IntraAlpha
Create free account Start free

Global X MSCI Greece ETF GREK

i

Market datapartial · fetched 2026-11-05T22:23:07.820Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-05T21:10:00.002597568Z

FundamentalsAlpha Vantage · unavailable

Share price$79.84
1D-1.7%
AH$79.53$80.00$80.47$80.93$81.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGREK
Sold putSold callAH

Global X MSCI Greece ETF options

Live interpolated GREK call and put midpoint premiums by absolute delta.Global X MSCI Greece ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEGREK PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend28.73%
Daily close
GREK21.5%29.4%37.4%2026-08-07: 22.55%2026-08-10: 23.34%2026-08-11: 23.30%2026-08-12: 24.27%2026-08-13: 24.47%2026-08-14: 24.97%2026-08-17: 25.29%2026-08-18: 28.53%2026-08-19: 28.71%2026-08-20: 26.86%2026-08-21: 24.00%2026-08-24: 24.79%2026-08-25: 23.78%2026-08-26: 24.47%2026-08-27: 24.20%2026-08-28: 23.09%2026-08-31: 24.13%2026-09-01: 24.80%2026-09-02: 24.87%2026-09-03: 23.80%2026-09-17: 34.51%2026-09-18: 24.63%2026-09-21: 24.08%2026-09-22: 24.97%2026-09-23: 24.78%2026-09-24: 24.51%2026-09-25: 25.95%2026-09-28: 25.42%2026-09-29: 26.09%2026-09-30: 26.34%2026-10-01: 25.25%2026-10-02: 25.94%2026-10-05: 24.85%2026-10-06: 23.69%2026-10-07: 25.88%2026-10-08: 27.90%2026-10-09: 28.95%2026-10-12: 31.51%2026-10-13: 32.99%2026-10-14: 32.40%2026-10-15: 36.28%2026-10-16: 26.45%2026-10-19: 26.16%2026-10-20: 26.41%2026-10-21: 26.38%2026-10-22: 27.62%2026-10-23: 27.93%2026-10-26: 27.52%2026-10-27: 27.73%2026-10-28: 27.50%2026-10-29: 27.22%2026-10-30: 28.73%Aug 7Sep 24Oct 30
52 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
22.55%
23.34%
23.30%
24.27%
24.47%
24.97%
25.29%
28.53%
28.71%
26.86%
24.00%
24.79%
23.78%
24.47%
24.20%
23.09%
24.13%
24.80%
24.87%
23.80%
34.51%
24.63%
24.08%
24.97%
24.78%
24.51%
25.95%
25.42%
26.09%
26.34%
25.25%
25.94%
24.85%
23.69%
25.88%
27.90%
28.95%
31.51%
32.99%
32.40%
36.28%
26.45%
26.16%
26.41%
26.38%
27.62%
27.93%
27.52%
27.73%
27.50%
27.22%
28.73%