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Global X Funds Global X Alternative Income ETF ALTY

i

Market dataready · fetched 2026-11-03T14:42:03.492Z

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 · 2026-11-03T14:38:46.871104523Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T14:42:01.994956+00:00

Share price$11.74
1D+0.0%
$11.73$11.74$11.74$11.74$11.755:30 AM6:30 AM9:00 AM1:00 PMALTY
Sold putSold call

Global X Funds Global X Alternative Income ETF options

Live interpolated ALTY call and put midpoint premiums by absolute delta.Global X Funds Global X Alternative Income ETF$0.32$0.58$0.84$1.10$1.37$9.89$10.80$11.70$12.60$13.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALTY spot · $11.74ALTY PRICE$0.35$0.35$0.35$0.35$0.35$0.36$0.40$0.44$0.48$0.52$0.55$0.59$0.63$0.35$0.35$0.35$0.39$0.44$0.48$0.52$0.56$0.68$0.84$0.99$1.14$1.29
PutsExpensive5.30×
CallsExpensive4.81×
SkewBearish+3.15 pp
Implied moveBearish±$0.92
TiltBearish18.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.97141.0%39.0%9.89110.1%18.8%
25Δ14.01102.3%22.4%10.4887.1%13.7%
30Δ13.0878.9%14.4%11.0167.1%9.2%
35Δ12.6665.9%10.8%11.2062.7%8.0%
40Δ12.2853.7%7.6%11.3858.2%6.7%
45Δ11.9843.9%5.1%11.5753.7%5.5%
50Δ11.8841.4%4.6%11.7649.3%4.3%
55Δ11.7838.8%4.1%11.9544.8%3.0%
60Δ11.6836.3%3.6%12.1444.2%2.4%
65Δ11.5933.7%3.1%12.3445.1%2.0%
70Δ11.4931.2%2.6%12.5345.9%1.7%
75Δ11.3928.6%2.1%12.7346.8%1.3%
80Δ11.2926.1%1.6%12.9247.7%0.9%

20Δ

Calls
Pseudo strike
15.97
IV
141.0%
B/E move
39.0%
Puts
Pseudo strike
9.89
IV
110.1%
B/E move
18.8%

25Δ

Calls
Pseudo strike
14.01
IV
102.3%
B/E move
22.4%
Puts
Pseudo strike
10.48
IV
87.1%
B/E move
13.7%

30Δ

Calls
Pseudo strike
13.08
IV
78.9%
B/E move
14.4%
Puts
Pseudo strike
11.01
IV
67.1%
B/E move
9.2%

35Δ

Calls
Pseudo strike
12.66
IV
65.9%
B/E move
10.8%
Puts
Pseudo strike
11.20
IV
62.7%
B/E move
8.0%

40Δ

Calls
Pseudo strike
12.28
IV
53.7%
B/E move
7.6%
Puts
Pseudo strike
11.38
IV
58.2%
B/E move
6.7%

45Δ

Calls
Pseudo strike
11.98
IV
43.9%
B/E move
5.1%
Puts
Pseudo strike
11.57
IV
53.7%
B/E move
5.5%

50Δ

Calls
Pseudo strike
11.88
IV
41.4%
B/E move
4.6%
Puts
Pseudo strike
11.76
IV
49.3%
B/E move
4.3%

55Δ

Calls
Pseudo strike
11.78
IV
38.8%
B/E move
4.1%
Puts
Pseudo strike
11.95
IV
44.8%
B/E move
3.0%

60Δ

Calls
Pseudo strike
11.68
IV
36.3%
B/E move
3.6%
Puts
Pseudo strike
12.14
IV
44.2%
B/E move
2.4%

65Δ

Calls
Pseudo strike
11.59
IV
33.7%
B/E move
3.1%
Puts
Pseudo strike
12.34
IV
45.1%
B/E move
2.0%

70Δ

Calls
Pseudo strike
11.49
IV
31.2%
B/E move
2.6%
Puts
Pseudo strike
12.53
IV
45.9%
B/E move
1.7%

75Δ

Calls
Pseudo strike
11.39
IV
28.6%
B/E move
2.1%
Puts
Pseudo strike
12.73
IV
46.8%
B/E move
1.3%

80Δ

Calls
Pseudo strike
11.29
IV
26.1%
B/E move
1.6%
Puts
Pseudo strike
12.92
IV
47.7%
B/E move
0.9%

Options history

IV · four-Friday blend24.44%
Daily close
ALTY19.2%37.9%56.6%2026-08-05: 39.49%2026-08-06: 40.08%2026-08-07: 40.48%2026-08-10: 42.88%2026-08-14: 32.17%2026-08-19: 42.25%2026-08-20: 54.03%2026-08-21: 23.55%2026-08-24: 24.57%2026-08-25: 24.65%2026-08-26: 25.24%2026-08-27: 25.65%2026-08-28: 25.49%2026-08-31: 26.58%2026-09-01: 26.99%2026-09-02: 28.30%2026-09-08: 30.28%2026-09-16: 43.32%2026-09-18: 21.75%2026-09-21: 24.36%2026-09-22: 23.65%2026-09-23: 22.30%2026-09-24: 23.96%2026-09-25: 24.44%Aug 5Aug 27Sep 25
24 observations2026-08-05 — 2026-09-25
Table
DateIV (%)
39.49%
40.08%
40.48%
42.88%
32.17%
42.25%
54.03%
23.55%
24.57%
24.65%
25.24%
25.65%
25.49%
26.58%
26.99%
28.30%
30.28%
43.32%
21.75%
24.36%
23.65%
22.30%
23.96%
24.44%