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Global X Funds Global X U.S. Electrification ETF ZAP

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Market dataready · fetched 2026-11-12T00:58:51.444Z

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 · 2026-11-11T21:00:00.109695862Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:58:51.090587+00:00

Share price$31.95
1D+1.3%
AH$31.46$31.61$31.75$31.90$32.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMZAP
Sold putSold callAH

Global X Funds Global X U.S. Electrification ETF options

Live interpolated ZAP call and put midpoint premiums by absolute delta.Global X Funds Global X U.S. Electrification ETF$0.31$0.90$1.50$2.09$2.68$29.28$30.44$31.60$32.75$33.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZAP spot · $31.95ZAP PRICE$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.48$0.59$0.69$0.80$0.90$1.01$0.38$0.38$0.39$0.52$0.65$0.77$0.93$1.20$1.46$1.72$1.99$2.25$2.51
PutsExpensive1.93×
CallsExpensive1.48×
SkewBearish+14.25 pp
Implied moveBearish±$1.31
TiltBearish36.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.3671.5%11.9%29.4965.3%8.9%
25Δ33.9452.9%7.4%30.4050.0%6.0%
30Δ33.1941.5%5.0%31.0339.5%4.1%
35Δ32.8034.8%3.8%31.2940.6%3.7%
40Δ32.5329.6%3.0%31.5441.7%3.3%
45Δ32.2724.4%2.2%31.8042.9%2.9%
50Δ32.0019.3%1.3%32.0843.7%2.5%
55Δ31.8519.5%1.2%32.4343.4%2.2%
60Δ31.7019.8%1.0%32.7943.2%1.9%
65Δ31.5520.0%0.9%33.1442.9%1.7%
70Δ31.4020.3%0.8%33.5042.7%1.4%
75Δ31.2520.5%0.6%33.8542.4%1.1%
80Δ31.1020.8%0.5%34.2142.2%0.8%

20Δ

Calls
Pseudo strike
35.36
IV
71.5%
B/E move
11.9%
Puts
Pseudo strike
29.49
IV
65.3%
B/E move
8.9%

25Δ

Calls
Pseudo strike
33.94
IV
52.9%
B/E move
7.4%
Puts
Pseudo strike
30.40
IV
50.0%
B/E move
6.0%

30Δ

Calls
Pseudo strike
33.19
IV
41.5%
B/E move
5.0%
Puts
Pseudo strike
31.03
IV
39.5%
B/E move
4.1%

35Δ

Calls
Pseudo strike
32.80
IV
34.8%
B/E move
3.8%
Puts
Pseudo strike
31.29
IV
40.6%
B/E move
3.7%

40Δ

Calls
Pseudo strike
32.53
IV
29.6%
B/E move
3.0%
Puts
Pseudo strike
31.54
IV
41.7%
B/E move
3.3%

45Δ

Calls
Pseudo strike
32.27
IV
24.4%
B/E move
2.2%
Puts
Pseudo strike
31.80
IV
42.9%
B/E move
2.9%

50Δ

Calls
Pseudo strike
32.00
IV
19.3%
B/E move
1.3%
Puts
Pseudo strike
32.08
IV
43.7%
B/E move
2.5%

55Δ

Calls
Pseudo strike
31.85
IV
19.5%
B/E move
1.2%
Puts
Pseudo strike
32.43
IV
43.4%
B/E move
2.2%

60Δ

Calls
Pseudo strike
31.70
IV
19.8%
B/E move
1.0%
Puts
Pseudo strike
32.79
IV
43.2%
B/E move
1.9%

65Δ

Calls
Pseudo strike
31.55
IV
20.0%
B/E move
0.9%
Puts
Pseudo strike
33.14
IV
42.9%
B/E move
1.7%

70Δ

Calls
Pseudo strike
31.40
IV
20.3%
B/E move
0.8%
Puts
Pseudo strike
33.50
IV
42.7%
B/E move
1.4%

75Δ

Calls
Pseudo strike
31.25
IV
20.5%
B/E move
0.6%
Puts
Pseudo strike
33.85
IV
42.4%
B/E move
1.1%

80Δ

Calls
Pseudo strike
31.10
IV
20.8%
B/E move
0.5%
Puts
Pseudo strike
34.21
IV
42.2%
B/E move
0.8%

Options history

IV · four-Friday blend22.43%
Daily EOD
ZAP17.7%20.2%22.8%2026-10-19: 20.22%2026-10-20: 19.40%2026-10-21: 18.06%2026-10-22: 20.59%2026-10-23: 21.01%2026-10-26: 19.85%2026-10-27: 18.95%2026-10-28: 20.25%2026-10-29: 19.27%2026-10-30: 22.43%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
20.22%
19.40%
18.06%
20.59%
21.01%
19.85%
18.95%
20.25%
19.27%
22.43%