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Global X FTSE Southeast Asia ETF ASEA

i

Market dataready · fetched 2026-11-04T07:27:44.161Z

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 · 2026-11-04T01:00:00.148193074Z

FundamentalsGlobal X · ready · as of 2026-11-03 · fetched 2026-11-04T07:27:43.754368+00:00

Share price$19.40
1D-0.1%
AH$19.33$19.39$19.45$19.51$19.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMASEA
Sold putSold callAH

Global X FTSE Southeast Asia ETF options

Live interpolated ASEA call and put midpoint premiums by absolute delta.Global X FTSE Southeast Asia ETF$0.55$0.77$0.98$1.20$1.42$18.24$19.24$20.25$21.26$22.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ASEA spot · $19.40ASEA PRICE$0.57$0.57$0.57$0.58$0.60$0.65$0.72$0.79$0.87$0.97$1.10$1.23$1.35$0.57$0.57$0.58$0.60$0.63$0.68$0.73$0.78$0.83
Puts——
CallsExpensive3.62×
Skew——
Implied moveBalanced±$1.45
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.33143.1%38.7%16.35111.8%18.7%
25Δ23.14103.9%22.2%17.4386.3%13.1%
30Δ21.6280.4%14.4%18.1569.4%9.4%
35Δ20.7665.2%10.0%18.6059.6%7.3%
40Δ20.2054.6%7.2%19.0250.3%5.2%
45Δ19.8449.2%5.6%19.2246.8%4.4%
50Δ19.6046.6%4.7%19.4243.2%3.7%
55Δ19.3544.0%3.8%19.6239.7%2.9%
60Δ19.1041.5%3.0%19.8236.1%2.1%
65Δ18.8839.6%2.4%
70Δ18.6838.3%2.0%
75Δ18.4837.0%1.6%
80Δ18.2835.6%1.2%

20Δ

Calls
Pseudo strike
26.33
IV
143.1%
B/E move
38.7%
Puts
Pseudo strike
16.35
IV
111.8%
B/E move
18.7%

25Δ

Calls
Pseudo strike
23.14
IV
103.9%
B/E move
22.2%
Puts
Pseudo strike
17.43
IV
86.3%
B/E move
13.1%

30Δ

Calls
Pseudo strike
21.62
IV
80.4%
B/E move
14.4%
Puts
Pseudo strike
18.15
IV
69.4%
B/E move
9.4%

35Δ

Calls
Pseudo strike
20.76
IV
65.2%
B/E move
10.0%
Puts
Pseudo strike
18.60
IV
59.6%
B/E move
7.3%

40Δ

Calls
Pseudo strike
20.20
IV
54.6%
B/E move
7.2%
Puts
Pseudo strike
19.02
IV
50.3%
B/E move
5.2%

45Δ

Calls
Pseudo strike
19.84
IV
49.2%
B/E move
5.6%
Puts
Pseudo strike
19.22
IV
46.8%
B/E move
4.4%

50Δ

Calls
Pseudo strike
19.60
IV
46.6%
B/E move
4.7%
Puts
Pseudo strike
19.42
IV
43.2%
B/E move
3.7%

55Δ

Calls
Pseudo strike
19.35
IV
44.0%
B/E move
3.8%
Puts
Pseudo strike
19.62
IV
39.7%
B/E move
2.9%

60Δ

Calls
Pseudo strike
19.10
IV
41.5%
B/E move
3.0%
Puts
Pseudo strike
19.82
IV
36.1%
B/E move
2.1%

65Δ

Calls
Pseudo strike
18.88
IV
39.6%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
18.68
IV
38.3%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
18.48
IV
37.0%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
18.28
IV
35.6%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend36.50%
Daily EOD
ASEA31.6%63.5%95.4%2026-10-19: 35.98%2026-10-21: 55.91%2026-10-22: 55.10%2026-10-27: 91.00%2026-10-29: 37.92%2026-10-30: 36.50%Oct 19Oct 22Oct 30
6 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
35.98%
55.91%
55.10%
91.00%
37.92%
36.50%