike
41.41
IV
26.6%
B/E move
1.7%

55Δ

Calls
Pseudo strike
41.26
IV
16.7%
B/E move
1.0%
Puts
Pseudo strike
41.61
IV
24.5%
B/E move
1.3%

60Δ

Calls
Pseudo strike
41.14
IV
17.5%
B/E move
0.9%
Puts
Pseudo strike
41.80
IV
22.3%
B/E move
1.0%

65Δ

Calls
Pseudo strike
41.02
IV
18.4%
B/E move
0.8%
Puts
Pseudo strike
42.00
IV
20.2%
B/E move
0.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.22
IV
20.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.43
IV
19.8%
B/E move
0.4%

80Δ

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

Options history

IV · four-Friday blend16.16%
Daily EOD
XYLD13.7%15.1%16.5%2026-10-19: 13.91%2026-10-20: 14.48%2026-10-21: 14.81%2026-10-22: 14.84%2026-10-23: 15.54%2026-10-26: 16.35%2026-10-27: 15.98%2026-10-28: 15.98%2026-10-29: 15.95%2026-10-30: 16.16%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
13.91%
14.48%
14.81%
14.84%
15.54%
16.35%
15.98%
15.98%
15.95%
16.16%