Global X Funds Global X SuperDividend REIT ETF SRET
i
Market dataready · fetched 2026-11-06T21:18:55.905Z
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 · 2026-11-06T21:00:00.410684347Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-06T21:18:55.489280+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 | 23.87 | 93.0% | 20.6% | 17.86 | 79.7% | 13.0% |
| 25Δ | 21.94 | 59.4% | 10.8% | 18.66 | 61.6% | 9.0% |
| 30Δ | 21.38 | 51.0% | 8.1% | 19.16 | 49.6% | 6.5% |
| 35Δ | 20.93 | 43.6% | 6.0% | 19.46 | 42.0% | 5.1% |
| 40Δ | 20.73 | 38.3% | 5.0% | 19.76 | 34.3% | 3.6% |
| 45Δ | 20.52 | 33.0% | 4.0% | 20.04 | 28.9% | 2.3% |
| 50Δ | 20.32 | 27.6% | 3.0% | 20.27 | 33.4% | 2.2% |
| 55Δ | 20.11 | 22.3% | 1.9% | 20.50 | 37.9% | 2.1% |
| 60Δ | 19.90 | 20.8% | 1.3% | 20.73 | 42.4% | 2.0% |
| 65Δ | 19.69 | 24.1% | 1.2% | 20.96 | 46.9% | 1.9% |
| 70Δ | 19.48 | 27.4% | 1.1% | 21.73 | 57.0% | 1.7% |
| 75Δ | 19.26 | 30.7% | 1.0% | 22.60 | 68.3% | 1.5% |
| 80Δ | 19.05 | 34.0% | 0.9% | |||
20Δ
- Pseudo strike
- 23.87
- IV
- 93.0%
- B/E move
- 20.6%
- Pseudo strike
- 17.86
- IV
- 79.7%
- B/E move
- 13.0%
25Δ
- Pseudo strike
- 21.94
- IV
- 59.4%
- B/E move
- 10.8%
- Pseudo strike
- 18.66
- IV
- 61.6%
- B/E move
- 9.0%
30Δ
- Pseudo strike
- 21.38
- IV
- 51.0%
- B/E move
- 8.1%
- Pseudo strike
- 19.16
- IV
- 49.6%
- B/E move
- 6.5%
35Δ
- Pseudo strike
- 20.93
- IV
- 43.6%
- B/E move
- 6.0%
- Pseudo strike
- 19.46
- IV
- 42.0%
- B/E move
- 5.1%
40Δ
- Pseudo strike
- 20.73
- IV
- 38.3%
- B/E move
- 5.0%
- Pseudo strike
- 19.76
- IV
- 34.3%
- B/E move
- 3.6%
45Δ
- Pseudo strike
- 20.52
- IV
- 33.0%
- B/E move
- 4.0%
- Pseudo strike
- 20.04
- IV
- 28.9%
- B/E move
- 2.3%
50Δ
- Pseudo strike
- 20.32
- IV
- 27.6%
- B/E move
- 3.0%
- Pseudo strike
- 20.27
- IV
- 33.4%
- B/E move
- 2.2%
55Δ
- Pseudo strike
- 20.11
- IV
- 22.3%
- B/E move
- 1.9%
- Pseudo strike
- 20.50
- IV
- 37.9%
- B/E move
- 2.1%
60Δ
- Pseudo strike
- 19.90
- IV
- 20.8%
- B/E move
- 1.3%
- Pseudo strike
- 20.73
- IV
- 42.4%
- B/E move
- 2.0%
65Δ
- Pseudo strike
- 19.69
- IV
- 24.1%
- B/E move
- 1.2%
- Pseudo strike
- 20.96
- IV
- 46.9%
- B/E move
- 1.9%
70Δ
- Pseudo strike
- 19.48
- IV
- 27.4%
- B/E move
- 1.1%
- Pseudo strike
- 21.73
- IV
- 57.0%
- B/E move
- 1.7%
75Δ
- Pseudo strike
- 19.26
- IV
- 30.7%
- B/E move
- 1.0%
- Pseudo strike
- 22.60
- IV
- 68.3%
- B/E move
- 1.5%
80Δ
- Pseudo strike
- 19.05
- IV
- 34.0%
- B/E move
- 0.9%
- Pseudo strike
- IV
- B/E move
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% |