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State Street SPDR MSCI ACWI ex-US ETF CWI

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Market dataready · fetched 2026-11-11T13:54:36.037Z

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 · 2026-11-11T01:00:00.176856023Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:54:35.596898+00:00

Share price$39.28
1D-0.1%
AH$39.05$39.17$39.29$39.41$39.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCWI
Sold putSold callAH

State Street SPDR MSCI ACWI ex-US ETF options

Live interpolated CWI call and put midpoint premiums by absolute delta.State Street SPDR MSCI ACWI ex-US ETF$0.32$0.65$0.99$1.33$1.66$36.06$37.58$39.10$40.62$42.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CWI spot · $39.28CWI PRICE$0.60$0.60$0.60$0.35$0.47$0.59$0.71$0.83$0.94$1.05$1.17$1.28$1.39$0.60$0.62$0.64$0.67$0.71$0.79$0.95$1.12$1.28$1.36$1.43$1.50$1.57
PutsExpensive1.47×
CallsExpensive1.34×
SkewBearish+5.75 pp
Implied moveBearish±$1.66
TiltBearish11.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.9791.8%16.0%35.5581.0%11.0%
25Δ42.5968.0%9.9%36.9163.4%7.6%
30Δ41.2852.9%6.6%37.7552.1%5.5%
35Δ39.8422.3%2.3%38.3044.7%4.2%
40Δ39.6623.8%2.2%38.7438.8%3.2%
45Δ39.4825.3%2.0%39.1135.5%2.4%
50Δ39.2926.8%1.8%39.4036.0%2.1%
55Δ39.1128.3%1.7%39.6836.5%1.8%
60Δ38.9228.7%1.5%39.9737.0%1.5%
65Δ38.7227.5%1.3%40.1434.5%1.3%
70Δ38.5226.3%1.0%40.3031.6%1.0%
75Δ38.3225.2%0.8%40.4628.7%0.8%
80Δ38.1224.0%0.6%40.6325.8%0.6%

20Δ

Calls
Pseudo strike
44.97
IV
91.8%
B/E move
16.0%
Puts
Pseudo strike
35.55
IV
81.0%
B/E move
11.0%

25Δ

Calls
Pseudo strike
42.59
IV
68.0%
B/E move
9.9%
Puts
Pseudo strike
36.91
IV
63.4%
B/E move
7.6%

30Δ

Calls
Pseudo strike
41.28
IV
52.9%
B/E move
6.6%
Puts
Pseudo strike
37.75
IV
52.1%
B/E move
5.5%

35Δ

Calls
Pseudo strike
39.84
IV
22.3%
B/E move
2.3%
Puts
Pseudo strike
38.30
IV
44.7%
B/E move
4.2%

40Δ

Calls
Pseudo strike
39.66
IV
23.8%
B/E move
2.2%
Puts
Pseudo strike
38.74
IV
38.8%
B/E move
3.2%

45Δ

Calls
Pseudo strike
39.48
IV
25.3%
B/E move
2.0%
Puts
Pseudo strike
39.11
IV
35.5%
B/E move
2.4%

50Δ

Calls
Pseudo strike
39.29
IV
26.8%
B/E move
1.8%
Puts
Pseudo strike
39.40
IV
36.0%
B/E move
2.1%

55Δ

Calls
Pseudo strike
39.11
IV
28.3%
B/E move
1.7%
Puts
Pseudo strike
39.68
IV
36.5%
B/E move
1.8%

60Δ

Calls
Pseudo strike
38.92
IV
28.7%
B/E move
1.5%
Puts
Pseudo strike
39.97
IV
37.0%
B/E move
1.5%

65Δ

Calls
Pseudo strike
38.72
IV
27.5%
B/E move
1.3%
Puts
Pseudo strike
40.14
IV
34.5%
B/E move
1.3%

70Δ

Calls
Pseudo strike
38.52
IV
26.3%
B/E move
1.0%
Puts
Pseudo strike
40.30
IV
31.6%
B/E move
1.0%

75Δ

Calls
Pseudo strike
38.32
IV
25.2%
B/E move
0.8%
Puts
Pseudo strike
40.46
IV
28.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
38.12
IV
24.0%
B/E move
0.6%
Puts
Pseudo strike
40.63
IV
25.8%
B/E move
0.6%

Options history

IV · four-Friday blend68.78%
Daily EOD
CWI16.4%50.9%85.5%2026-10-19: 73.91%2026-10-20: 21.14%2026-10-21: 74.62%2026-10-22: 67.84%2026-10-23: 22.19%2026-10-26: 27.63%2026-10-27: 80.07%2026-10-28: 80.73%2026-10-29: 76.85%2026-10-30: 68.78%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
73.91%
21.14%
74.62%
67.84%
22.19%
27.63%
80.07%
80.73%
76.85%
68.78%