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Global X S&P 500 Covered Call & Growth ETF XYLG

i

Market dataready · fetched 2026-11-11T15:54:04.517Z

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 · 2026-11-11T14:30:00.379505905Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:54:03.661673+00:00

Share price$29.35
1D+0.0%
$29.34$29.34$29.35$29.36$29.365:30 AM6:30 AM9:00 AM1:00 PMXYLG
Sold putSold call

Global X S&P 500 Covered Call & Growth ETF options

Live interpolated XYLG call and put midpoint premiums by absolute delta.Global X S&P 500 Covered Call & Growth ETF$0.42$0.93$1.45$1.96$2.47$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ 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 unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEXYLG PRICE$0.47$0.47$0.47$0.47$0.55$0.73$0.90$1.08$1.26$1.44$1.61$1.79$1.97$2.15$2.33
PutsExpensive2.44×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.9298.2%17.2%26.3188.0%12.0%
25Δ31.9772.4%10.5%27.4965.9%8.0%
30Δ28.1355.7%6.0%
35Δ28.4554.4%5.5%
40Δ28.7753.2%5.1%
45Δ29.0951.9%4.6%
50Δ29.4150.7%4.1%
55Δ29.7349.4%3.6%
60Δ30.0548.2%3.1%
65Δ30.3746.9%2.6%
70Δ30.6945.6%2.2%
75Δ31.0144.4%1.7%
80Δ31.3343.1%1.2%

20Δ

Calls
Pseudo strike
33.92
IV
98.2%
B/E move
17.2%
Puts
Pseudo strike
26.31
IV
88.0%
B/E move
12.0%

25Δ

Calls
Pseudo strike
31.97
IV
72.4%
B/E move
10.5%
Puts
Pseudo strike
27.49
IV
65.9%
B/E move
8.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.13
IV
55.7%
B/E move
6.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.45
IV
54.4%
B/E move
5.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.77
IV
53.2%
B/E move
5.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.09
IV
51.9%
B/E move
4.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.41
IV
50.7%
B/E move
4.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.73
IV
49.4%
B/E move
3.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.05
IV
48.2%
B/E move
3.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.37
IV
46.9%
B/E move
2.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.69
IV
45.6%
B/E move
2.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.01
IV
44.4%
B/E move
1.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.33
IV
43.1%
B/E move
1.2%

Options history

IV · four-Friday blend16.52%
Daily EOD
XYLG8.2%68.4%128.5%2026-10-19: 108.47%2026-10-20: 108.84%2026-10-21: 109.61%2026-10-22: 111.70%2026-10-23: 113.25%2026-10-26: 116.48%2026-10-27: 117.28%2026-10-28: 118.32%2026-10-29: 120.20%2026-10-30: 16.52%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
108.47%
108.84%
109.61%
111.70%
113.25%
116.48%
117.28%
118.32%
120.20%
16.52%