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State Street SPDR Global Dow ETF DGT

i

Market dataready · fetched 2026-11-12T03:01:38.362Z

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 · 2026-11-12T01:00:00.103320129Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:01:37.902684+00:00

Share price$191.90
1D+0.5%
AH$190.42$190.86$191.31$191.75$192.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDGT
Sold putSold callAH

State Street SPDR Global Dow ETF options

Live interpolated DGT call and put midpoint premiums by absolute delta.State Street SPDR Global Dow ETF$1.05$1.86$2.66$3.47$4.27$-0.19$0.15$0.50$0.85$1.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEDGT PRICE$1.36$1.55$1.74$2.43$3.15$4.04$1.14$1.25$1.37$1.55$1.93$2.32$2.72$3.11$3.50$3.90
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ190.2416.0%1.5%
40Δ190.8814.7%1.2%
45Δ191.5313.4%0.9%
50Δ192.1412.6%0.7%
55Δ191.749.7%0.6%192.6713.4%0.6%
60Δ191.389.6%0.5%193.2113.9%0.5%
65Δ191.029.4%0.4%193.7913.6%0.4%
70Δ190.2610.9%0.4%194.3713.4%0.3%
75Δ189.4812.5%0.4%194.9413.1%0.2%
80Δ188.4913.8%0.3%195.5212.9%0.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
190.24
IV
16.0%
B/E move
1.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
190.88
IV
14.7%
B/E move
1.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
191.53
IV
13.4%
B/E move
0.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
192.14
IV
12.6%
B/E move
0.7%

55Δ

Calls
Pseudo strike
191.74
IV
9.7%
B/E move
0.6%
Puts
Pseudo strike
192.67
IV
13.4%
B/E move
0.6%

60Δ

Calls
Pseudo strike
191.38
IV
9.6%
B/E move
0.5%
Puts
Pseudo strike
193.21
IV
13.9%
B/E move
0.5%

65Δ

Calls
Pseudo strike
191.02
IV
9.4%
B/E move
0.4%
Puts
Pseudo strike
193.79
IV
13.6%
B/E move
0.4%

70Δ

Calls
Pseudo strike
190.26
IV
10.9%
B/E move
0.4%
Puts
Pseudo strike
194.37
IV
13.4%
B/E move
0.3%

75Δ

Calls
Pseudo strike
189.48
IV
12.5%
B/E move
0.4%
Puts
Pseudo strike
194.94
IV
13.1%
B/E move
0.2%

80Δ

Calls
Pseudo strike
188.49
IV
13.8%
B/E move
0.3%
Puts
Pseudo strike
195.52
IV
12.9%
B/E move
0.1%

Options history

IV · four-Friday blend12.18%
Daily EOD
DGT11.0%11.8%12.5%2026-10-19: 12.11%2026-10-20: 11.14%2026-10-21: 11.72%2026-10-22: 12.03%2026-10-23: 12.26%2026-10-26: 12.20%2026-10-27: 12.42%2026-10-28: 11.98%2026-10-29: 11.82%2026-10-30: 12.18%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
12.11%
11.14%
11.72%
12.03%
12.26%
12.20%
12.42%
11.98%
11.82%
12.18%