IntraAlpha
Create free account Start free

Global X S&P 500 Covered Call ETF XYLD

i

Market datapartial · fetched 2026-10-23T04:23:52.599Z

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 · 2026-10-23T00:00:00.12272832Z

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$1.39$2.72$4.04$5.36$38.68$39.86$41.03$42.20$43.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XYLD spot · $41.30XYLD PRICE$0.42$0.21$0.22$0.31$0.42$0.52$0.63$0.74$0.85$0.96$1.06$1.16$1.27$0.52$0.33$0.33$0.33$0.39$0.49$0.59$0.69$0.78$0.93$2.05$3.52$4.98
PutsExpensive2.01×
CallsExpensive1.54×
SkewBearish+4.75 pp
Implied moveBullish±$1.22
TiltBearish28.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.2334.5%10.5%38.0938.2%9.0%
25Δ42.5713.1%3.6%40.0518.5%3.8%
30Δ42.1110.5%2.5%40.4715.3%2.8%
35Δ41.8710.4%2.1%40.8812.1%1.8%
40Δ41.7111.1%2.0%41.1311.3%1.4%
45Δ41.5411.9%1.8%41.3011.4%1.2%
50Δ41.3712.6%1.7%41.4811.6%1.0%
55Δ41.2113.3%1.6%41.6611.7%0.8%
60Δ41.0414.0%1.4%41.8311.8%0.6%
65Δ40.8713.6%1.3%42.0412.5%0.4%
70Δ40.6912.9%1.1%42.9823.9%0.9%
75Δ40.5212.1%0.9%44.5129.5%0.7%
80Δ40.3511.4%0.8%46.0535.1%0.6%

20Δ

Calls
Pseudo strike
45.23
IV
34.5%
B/E move
10.5%
Puts
Pseudo strike
38.09
IV
38.2%
B/E move
9.0%

25Δ

Calls
Pseudo strike
42.57
IV
13.1%
B/E move
3.6%
Puts
Pseudo strike
40.05
IV
18.5%
B/E move
3.8%

30Δ

Calls
Pseudo strike
42.11
IV
10.5%
B/E move
2.5%
Puts
Pseudo strike
40.47
IV
15.3%
B/E move
2.8%

35Δ

Calls
Pseudo strike
41.87
IV
10.4%
B/E move
2.1%
Puts
Pseudo strike
40.88
IV
12.1%
B/E move
1.8%

40Δ

Calls
Pseudo strike
41.71
IV
11.1%
B/E move
2.0%
Puts
Pseudo strike
41.13
IV
11.3%
B/E move
1.4%

45Δ

Calls
Pseudo strike
41.54
IV
11.9%
B/E move
1.8%
Puts
Pseudo strike
41.30
IV
11.4%
B/E move
1.2%

50Δ

Calls
Pseudo strike
41.37
IV
12.6%
B/E move
1.7%
Puts
Pseudo strike
41.48
IV
11.6%
B/E move
1.0%

55Δ

Calls
Pseudo strike
41.21
IV
13.3%
B/E move
1.6%
Puts
Pseudo strike
41.66
IV
11.7%
B/E move
0.8%

60Δ

Calls
Pseudo strike
41.04
IV
14.0%
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
13.6%
B/E move
1.3%
Puts
Pseudo strike
42.04
IV
12.5%
B/E move
0.4%

70Δ

Calls
Pseudo strike
40.69
IV
12.9%
B/E move
1.1%
Puts
Pseudo strike
42.98
IV
23.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
40.52
IV
12.1%
B/E move
0.9%
Puts
Pseudo strike
44.51
IV
29.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
40.35
IV
11.4%
B/E move
0.8%
Puts
Pseudo strike
46.05
IV
35.1%
B/E move
0.6%

Options history

No recorded observations