IntraAlpha
Create free account Start free

Global X MSCI Norway ETF NORW

i

Market dataready · fetched 2026-11-04T00:30:16.995Z

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 · 2026-11-03T23:30:00.004127373Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T00:30:16.643557+00:00

Share price$37.25
1D-0.3%
AH$37.21$37.26$37.31$37.36$37.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNORW
Sold putSold callAH

Global X MSCI Norway ETF options

Live interpolated NORW call and put midpoint premiums by absolute delta.Global X MSCI Norway ETF$0.39$0.71$1.03$1.35$1.67$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ 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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICENORW PRICE$0.42$0.49$0.58$0.73$0.88$1.02$1.16$1.30$1.44$1.57$0.68$0.50$0.68$0.86
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.4966.5%11.9%
25Δ
30Δ38.6828.9%5.0%36.2029.8%4.2%
35Δ38.2726.7%4.0%36.4932.2%3.9%
40Δ37.9025.7%3.3%36.7734.5%3.6%
45Δ37.6326.5%3.0%
50Δ37.3627.3%2.7%
55Δ37.0928.2%2.3%
60Δ36.8327.8%2.0%
65Δ36.5726.7%1.7%
70Δ36.3125.7%1.3%
75Δ36.0524.7%1.0%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.49
IV
66.5%
B/E move
11.9%

25Δ

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

30Δ

Calls
Pseudo strike
38.68
IV
28.9%
B/E move
5.0%
Puts
Pseudo strike
36.20
IV
29.8%
B/E move
4.2%

35Δ

Calls
Pseudo strike
38.27
IV
26.7%
B/E move
4.0%
Puts
Pseudo strike
36.49
IV
32.2%
B/E move
3.9%

40Δ

Calls
Pseudo strike
37.90
IV
25.7%
B/E move
3.3%
Puts
Pseudo strike
36.77
IV
34.5%
B/E move
3.6%

45Δ

Calls
Pseudo strike
37.63
IV
26.5%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
37.36
IV
27.3%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
37.09
IV
28.2%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
36.83
IV
27.8%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
36.57
IV
26.7%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
36.31
IV
25.7%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
36.05
IV
24.7%
B/E move
1.0%
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 blend17.19%
Daily EOD
NORW16.8%19.5%22.1%2026-10-19: 18.72%2026-10-20: 20.98%2026-10-21: 18.37%2026-10-22: 20.76%2026-10-23: 19.17%2026-10-26: 18.70%2026-10-27: 18.37%2026-10-28: 21.78%2026-10-29: 19.77%2026-10-30: 17.19%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
18.72%
20.98%
18.37%
20.76%
19.17%
18.70%
18.37%
21.78%
19.77%
17.19%