IntraAlpha
Create free account Start free

State Street SPDR MSCI ACWI ex-US ETF CWI

i

Market dataready · fetched 2026-10-22T21:09:48.735Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:10:00.003902885Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:09:48.309524+00:00

Share price$39.33
1D-0.3%
AH$39.21$39.31$39.41$39.52$39.625:30 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$0.41$0.87$1.34$1.80$2.26$35.70$37.41$39.12$40.83$42.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CWI spot · $39.33CWI PRICE$0.59$0.60$0.62$0.48$0.46$0.61$0.77$0.92$1.07$1.28$1.48$1.69$2.13$0.62$0.67$0.71$0.77$0.83$1.00$1.22$1.44$1.51$1.54$1.58$1.61$1.65
PutsExpensive1.12×
CallsFair1.03×
SkewBearish+3.83 pp
Implied moveBearish±$1.98
TiltBearish8.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.0251.1%16.0%35.6146.9%11.0%
25Δ42.7338.4%10.2%36.9038.4%7.9%
30Δ41.5331.2%7.2%37.7532.4%5.8%
35Δ40.4219.3%4.0%38.3428.5%4.5%
40Δ39.8513.8%2.5%38.8325.4%3.4%
45Δ39.6415.0%2.3%39.2324.8%2.8%
50Δ39.4316.2%2.2%39.5925.6%2.4%
55Δ39.2117.4%2.0%39.9426.4%2.1%
60Δ39.0018.6%1.9%40.1524.6%1.7%
65Δ38.7018.8%1.6%40.3322.3%1.4%
70Δ38.3919.0%1.4%40.5120.0%1.0%
75Δ38.0919.2%1.1%40.7017.7%0.6%
80Δ37.5820.7%1.0%40.8815.4%0.3%

20Δ

Calls
Pseudo strike
45.02
IV
51.1%
B/E move
16.0%
Puts
Pseudo strike
35.61
IV
46.9%
B/E move
11.0%

25Δ

Calls
Pseudo strike
42.73
IV
38.4%
B/E move
10.2%
Puts
Pseudo strike
36.90
IV
38.4%
B/E move
7.9%

30Δ

Calls
Pseudo strike
41.53
IV
31.2%
B/E move
7.2%
Puts
Pseudo strike
37.75
IV
32.4%
B/E move
5.8%

35Δ

Calls
Pseudo strike
40.42
IV
19.3%
B/E move
4.0%
Puts
Pseudo strike
38.34
IV
28.5%
B/E move
4.5%

40Δ

Calls
Pseudo strike
39.85
IV
13.8%
B/E move
2.5%
Puts
Pseudo strike
38.83
IV
25.4%
B/E move
3.4%

45Δ

Calls
Pseudo strike
39.64
IV
15.0%
B/E move
2.3%
Puts
Pseudo strike
39.23
IV
24.8%
B/E move
2.8%

50Δ

Calls
Pseudo strike
39.43
IV
16.2%
B/E move
2.2%
Puts
Pseudo strike
39.59
IV
25.6%
B/E move
2.4%

55Δ

Calls
Pseudo strike
39.21
IV
17.4%
B/E move
2.0%
Puts
Pseudo strike
39.94
IV
26.4%
B/E move
2.1%

60Δ

Calls
Pseudo strike
39.00
IV
18.6%
B/E move
1.9%
Puts
Pseudo strike
40.15
IV
24.6%
B/E move
1.7%

65Δ

Calls
Pseudo strike
38.70
IV
18.8%
B/E move
1.6%
Puts
Pseudo strike
40.33
IV
22.3%
B/E move
1.4%

70Δ

Calls
Pseudo strike
38.39
IV
19.0%
B/E move
1.4%
Puts
Pseudo strike
40.51
IV
20.0%
B/E move
1.0%

75Δ

Calls
Pseudo strike
38.09
IV
19.2%
B/E move
1.1%
Puts
Pseudo strike
40.70
IV
17.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
37.58
IV
20.7%
B/E move
1.0%
Puts
Pseudo strike
40.88
IV
15.4%
B/E move
0.3%

Options history

CWI16.8647.8878.902026-10-20: 21.14%2026-10-21: 74.62%Oct 20Oct 21
Table
DateIV
21.14%
74.62%