Global X SuperIncome Preferred ETF SPFF
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Market dataready · fetched 2026-11-03T21:56:09.774Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
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 · 2026-11-03T21:10:00.003557669Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-03T21:56:07.521721+00:00
Global X SuperIncome Preferred ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.74 | 187.5% | 28.3% | |||
| 25Δ | 13.11 | 208.3% | 55.6% | 7.21 | 159.5% | 23.1% |
| 30Δ | 11.07 | 156.8% | 32.2% | 7.50 | 143.8% | 19.9% |
| 35Δ | 10.05 | 123.4% | 20.6% | 7.80 | 128.2% | 16.8% |
| 40Δ | 9.58 | 103.4% | 15.2% | 8.09 | 112.5% | 13.7% |
| 45Δ | 9.14 | 84.1% | 10.2% | 8.39 | 96.8% | 10.6% |
| 50Δ | 8.89 | 75.8% | 7.8% | 8.68 | 81.2% | 7.4% |
| 55Δ | 8.73 | 72.9% | 6.8% | 8.98 | 65.5% | 4.3% |
| 60Δ | 8.57 | 69.9% | 5.7% | 9.23 | 64.1% | 3.6% |
| 65Δ | 8.41 | 67.0% | 4.6% | 9.49 | 64.0% | 3.1% |
| 70Δ | 8.25 | 64.0% | 3.6% | 9.74 | 63.8% | 2.6% |
| 75Δ | 8.09 | 61.0% | 2.5% | 10.00 | 63.6% | 2.1% |
| 80Δ | 7.81 | 64.5% | 1.8% | 10.25 | 63.4% | 1.6% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.74
- IV
- 187.5%
- B/E move
- 28.3%
25Δ
- Pseudo strike
- 13.11
- IV
- 208.3%
- B/E move
- 55.6%
- Pseudo strike
- 7.21
- IV
- 159.5%
- B/E move
- 23.1%
30Δ
- Pseudo strike
- 11.07
- IV
- 156.8%
- B/E move
- 32.2%
- Pseudo strike
- 7.50
- IV
- 143.8%
- B/E move
- 19.9%
35Δ
- Pseudo strike
- 10.05
- IV
- 123.4%
- B/E move
- 20.6%
- Pseudo strike
- 7.80
- IV
- 128.2%
- B/E move
- 16.8%
40Δ
- Pseudo strike
- 9.58
- IV
- 103.4%
- B/E move
- 15.2%
- Pseudo strike
- 8.09
- IV
- 112.5%
- B/E move
- 13.7%
45Δ
- Pseudo strike
- 9.14
- IV
- 84.1%
- B/E move
- 10.2%
- Pseudo strike
- 8.39
- IV
- 96.8%
- B/E move
- 10.6%
50Δ
- Pseudo strike
- 8.89
- IV
- 75.8%
- B/E move
- 7.8%
- Pseudo strike
- 8.68
- IV
- 81.2%
- B/E move
- 7.4%
55Δ
- Pseudo strike
- 8.73
- IV
- 72.9%
- B/E move
- 6.8%
- Pseudo strike
- 8.98
- IV
- 65.5%
- B/E move
- 4.3%
60Δ
- Pseudo strike
- 8.57
- IV
- 69.9%
- B/E move
- 5.7%
- Pseudo strike
- 9.23
- IV
- 64.1%
- B/E move
- 3.6%
65Δ
- Pseudo strike
- 8.41
- IV
- 67.0%
- B/E move
- 4.6%
- Pseudo strike
- 9.49
- IV
- 64.0%
- B/E move
- 3.1%
70Δ
- Pseudo strike
- 8.25
- IV
- 64.0%
- B/E move
- 3.6%
- Pseudo strike
- 9.74
- IV
- 63.8%
- B/E move
- 2.6%
75Δ
- Pseudo strike
- 8.09
- IV
- 61.0%
- B/E move
- 2.5%
- Pseudo strike
- 10.00
- IV
- 63.6%
- B/E move
- 2.1%
80Δ
- Pseudo strike
- 7.81
- IV
- 64.5%
- B/E move
- 1.8%
- Pseudo strike
- 10.25
- IV
- 63.4%
- B/E move
- 1.6%
Options history
Table
| Date | IV (%) |
|---|---|
| 46.09% | |
| 46.07% | |
| 46.54% | |
| 47.02% | |
| 46.85% | |
| 48.42% | |
| 47.72% | |
| 49.43% | |
| 49.46% | |
| 49.20% |