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

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Market datapartial · fetched 2026-10-22T21:55:37.721Z

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 · 2026-10-22T20:00:00.434390458Z

FundamentalsAlpha Vantage · unavailable

Share price$31.23
1D+0.6%
AH$30.86$30.96$31.06$31.16$31.265:30 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$0.30$0.96$1.62$2.28$2.94$28.32$29.79$31.27$32.74$34.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZAP spot · $31.23ZAP PRICE$0.38$0.38$0.38$0.38$0.43$0.49$0.55$0.60$0.66$1.04$1.51$0.38$0.38$0.43$0.51$0.59$0.70$0.83$0.97$1.10$1.31$1.59$1.86$2.75
PutsCheap0.93×
CallsCheap0.78×
SkewBearish+3.38 pp
Implied moveBearish±$1.38
TiltBearish32.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.7440.5%12.4%28.8936.5%8.7%
25Δ33.3430.1%8.0%29.7927.9%5.8%
30Δ32.6123.9%5.6%30.2425.0%4.6%
35Δ32.0418.7%3.8%30.5523.9%3.8%
40Δ31.8217.6%3.3%30.8722.7%3.1%
45Δ31.6316.8%2.8%31.1422.2%2.5%
50Δ31.4316.0%2.4%31.4022.1%2.1%
55Δ31.2415.2%2.0%31.6522.1%1.8%
60Δ31.0414.3%1.5%31.9022.0%1.4%
65Δ30.6618.7%1.5%32.2122.4%1.1%
70Δ30.2224.6%1.6%32.5523.2%0.9%
75Δ32.8924.0%0.6%
80Δ33.8229.2%0.5%

20Δ

Calls
Pseudo strike
34.74
IV
40.5%
B/E move
12.4%
Puts
Pseudo strike
28.89
IV
36.5%
B/E move
8.7%

25Δ

Calls
Pseudo strike
33.34
IV
30.1%
B/E move
8.0%
Puts
Pseudo strike
29.79
IV
27.9%
B/E move
5.8%

30Δ

Calls
Pseudo strike
32.61
IV
23.9%
B/E move
5.6%
Puts
Pseudo strike
30.24
IV
25.0%
B/E move
4.6%

35Δ

Calls
Pseudo strike
32.04
IV
18.7%
B/E move
3.8%
Puts
Pseudo strike
30.55
IV
23.9%
B/E move
3.8%

40Δ

Calls
Pseudo strike
31.82
IV
17.6%
B/E move
3.3%
Puts
Pseudo strike
30.87
IV
22.7%
B/E move
3.1%

45Δ

Calls
Pseudo strike
31.63
IV
16.8%
B/E move
2.8%
Puts
Pseudo strike
31.14
IV
22.2%
B/E move
2.5%

50Δ

Calls
Pseudo strike
31.43
IV
16.0%
B/E move
2.4%
Puts
Pseudo strike
31.40
IV
22.1%
B/E move
2.1%

55Δ

Calls
Pseudo strike
31.24
IV
15.2%
B/E move
2.0%
Puts
Pseudo strike
31.65
IV
22.1%
B/E move
1.8%

60Δ

Calls
Pseudo strike
31.04
IV
14.3%
B/E move
1.5%
Puts
Pseudo strike
31.90
IV
22.0%
B/E move
1.4%

65Δ

Calls
Pseudo strike
30.66
IV
18.7%
B/E move
1.5%
Puts
Pseudo strike
32.21
IV
22.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
30.22
IV
24.6%
B/E move
1.6%
Puts
Pseudo strike
32.55
IV
23.2%
B/E move
0.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.89
IV
24.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.82
IV
29.2%
B/E move
0.5%

Options history

No recorded observations