IntraAlpha
Create free account Start free

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

i

Market datapartial · fetched 2026-10-22T17:57:26.843Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-10-22T17:56:11.960734086Z

FundamentalsAlpha Vantage · unavailable

Share price$31.01
1D-0.1%
$30.87$30.93$30.98$31.03$31.085:30 AM6:30 AM9:00 AM1:00 PMZAP
Sold putSold call

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$1.06$2.34$3.61$4.88$6.15$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEZAP PRICE$1.20$1.58$1.96$2.35$2.73$3.11$3.49$3.87$4.26$4.64$5.02$5.40$5.78
PutsExpensive1.15×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.2633.1%19.2%
25Δ27.1332.7%17.6%
30Δ27.9932.4%16.1%
35Δ28.8532.0%14.5%
40Δ29.7231.6%13.0%
45Δ30.5831.2%11.4%
50Δ31.4430.8%9.9%
55Δ32.3130.4%8.3%
60Δ33.1730.1%6.8%
65Δ34.0429.7%5.2%
70Δ34.9029.3%3.6%
75Δ35.7628.9%2.1%
80Δ36.6328.5%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.26
IV
33.1%
B/E move
19.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.13
IV
32.7%
B/E move
17.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.99
IV
32.4%
B/E move
16.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.85
IV
32.0%
B/E move
14.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.72
IV
31.6%
B/E move
13.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.58
IV
31.2%
B/E move
11.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.44
IV
30.8%
B/E move
9.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.31
IV
30.4%
B/E move
8.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.17
IV
30.1%
B/E move
6.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.04
IV
29.7%
B/E move
5.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.90
IV
29.3%
B/E move
3.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.76
IV
28.9%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.63
IV
28.5%
B/E move
0.5%

Options history

No recorded observations