IntraAlpha
Create free account Start free

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

i

Market dataready · fetched 2026-10-24T04:26:29.981Z

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 · 2026-10-24T00:00:00.060956148Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:26:30.324374+00:00

Share price$29.36
1D-1.4%
AH$29.28$29.41$29.55$29.68$29.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXYLG
Sold putSold callAH

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$0.35$0.61$0.87$1.13$1.40$27.37$28.40$29.43$30.46$31.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XYLG spot · $29.36XYLG PRICE$0.38$0.38$0.39$0.41$0.45$0.51$0.57$0.62$0.68$0.74$0.91$1.09$1.26$0.40$0.42$0.41$0.38$0.41$0.46$0.51$0.57$0.62$0.67$0.73$1.03$1.32
PutsExpensive1.62×
CallsExpensive1.90×
SkewBullish-1.79 pp
Implied moveBullish±$1.08
TiltBullish2.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.8844.1%13.3%26.9141.8%9.7%
25Δ31.4932.9%8.5%27.7733.6%6.8%
30Δ30.7626.7%6.1%28.3526.8%4.8%
35Δ30.3022.8%4.6%28.8220.4%3.1%
40Δ29.9419.9%3.5%29.1017.5%2.3%
45Δ29.7519.0%3.1%29.2516.6%2.0%
50Δ29.5718.1%2.6%29.4015.7%1.6%
55Δ29.3817.1%2.2%29.5514.9%1.3%
60Δ29.2016.2%1.8%29.7014.0%0.9%
65Δ29.0215.3%1.4%29.8513.1%0.6%
70Δ28.7915.5%1.2%30.0112.3%0.3%
75Δ28.5715.7%1.0%30.3313.9%0.2%
80Δ28.3416.0%0.8%30.6415.6%0.1%

20Δ

Calls
Pseudo strike
32.88
IV
44.1%
B/E move
13.3%
Puts
Pseudo strike
26.91
IV
41.8%
B/E move
9.7%

25Δ

Calls
Pseudo strike
31.49
IV
32.9%
B/E move
8.5%
Puts
Pseudo strike
27.77
IV
33.6%
B/E move
6.8%

30Δ

Calls
Pseudo strike
30.76
IV
26.7%
B/E move
6.1%
Puts
Pseudo strike
28.35
IV
26.8%
B/E move
4.8%

35Δ

Calls
Pseudo strike
30.30
IV
22.8%
B/E move
4.6%
Puts
Pseudo strike
28.82
IV
20.4%
B/E move
3.1%

40Δ

Calls
Pseudo strike
29.94
IV
19.9%
B/E move
3.5%
Puts
Pseudo strike
29.10
IV
17.5%
B/E move
2.3%

45Δ

Calls
Pseudo strike
29.75
IV
19.0%
B/E move
3.1%
Puts
Pseudo strike
29.25
IV
16.6%
B/E move
2.0%

50Δ

Calls
Pseudo strike
29.57
IV
18.1%
B/E move
2.6%
Puts
Pseudo strike
29.40
IV
15.7%
B/E move
1.6%

55Δ

Calls
Pseudo strike
29.38
IV
17.1%
B/E move
2.2%
Puts
Pseudo strike
29.55
IV
14.9%
B/E move
1.3%

60Δ

Calls
Pseudo strike
29.20
IV
16.2%
B/E move
1.8%
Puts
Pseudo strike
29.70
IV
14.0%
B/E move
0.9%

65Δ

Calls
Pseudo strike
29.02
IV
15.3%
B/E move
1.4%
Puts
Pseudo strike
29.85
IV
13.1%
B/E move
0.6%

70Δ

Calls
Pseudo strike
28.79
IV
15.5%
B/E move
1.2%
Puts
Pseudo strike
30.01
IV
12.3%
B/E move
0.3%

75Δ

Calls
Pseudo strike
28.57
IV
15.7%
B/E move
1.0%
Puts
Pseudo strike
30.33
IV
13.9%
B/E move
0.2%

80Δ

Calls
Pseudo strike
28.34
IV
16.0%
B/E move
0.8%
Puts
Pseudo strike
30.64
IV
15.6%
B/E move
0.1%

Options history

No recorded observations