Global X SuperIncome Preferred ETF SPFF
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Market dataready · fetched 2026-11-06T14:12:04.861Z
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 · 2026-11-06T01:00:00.111127018Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-06T14:12:03.332520+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 | ||||||
| 25Δ | 13.09 | 227.6% | 55.7% | 8.20 | 50.2% | 7.8% |
| 30Δ | 11.04 | 171.3% | 32.2% | 8.33 | 51.8% | 7.1% |
| 35Δ | 10.39 | 144.6% | 24.8% | 8.45 | 53.4% | 6.4% |
| 40Δ | 9.77 | 118.5% | 17.6% | 8.57 | 55.0% | 5.8% |
| 45Δ | 9.15 | 92.5% | 10.5% | 8.69 | 56.6% | 5.1% |
| 50Δ | 8.89 | 82.7% | 8.0% | 8.81 | 58.2% | 4.4% |
| 55Δ | 8.75 | 78.0% | 6.9% | 8.93 | 59.8% | 3.7% |
| 60Δ | 8.60 | 73.2% | 5.8% | |||
| 65Δ | 8.46 | 68.4% | 4.7% | |||
| 70Δ | 8.32 | 63.7% | 3.7% | |||
| 75Δ | 8.17 | 58.9% | 2.6% | |||
| 80Δ | 8.03 | 54.1% | 1.5% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 13.09
- IV
- 227.6%
- B/E move
- 55.7%
- Pseudo strike
- 8.20
- IV
- 50.2%
- B/E move
- 7.8%
30Δ
- Pseudo strike
- 11.04
- IV
- 171.3%
- B/E move
- 32.2%
- Pseudo strike
- 8.33
- IV
- 51.8%
- B/E move
- 7.1%
35Δ
- Pseudo strike
- 10.39
- IV
- 144.6%
- B/E move
- 24.8%
- Pseudo strike
- 8.45
- IV
- 53.4%
- B/E move
- 6.4%
40Δ
- Pseudo strike
- 9.77
- IV
- 118.5%
- B/E move
- 17.6%
- Pseudo strike
- 8.57
- IV
- 55.0%
- B/E move
- 5.8%
45Δ
- Pseudo strike
- 9.15
- IV
- 92.5%
- B/E move
- 10.5%
- Pseudo strike
- 8.69
- IV
- 56.6%
- B/E move
- 5.1%
50Δ
- Pseudo strike
- 8.89
- IV
- 82.7%
- B/E move
- 8.0%
- Pseudo strike
- 8.81
- IV
- 58.2%
- B/E move
- 4.4%
55Δ
- Pseudo strike
- 8.75
- IV
- 78.0%
- B/E move
- 6.9%
- Pseudo strike
- 8.93
- IV
- 59.8%
- B/E move
- 3.7%
60Δ
- Pseudo strike
- 8.60
- IV
- 73.2%
- B/E move
- 5.8%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 8.46
- IV
- 68.4%
- B/E move
- 4.7%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 8.32
- IV
- 63.7%
- B/E move
- 3.7%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 8.17
- IV
- 58.9%
- B/E move
- 2.6%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 8.03
- IV
- 54.1%
- B/E move
- 1.5%
- Pseudo strike
- IV
- B/E move
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% |