IntraAlpha
Create free account Start free

State Street SPDR S&P International Dividend ETF DWX

i

Market dataready · fetched 2026-11-12T16:09:34.169Z

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 · 2026-11-12T16:06:05.889635719Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:09:32.363621+00:00

Share price$47.75
1D+0.2%
$47.48$47.55$47.63$47.70$47.775:30 AM6:30 AM9:00 AM1:00 PMDWX
Sold putSold call

State Street SPDR S&P International Dividend ETF options

Live interpolated DWX call and put midpoint premiums by absolute delta.State Street SPDR S&P International Dividend ETF$0.89$0.95$1.02$1.09$1.15$46.09$46.87$47.65$48.43$49.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive DWX spot · $47.75DWX PRICE$0.93$1.00$1.07$1.13$0.90$0.97$1.04
Puts——
Calls——
Skew——
Implied moveBearish±$1.97
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ47.1042.5%3.2%
45Δ47.4739.0%2.6%
50Δ47.8933.8%2.2%47.8335.5%2.0%
55Δ47.6531.3%1.9%
60Δ47.4028.9%1.5%
65Δ47.1526.4%1.1%
70Δ
75Δ
80Δ

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
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.10
IV
42.5%
B/E move
3.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.47
IV
39.0%
B/E move
2.6%

50Δ

Calls
Pseudo strike
47.89
IV
33.8%
B/E move
2.2%
Puts
Pseudo strike
47.83
IV
35.5%
B/E move
2.0%

55Δ

Calls
Pseudo strike
47.65
IV
31.3%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
47.40
IV
28.9%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
47.15
IV
26.4%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend57.45%
Daily EOD
DWX10.2%57.2%104.3%2026-10-19: 17.50%2026-10-20: 16.65%2026-10-22: 43.80%2026-10-23: 22.36%2026-10-26: 19.46%2026-10-27: 35.19%2026-10-28: 19.39%2026-10-29: 97.76%2026-10-30: 57.45%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
17.50%
16.65%
43.80%
22.36%
19.46%
35.19%
19.39%
97.76%
57.45%