Global X Funds Global X Space Tech ETF ORBX
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Market dataready · fetched 2026-11-05T18:56:00.223Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19
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 · 2026-11-05T18:49:37.958747719Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-05T18:55:58.186196+00:00
Global X Funds Global X Space Tech ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 69.53 | 104.9% | 120.3% | |||
| 25Δ | 65.31 | 99.9% | 108.6% | |||
| 30Δ | 61.08 | 94.8% | 96.9% | |||
| 35Δ | 56.86 | 89.8% | 85.2% | |||
| 40Δ | 52.63 | 84.8% | 73.5% | |||
| 45Δ | 48.41 | 79.8% | 61.8% | |||
| 50Δ | 44.19 | 74.7% | 50.1% | |||
| 55Δ | 39.96 | 69.7% | 38.4% | |||
| 60Δ | 35.74 | 64.7% | 26.7% | |||
| 65Δ | 31.51 | 59.6% | 15.0% | 42.65 | 60.1% | 4.9% |
| 70Δ | 28.95 | 58.6% | 9.7% | 48.27 | 66.9% | 3.8% |
| 75Δ | 27.31 | 59.9% | 8.0% | 53.88 | 73.6% | 2.6% |
| 80Δ | 25.67 | 61.2% | 6.2% | 59.50 | 80.3% | 1.5% |
20Δ
- Pseudo strike
- 69.53
- IV
- 104.9%
- B/E move
- 120.3%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 65.31
- IV
- 99.9%
- B/E move
- 108.6%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 61.08
- IV
- 94.8%
- B/E move
- 96.9%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 56.86
- IV
- 89.8%
- B/E move
- 85.2%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 52.63
- IV
- 84.8%
- B/E move
- 73.5%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 48.41
- IV
- 79.8%
- B/E move
- 61.8%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 44.19
- IV
- 74.7%
- B/E move
- 50.1%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 39.96
- IV
- 69.7%
- B/E move
- 38.4%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 35.74
- IV
- 64.7%
- B/E move
- 26.7%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 31.51
- IV
- 59.6%
- B/E move
- 15.0%
- Pseudo strike
- 42.65
- IV
- 60.1%
- B/E move
- 4.9%
70Δ
- Pseudo strike
- 28.95
- IV
- 58.6%
- B/E move
- 9.7%
- Pseudo strike
- 48.27
- IV
- 66.9%
- B/E move
- 3.8%
75Δ
- Pseudo strike
- 27.31
- IV
- 59.9%
- B/E move
- 8.0%
- Pseudo strike
- 53.88
- IV
- 73.6%
- B/E move
- 2.6%
80Δ
- Pseudo strike
- 25.67
- IV
- 61.2%
- B/E move
- 6.2%
- Pseudo strike
- 59.50
- IV
- 80.3%
- B/E move
- 1.5%
Options history
Table
| Date | IV (%) |
|---|---|
| 51.85% | |
| 52.92% | |
| 50.55% | |
| 53.99% | |
| 57.48% | |
| 54.42% | |
| 53.57% | |
| 54.39% | |
| 53.26% | |
| 55.80% |