Global X Funds Global X AI Semiconductor & Quantum ETF CHPX
i
Market dataready · fetched 2026-11-04T00:52:32.816Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-03T21:00:00.389934963Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-04T00:52:32.394688+00:00
Global X Funds Global X AI Semiconductor & Quantum ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 92.87 | 53.4% | 12.3% | 75.02 | 66.2% | 12.0% |
| 25Δ | 89.88 | 45.3% | 8.9% | 76.96 | 61.8% | 10.0% |
| 30Δ | 88.80 | 47.2% | 8.1% | 78.91 | 57.3% | 8.1% |
| 35Δ | 87.63 | 48.1% | 7.2% | 80.68 | 52.2% | 6.3% |
| 40Δ | 86.50 | 49.0% | 6.3% | 81.89 | 52.9% | 5.5% |
| 45Δ | 85.33 | 48.5% | 5.4% | 83.09 | 50.7% | 4.6% |
| 50Δ | 84.22 | 49.9% | 4.8% | 84.23 | 50.5% | 3.9% |
| 55Δ | 83.09 | 51.5% | 4.2% | 85.37 | 49.5% | 3.2% |
| 60Δ | 81.90 | 52.3% | 3.6% | 86.53 | 49.6% | 2.7% |
| 65Δ | 80.64 | 53.1% | 3.1% | 87.60 | 47.8% | 2.1% |
| 70Δ | 79.15 | 54.6% | 2.6% | 88.75 | 46.7% | 1.6% |
| 75Δ | 77.52 | 55.9% | 2.1% | 90.26 | 47.8% | 1.3% |
| 80Δ | 75.90 | 57.2% | 1.6% | 91.48 | 45.9% | 0.9% |
20Δ
- Pseudo strike
- 92.87
- IV
- 53.4%
- B/E move
- 12.3%
- Pseudo strike
- 75.02
- IV
- 66.2%
- B/E move
- 12.0%
25Δ
- Pseudo strike
- 89.88
- IV
- 45.3%
- B/E move
- 8.9%
- Pseudo strike
- 76.96
- IV
- 61.8%
- B/E move
- 10.0%
30Δ
- Pseudo strike
- 88.80
- IV
- 47.2%
- B/E move
- 8.1%
- Pseudo strike
- 78.91
- IV
- 57.3%
- B/E move
- 8.1%
35Δ
- Pseudo strike
- 87.63
- IV
- 48.1%
- B/E move
- 7.2%
- Pseudo strike
- 80.68
- IV
- 52.2%
- B/E move
- 6.3%
40Δ
- Pseudo strike
- 86.50
- IV
- 49.0%
- B/E move
- 6.3%
- Pseudo strike
- 81.89
- IV
- 52.9%
- B/E move
- 5.5%
45Δ
- Pseudo strike
- 85.33
- IV
- 48.5%
- B/E move
- 5.4%
- Pseudo strike
- 83.09
- IV
- 50.7%
- B/E move
- 4.6%
50Δ
- Pseudo strike
- 84.22
- IV
- 49.9%
- B/E move
- 4.8%
- Pseudo strike
- 84.23
- IV
- 50.5%
- B/E move
- 3.9%
55Δ
- Pseudo strike
- 83.09
- IV
- 51.5%
- B/E move
- 4.2%
- Pseudo strike
- 85.37
- IV
- 49.5%
- B/E move
- 3.2%
60Δ
- Pseudo strike
- 81.90
- IV
- 52.3%
- B/E move
- 3.6%
- Pseudo strike
- 86.53
- IV
- 49.6%
- B/E move
- 2.7%
65Δ
- Pseudo strike
- 80.64
- IV
- 53.1%
- B/E move
- 3.1%
- Pseudo strike
- 87.60
- IV
- 47.8%
- B/E move
- 2.1%
70Δ
- Pseudo strike
- 79.15
- IV
- 54.6%
- B/E move
- 2.6%
- Pseudo strike
- 88.75
- IV
- 46.7%
- B/E move
- 1.6%
75Δ
- Pseudo strike
- 77.52
- IV
- 55.9%
- B/E move
- 2.1%
- Pseudo strike
- 90.26
- IV
- 47.8%
- B/E move
- 1.3%
80Δ
- Pseudo strike
- 75.90
- IV
- 57.2%
- B/E move
- 1.6%
- Pseudo strike
- 91.48
- IV
- 45.9%
- B/E move
- 0.9%
Options history
Table
| Date | IV (%) |
|---|---|
| 36.89% | |
| 37.05% | |
| 36.32% | |
| 39.84% | |
| 39.17% | |
| 37.70% | |
| 38.09% | |
| 37.02% | |
| 37.08% | |
| 41.77% |