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Global X PureCap MSCI Communication Services ETF GXPC

i

Market dataready · fetched 2026-11-04T14:29:45.949Z

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 · 2026-11-04T13:32:55.678910806Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T14:29:44.480105+00:00

Share price$27.00
1D+0.0%
$26.99$26.99$27.00$27.01$27.015:30 AM6:30 AM9:00 AM1:00 PMGXPC
Sold putSold call

Global X PureCap MSCI Communication Services ETF options

Live interpolated GXPC call and put midpoint premiums by absolute delta.Global X PureCap MSCI Communication Services ETF$0.34$2.83$5.33$7.83$10.33$21.55$24.05$26.55$29.04$31.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GXPC spot · $27.00GXPC PRICE$0.61$0.70$0.71$0.74$0.78$0.84$0.89$0.94$0.97$1.00$1.03$1.06$1.09$0.73$0.80$0.90$0.98$1.10$1.23$1.45$1.74$2.12$2.68$3.75$5.49$9.61
PutsExpensive1.82×
CallsExpensive1.60×
SkewBearish+29.23 pp
Implied moveBearish±$2.35
TiltBearish48.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.22102.5%25.3%23.07102.9%17.3%
25Δ31.3690.5%18.7%24.3086.6%13.0%
30Δ29.6370.9%12.4%25.1776.1%10.1%
35Δ28.6759.6%8.9%25.8567.7%7.9%
40Δ27.9751.0%6.5%26.3662.8%6.4%
45Δ27.5946.5%5.3%26.8258.8%5.2%
50Δ27.2041.9%4.1%27.2758.3%4.4%
55Δ26.9338.0%3.2%27.7159.9%3.8%
60Δ26.7834.7%2.8%28.2362.9%3.3%
65Δ26.6331.4%2.3%28.8968.3%2.9%
70Δ26.4828.2%1.9%30.0081.2%2.8%
75Δ26.3324.9%1.4%31.7999.0%2.6%
80Δ26.1821.6%1.0%35.91137.3%2.6%

20Δ

Calls
Pseudo strike
33.22
IV
102.5%
B/E move
25.3%
Puts
Pseudo strike
23.07
IV
102.9%
B/E move
17.3%

25Δ

Calls
Pseudo strike
31.36
IV
90.5%
B/E move
18.7%
Puts
Pseudo strike
24.30
IV
86.6%
B/E move
13.0%

30Δ

Calls
Pseudo strike
29.63
IV
70.9%
B/E move
12.4%
Puts
Pseudo strike
25.17
IV
76.1%
B/E move
10.1%

35Δ

Calls
Pseudo strike
28.67
IV
59.6%
B/E move
8.9%
Puts
Pseudo strike
25.85
IV
67.7%
B/E move
7.9%

40Δ

Calls
Pseudo strike
27.97
IV
51.0%
B/E move
6.5%
Puts
Pseudo strike
26.36
IV
62.8%
B/E move
6.4%

45Δ

Calls
Pseudo strike
27.59
IV
46.5%
B/E move
5.3%
Puts
Pseudo strike
26.82
IV
58.8%
B/E move
5.2%

50Δ

Calls
Pseudo strike
27.20
IV
41.9%
B/E move
4.1%
Puts
Pseudo strike
27.27
IV
58.3%
B/E move
4.4%

55Δ

Calls
Pseudo strike
26.93
IV
38.0%
B/E move
3.2%
Puts
Pseudo strike
27.71
IV
59.9%
B/E move
3.8%

60Δ

Calls
Pseudo strike
26.78
IV
34.7%
B/E move
2.8%
Puts
Pseudo strike
28.23
IV
62.9%
B/E move
3.3%

65Δ

Calls
Pseudo strike
26.63
IV
31.4%
B/E move
2.3%
Puts
Pseudo strike
28.89
IV
68.3%
B/E move
2.9%

70Δ

Calls
Pseudo strike
26.48
IV
28.2%
B/E move
1.9%
Puts
Pseudo strike
30.00
IV
81.2%
B/E move
2.8%

75Δ

Calls
Pseudo strike
26.33
IV
24.9%
B/E move
1.4%
Puts
Pseudo strike
31.79
IV
99.0%
B/E move
2.6%

80Δ

Calls
Pseudo strike
26.18
IV
21.6%
B/E move
1.0%
Puts
Pseudo strike
35.91
IV
137.3%
B/E move
2.6%

Options history

IV · four-Friday blend35.84%
Daily close
GXPC25.7%48.4%71.1%2026-08-06: 33.66%2026-08-07: 34.25%2026-08-10: 35.52%2026-08-11: 32.18%2026-08-12: 67.97%2026-08-13: 35.90%2026-08-14: 36.32%2026-08-17: 40.42%2026-08-18: 43.63%2026-08-19: 46.65%2026-08-20: 57.03%2026-08-21: 30.49%2026-08-24: 30.61%2026-08-25: 30.98%2026-08-26: 30.23%2026-08-27: 31.24%2026-08-28: 29.83%2026-08-31: 31.55%2026-09-01: 31.59%2026-09-02: 31.08%2026-09-03: 31.59%2026-09-04: 31.25%2026-09-08: 33.80%2026-09-09: 34.48%2026-09-10: 35.00%2026-09-11: 35.68%2026-09-14: 32.83%2026-09-15: 38.04%2026-09-16: 46.60%2026-09-17: 46.48%2026-09-18: 28.91%2026-09-21: 28.82%2026-09-22: 30.75%2026-09-23: 30.85%2026-09-24: 30.65%2026-09-25: 31.93%2026-09-28: 32.97%2026-09-29: 32.75%2026-09-30: 32.77%2026-10-01: 33.27%2026-10-02: 33.60%2026-10-05: 34.29%2026-10-06: 34.79%2026-10-07: 34.80%2026-10-08: 33.25%2026-10-09: 36.20%2026-10-12: 39.61%2026-10-13: 42.02%2026-10-15: 53.42%2026-10-16: 30.17%2026-10-19: 31.47%2026-10-20: 31.56%2026-10-21: 31.92%2026-10-22: 33.68%2026-10-23: 33.44%2026-10-26: 33.31%2026-10-27: 33.28%2026-10-28: 32.85%2026-10-30: 35.84%Aug 6Sep 17Oct 30
59 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
33.66%
34.25%
35.52%
32.18%
67.97%
35.90%
36.32%
40.42%
43.63%
46.65%
57.03%
30.49%
30.61%
30.98%
30.23%
31.24%
29.83%
31.55%
31.59%
31.08%
31.59%
31.25%
33.80%
34.48%
35.00%
35.68%
32.83%
38.04%
46.60%
46.48%
28.91%
28.82%
30.75%
30.85%
30.65%
31.93%
32.97%
32.75%
32.77%
33.27%
33.60%
34.29%
34.79%
34.80%
33.25%
36.20%
39.61%
42.02%
53.42%
30.17%
31.47%
31.56%
31.92%
33.68%
33.44%
33.31%
33.28%
32.85%
35.84%