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Global X Russell 2000 Covered Call ETF RYLD

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Market dataready · fetched 2026-11-06T21:07:40.526Z

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 · 2026-11-06T21:00:00.349430216Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T21:07:39.984269+00:00

Share price$15.22
1D+0.9%
AH$15.07$15.12$15.17$15.22$15.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRYLD
Sold putSold callAH

Global X Russell 2000 Covered Call ETF options

Live interpolated RYLD call and put midpoint premiums by absolute delta.Global X Russell 2000 Covered Call ETF$0.07$0.28$0.48$0.69$0.89$14.66$14.94$15.22$15.50$15.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive RYLD spot · $15.22RYLD PRICE$0.09$0.13$0.16$0.20$0.23$0.26$0.30$0.33$0.36$0.40$0.33$0.11$0.19$0.27$0.35$0.43$0.51$0.59$0.67$0.75$0.84
Puts——
Calls——
Skew——
Implied moveBearish±$0.73
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.8119.3%4.5%13.2991.6%14.8%
25Δ15.7219.6%4.2%
30Δ15.6320.0%3.8%15.0415.2%1.9%
35Δ15.5420.3%3.4%15.1516.9%1.7%
40Δ15.4520.6%3.0%15.2518.7%1.6%
45Δ15.3620.9%2.7%15.3520.4%1.5%
50Δ15.2721.2%2.3%15.4522.1%1.4%
55Δ15.1821.5%1.9%15.5523.8%1.2%
60Δ15.0921.8%1.6%15.6525.5%1.1%
65Δ15.0022.1%1.2%15.7527.3%1.0%
70Δ15.8529.0%0.8%
75Δ15.9530.7%0.7%
80Δ

20Δ

Calls
Pseudo strike
15.81
IV
19.3%
B/E move
4.5%
Puts
Pseudo strike
13.29
IV
91.6%
B/E move
14.8%

25Δ

Calls
Pseudo strike
15.72
IV
19.6%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
15.63
IV
20.0%
B/E move
3.8%
Puts
Pseudo strike
15.04
IV
15.2%
B/E move
1.9%

35Δ

Calls
Pseudo strike
15.54
IV
20.3%
B/E move
3.4%
Puts
Pseudo strike
15.15
IV
16.9%
B/E move
1.7%

40Δ

Calls
Pseudo strike
15.45
IV
20.6%
B/E move
3.0%
Puts
Pseudo strike
15.25
IV
18.7%
B/E move
1.6%

45Δ

Calls
Pseudo strike
15.36
IV
20.9%
B/E move
2.7%
Puts
Pseudo strike
15.35
IV
20.4%
B/E move
1.5%

50Δ

Calls
Pseudo strike
15.27
IV
21.2%
B/E move
2.3%
Puts
Pseudo strike
15.45
IV
22.1%
B/E move
1.4%

55Δ

Calls
Pseudo strike
15.18
IV
21.5%
B/E move
1.9%
Puts
Pseudo strike
15.55
IV
23.8%
B/E move
1.2%

60Δ

Calls
Pseudo strike
15.09
IV
21.8%
B/E move
1.6%
Puts
Pseudo strike
15.65
IV
25.5%
B/E move
1.1%

65Δ

Calls
Pseudo strike
15.00
IV
22.1%
B/E move
1.2%
Puts
Pseudo strike
15.75
IV
27.3%
B/E move
1.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.85
IV
29.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.95
IV
30.7%
B/E move
0.7%

80Δ

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

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations