IntraAlpha
Create free account Start free

SSGA Active Trust State Street Galaxy Digital Asset Ecosystem ETF DECO

i

Market dataready · fetched 2026-11-11T14:04:42.270Z

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 · 2026-11-10T21:00:00.844898288Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:04:41.887906+00:00

Share price$53.89
1D+0.0%
AH$53.15$53.17$53.18$53.19$53.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDECO
Sold putSold callAH

SSGA Active Trust State Street Galaxy Digital Asset Ecosystem ETF options

Live interpolated DECO call and put midpoint premiums by absolute delta.SSGA Active Trust State Street Galaxy Digital Asset Ecosystem ETF$0.76$2.05$3.34$4.62$5.91$42.68$47.63$52.58$57.54$62.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DECO spot · $53.89DECO PRICE$0.90$1.04$1.18$1.41$1.66$1.97$2.25$2.67$3.16$3.65$4.28$4.90$5.54$1.07$1.19$1.38$1.64$1.84$2.31$2.82$3.17$3.26$3.71$4.29$4.43
Puts——
CallsExpensive1.11×
Skew——
Implied moveBearish±$5.07
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.61101.1%17.9%47.59103.3%13.7%
25Δ59.8186.8%12.9%49.6286.4%10.1%
30Δ57.9776.9%9.8%50.9079.0%8.1%
35Δ56.8675.3%8.1%51.8676.6%6.8%
40Δ55.9173.3%6.8%52.7471.6%5.5%
45Δ55.0973.2%5.9%53.5574.2%4.9%
50Δ54.2971.2%4.9%54.3477.1%4.4%
55Δ53.5172.6%4.2%55.1074.6%3.6%
60Δ52.7274.9%3.7%55.6667.0%2.8%
65Δ51.9075.3%3.1%56.4365.2%2.2%
70Δ50.9977.4%2.6%57.2065.8%1.8%
75Δ50.0877.1%2.0%57.6259.2%1.3%
80Δ49.1575.6%1.5%

20Δ

Calls
Pseudo strike
62.61
IV
101.1%
B/E move
17.9%
Puts
Pseudo strike
47.59
IV
103.3%
B/E move
13.7%

25Δ

Calls
Pseudo strike
59.81
IV
86.8%
B/E move
12.9%
Puts
Pseudo strike
49.62
IV
86.4%
B/E move
10.1%

30Δ

Calls
Pseudo strike
57.97
IV
76.9%
B/E move
9.8%
Puts
Pseudo strike
50.90
IV
79.0%
B/E move
8.1%

35Δ

Calls
Pseudo strike
56.86
IV
75.3%
B/E move
8.1%
Puts
Pseudo strike
51.86
IV
76.6%
B/E move
6.8%

40Δ

Calls
Pseudo strike
55.91
IV
73.3%
B/E move
6.8%
Puts
Pseudo strike
52.74
IV
71.6%
B/E move
5.5%

45Δ

Calls
Pseudo strike
55.09
IV
73.2%
B/E move
5.9%
Puts
Pseudo strike
53.55
IV
74.2%
B/E move
4.9%

50Δ

Calls
Pseudo strike
54.29
IV
71.2%
B/E move
4.9%
Puts
Pseudo strike
54.34
IV
77.1%
B/E move
4.4%

55Δ

Calls
Pseudo strike
53.51
IV
72.6%
B/E move
4.2%
Puts
Pseudo strike
55.10
IV
74.6%
B/E move
3.6%

60Δ

Calls
Pseudo strike
52.72
IV
74.9%
B/E move
3.7%
Puts
Pseudo strike
55.66
IV
67.0%
B/E move
2.8%

65Δ

Calls
Pseudo strike
51.90
IV
75.3%
B/E move
3.1%
Puts
Pseudo strike
56.43
IV
65.2%
B/E move
2.2%

70Δ

Calls
Pseudo strike
50.99
IV
77.4%
B/E move
2.6%
Puts
Pseudo strike
57.20
IV
65.8%
B/E move
1.8%

75Δ

Calls
Pseudo strike
50.08
IV
77.1%
B/E move
2.0%
Puts
Pseudo strike
57.62
IV
59.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
49.15
IV
75.6%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend53.26%
Daily EOD
DECO51.2%53.4%55.6%2026-10-19: 53.83%2026-10-20: 53.88%2026-10-21: 51.90%2026-10-22: 52.97%2026-10-23: 52.80%2026-10-26: 55.30%2026-10-27: 53.86%2026-10-28: 52.17%2026-10-29: 51.47%2026-10-30: 53.26%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
53.83%
53.88%
51.90%
52.97%
52.80%
55.30%
53.86%
52.17%
51.47%
53.26%