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Global X MSCI Greece ETF GREK

i

Market dataready · fetched 2026-11-07T07:05:15.471Z

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 · 2026-11-07T01:00:00.123650931Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T07:05:14.845704+00:00

Share price$79.10
1D+0.3%
AH$78.83$79.04$79.26$79.47$79.685:30 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$0.83$1.89$2.95$4.01$5.07$73.73$76.89$80.06$83.23$86.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GREK spot · $79.10GREK PRICE$0.95$1.16$1.34$1.24$1.55$1.85$2.16$2.43$2.62$2.98$3.45$4.14$4.76$1.05$1.44$1.53$1.78$1.97$2.06$2.07$2.38$2.83$3.35$3.88$4.68
Puts——
CallsExpensive1.18×
Skew——
Implied moveBullish±$4.22
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.7158.6%12.1%
25Δ85.3853.3%9.4%75.1044.0%6.4%
30Δ83.6148.7%7.4%75.8746.9%5.9%
35Δ81.5235.4%4.6%77.1040.8%4.5%
40Δ80.8837.1%4.2%77.9339.9%3.7%
45Δ80.1437.9%3.6%78.6937.3%3.0%
50Δ79.4137.8%3.1%79.3133.5%2.3%
55Δ78.7336.7%2.6%79.8429.0%1.7%
60Δ78.1034.1%2.0%80.4228.3%1.3%
65Δ77.4633.4%1.7%81.0429.3%1.1%
70Δ76.7433.8%1.4%81.7429.9%0.9%
75Δ75.8835.4%1.2%82.4430.0%0.7%
80Δ75.0535.3%0.9%83.4030.8%0.5%

20Δ

Calls
Pseudo strike
87.71
IV
58.6%
B/E move
12.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
85.38
IV
53.3%
B/E move
9.4%
Puts
Pseudo strike
75.10
IV
44.0%
B/E move
6.4%

30Δ

Calls
Pseudo strike
83.61
IV
48.7%
B/E move
7.4%
Puts
Pseudo strike
75.87
IV
46.9%
B/E move
5.9%

35Δ

Calls
Pseudo strike
81.52
IV
35.4%
B/E move
4.6%
Puts
Pseudo strike
77.10
IV
40.8%
B/E move
4.5%

40Δ

Calls
Pseudo strike
80.88
IV
37.1%
B/E move
4.2%
Puts
Pseudo strike
77.93
IV
39.9%
B/E move
3.7%

45Δ

Calls
Pseudo strike
80.14
IV
37.9%
B/E move
3.6%
Puts
Pseudo strike
78.69
IV
37.3%
B/E move
3.0%

50Δ

Calls
Pseudo strike
79.41
IV
37.8%
B/E move
3.1%
Puts
Pseudo strike
79.31
IV
33.5%
B/E move
2.3%

55Δ

Calls
Pseudo strike
78.73
IV
36.7%
B/E move
2.6%
Puts
Pseudo strike
79.84
IV
29.0%
B/E move
1.7%

60Δ

Calls
Pseudo strike
78.10
IV
34.1%
B/E move
2.0%
Puts
Pseudo strike
80.42
IV
28.3%
B/E move
1.3%

65Δ

Calls
Pseudo strike
77.46
IV
33.4%
B/E move
1.7%
Puts
Pseudo strike
81.04
IV
29.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
76.74
IV
33.8%
B/E move
1.4%
Puts
Pseudo strike
81.74
IV
29.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
75.88
IV
35.4%
B/E move
1.2%
Puts
Pseudo strike
82.44
IV
30.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
75.05
IV
35.3%
B/E move
0.9%
Puts
Pseudo strike
83.40
IV
30.8%
B/E move
0.5%

Options history

IV · four-Friday blend28.73%
Daily close
GREK22.0%29.7%37.3%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 10Sep 25Oct 30
51 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%