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Global X S&P 500 Risk Managed Income ETF XRMI

i

Market dataready · fetched 2026-11-04T06:53:04.074Z

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 · 2026-11-04T01:00:00.08830785Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T06:53:01.833939+00:00

Share price$17.00
1D+0.0%
AH$16.96$16.98$16.99$17.01$17.035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXRMI
Sold putSold callAH

Global X S&P 500 Risk Managed Income ETF options

Live interpolated XRMI call and put midpoint premiums by absolute delta.Global X S&P 500 Risk Managed Income ETF$0.75$1.01$1.28$1.54$1.81$13.95$14.87$15.79$16.71$17.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive XRMI spot · $17.00XRMI PRICE$0.78$0.78$0.78$0.80$0.83$0.89$1.01$1.12$1.23$1.35$1.52$0.78$0.78$0.78$0.78$0.81$0.84$0.92$1.02$1.12$1.23$1.35$1.54$1.73
PutsExpensive8.68×
Calls——
Skew——
Implied moveBearish±$1.75
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.50162.2%25.1%
25Δ14.72125.7%18.0%
30Δ20.47129.3%25.0%15.52101.7%13.3%
35Δ18.97101.9%16.2%16.1284.1%9.8%
40Δ18.1283.2%11.1%16.4973.9%7.8%
45Δ17.6572.6%8.6%16.8763.8%5.7%
50Δ17.2563.4%6.4%17.1558.4%4.5%
55Δ16.9156.9%4.7%17.3855.7%3.8%
60Δ16.6754.9%4.0%17.6153.0%3.0%
65Δ16.4452.9%3.3%17.8450.2%2.3%
70Δ16.2050.9%2.5%18.0747.9%1.7%
75Δ15.9648.7%1.9%18.3246.4%1.3%
80Δ15.7345.7%1.5%18.5844.8%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.50
IV
162.2%
B/E move
25.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.72
IV
125.7%
B/E move
18.0%

30Δ

Calls
Pseudo strike
20.47
IV
129.3%
B/E move
25.0%
Puts
Pseudo strike
15.52
IV
101.7%
B/E move
13.3%

35Δ

Calls
Pseudo strike
18.97
IV
101.9%
B/E move
16.2%
Puts
Pseudo strike
16.12
IV
84.1%
B/E move
9.8%

40Δ

Calls
Pseudo strike
18.12
IV
83.2%
B/E move
11.1%
Puts
Pseudo strike
16.49
IV
73.9%
B/E move
7.8%

45Δ

Calls
Pseudo strike
17.65
IV
72.6%
B/E move
8.6%
Puts
Pseudo strike
16.87
IV
63.8%
B/E move
5.7%

50Δ

Calls
Pseudo strike
17.25
IV
63.4%
B/E move
6.4%
Puts
Pseudo strike
17.15
IV
58.4%
B/E move
4.5%

55Δ

Calls
Pseudo strike
16.91
IV
56.9%
B/E move
4.7%
Puts
Pseudo strike
17.38
IV
55.7%
B/E move
3.8%

60Δ

Calls
Pseudo strike
16.67
IV
54.9%
B/E move
4.0%
Puts
Pseudo strike
17.61
IV
53.0%
B/E move
3.0%

65Δ

Calls
Pseudo strike
16.44
IV
52.9%
B/E move
3.3%
Puts
Pseudo strike
17.84
IV
50.2%
B/E move
2.3%

70Δ

Calls
Pseudo strike
16.20
IV
50.9%
B/E move
2.5%
Puts
Pseudo strike
18.07
IV
47.9%
B/E move
1.7%

75Δ

Calls
Pseudo strike
15.96
IV
48.7%
B/E move
1.9%
Puts
Pseudo strike
18.32
IV
46.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
15.73
IV
45.7%
B/E move
1.5%
Puts
Pseudo strike
18.58
IV
44.8%
B/E move
0.9%

Options history

IV · four-Friday blend44.11%
Daily EOD
XRMI35.3%98.8%162.3%2026-10-20: 149.11%2026-10-22: 153.58%2026-10-30: 44.11%Oct 20Oct 22Oct 30
3 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
149.11%
153.58%
44.11%