Global X Funds Global X SuperDividend REIT ETF SRET
i
Market dataready · fetched 2026-11-04T09:30:15.648Z
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 · 2026-11-03T21:00:00.090853976Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-04T09:30:15.204496+00:00
Global X Funds Global X SuperDividend REIT ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.68 | 184.6% | 27.6% | |||
| 25Δ | 17.22 | 143.8% | 20.0% | |||
| 30Δ | 25.39 | 155.2% | 31.2% | 18.27 | 116.7% | 14.8% |
| 35Δ | 23.11 | 122.1% | 19.9% | 19.05 | 97.6% | 11.0% |
| 40Δ | 22.01 | 101.5% | 14.4% | 19.57 | 87.0% | 8.8% |
| 45Δ | 20.98 | 82.1% | 9.4% | 20.06 | 77.6% | 6.7% |
| 50Δ | 20.52 | 75.2% | 7.5% | 20.44 | 74.5% | 5.7% |
| 55Δ | 20.07 | 68.2% | 5.6% | 20.82 | 71.3% | 4.6% |
| 60Δ | 19.74 | 64.2% | 4.6% | 21.18 | 68.2% | 3.7% |
| 65Δ | 19.43 | 60.6% | 3.7% | 21.51 | 65.1% | 2.9% |
| 70Δ | 19.12 | 57.1% | 2.7% | 21.84 | 62.1% | 2.2% |
| 75Δ | 22.26 | 61.0% | 1.6% | |||
| 80Δ | 22.76 | 61.7% | 1.2% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 15.68
- IV
- 184.6%
- B/E move
- 27.6%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 17.22
- IV
- 143.8%
- B/E move
- 20.0%
30Δ
- Pseudo strike
- 25.39
- IV
- 155.2%
- B/E move
- 31.2%
- Pseudo strike
- 18.27
- IV
- 116.7%
- B/E move
- 14.8%
35Δ
- Pseudo strike
- 23.11
- IV
- 122.1%
- B/E move
- 19.9%
- Pseudo strike
- 19.05
- IV
- 97.6%
- B/E move
- 11.0%
40Δ
- Pseudo strike
- 22.01
- IV
- 101.5%
- B/E move
- 14.4%
- Pseudo strike
- 19.57
- IV
- 87.0%
- B/E move
- 8.8%
45Δ
- Pseudo strike
- 20.98
- IV
- 82.1%
- B/E move
- 9.4%
- Pseudo strike
- 20.06
- IV
- 77.6%
- B/E move
- 6.7%
50Δ
- Pseudo strike
- 20.52
- IV
- 75.2%
- B/E move
- 7.5%
- Pseudo strike
- 20.44
- IV
- 74.5%
- B/E move
- 5.7%
55Δ
- Pseudo strike
- 20.07
- IV
- 68.2%
- B/E move
- 5.6%
- Pseudo strike
- 20.82
- IV
- 71.3%
- B/E move
- 4.6%
60Δ
- Pseudo strike
- 19.74
- IV
- 64.2%
- B/E move
- 4.6%
- Pseudo strike
- 21.18
- IV
- 68.2%
- B/E move
- 3.7%
65Δ
- Pseudo strike
- 19.43
- IV
- 60.6%
- B/E move
- 3.7%
- Pseudo strike
- 21.51
- IV
- 65.1%
- B/E move
- 2.9%
70Δ
- Pseudo strike
- 19.12
- IV
- 57.1%
- B/E move
- 2.7%
- Pseudo strike
- 21.84
- IV
- 62.1%
- B/E move
- 2.2%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 22.26
- IV
- 61.0%
- B/E move
- 1.6%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 22.76
- IV
- 61.7%
- B/E move
- 1.2%
Options history
Table
| Date | IV (%) |
|---|---|
| 51.27% | |
| 50.83% | |
| 51.11% | |
| 50.48% | |
| 46.85% | |
| 47.16% | |
| 48.03% | |
| 48.41% | |
| 48.60% | |
| 48.85% |