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State Street SPDR S&P Emerging Markets Dividend ETF EDIV

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Market datapartial · fetched 2026-10-22T21:05:05.579Z

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 · 2026-10-22T20:10:00.004113913Z

FundamentalsAlpha Vantage · unavailable

Share price$40.45
1D+0.2%
AH$40.26$40.31$40.37$40.43$40.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEDIV
Sold putSold callAH

State Street SPDR S&P Emerging Markets Dividend ETF options

Live interpolated EDIV call and put midpoint premiums by absolute delta.State Street SPDR S&P Emerging Markets Dividend ETF$0.68$1.06$1.45$1.83$2.21$36.71$38.60$40.49$42.38$44.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EDIV spot · $40.45EDIV PRICE$0.72$0.72$0.73$0.75$0.82$0.89$0.98$1.08$1.17$1.26$1.36$1.46$1.55$0.72$0.74$0.79$0.84$0.89$0.97$1.06$1.14$1.25$1.36$1.48$1.59$2.10
PutsExpensive1.26×
CallsExpensive1.33×
SkewBullish-0.69 pp
Implied moveBearish±$2.04
TiltBearish5.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.7361.8%19.8%36.1853.1%12.3%
25Δ44.6545.5%12.2%37.7641.4%8.5%
30Δ42.9835.2%8.0%38.7334.6%6.2%
35Δ42.0529.2%5.8%39.3830.2%4.7%
40Δ41.5426.5%4.7%39.9426.4%3.5%
45Δ41.0424.1%3.7%40.2924.4%2.8%
50Δ40.7222.6%3.1%40.6222.5%2.2%
55Δ40.4121.2%2.6%40.9520.7%1.6%
60Δ40.1119.8%2.0%41.2019.5%1.2%
65Δ39.8718.5%1.7%41.4318.5%1.0%
70Δ39.6617.2%1.4%41.6617.4%0.7%
75Δ39.4615.9%1.2%41.8916.3%0.4%
80Δ39.2614.6%0.9%42.4618.1%0.2%

20Δ

Calls
Pseudo strike
47.73
IV
61.8%
B/E move
19.8%
Puts
Pseudo strike
36.18
IV
53.1%
B/E move
12.3%

25Δ

Calls
Pseudo strike
44.65
IV
45.5%
B/E move
12.2%
Puts
Pseudo strike
37.76
IV
41.4%
B/E move
8.5%

30Δ

Calls
Pseudo strike
42.98
IV
35.2%
B/E move
8.0%
Puts
Pseudo strike
38.73
IV
34.6%
B/E move
6.2%

35Δ

Calls
Pseudo strike
42.05
IV
29.2%
B/E move
5.8%
Puts
Pseudo strike
39.38
IV
30.2%
B/E move
4.7%

40Δ

Calls
Pseudo strike
41.54
IV
26.5%
B/E move
4.7%
Puts
Pseudo strike
39.94
IV
26.4%
B/E move
3.5%

45Δ

Calls
Pseudo strike
41.04
IV
24.1%
B/E move
3.7%
Puts
Pseudo strike
40.29
IV
24.4%
B/E move
2.8%

50Δ

Calls
Pseudo strike
40.72
IV
22.6%
B/E move
3.1%
Puts
Pseudo strike
40.62
IV
22.5%
B/E move
2.2%

55Δ

Calls
Pseudo strike
40.41
IV
21.2%
B/E move
2.6%
Puts
Pseudo strike
40.95
IV
20.7%
B/E move
1.6%

60Δ

Calls
Pseudo strike
40.11
IV
19.8%
B/E move
2.0%
Puts
Pseudo strike
41.20
IV
19.5%
B/E move
1.2%

65Δ

Calls
Pseudo strike
39.87
IV
18.5%
B/E move
1.7%
Puts
Pseudo strike
41.43
IV
18.5%
B/E move
1.0%

70Δ

Calls
Pseudo strike
39.66
IV
17.2%
B/E move
1.4%
Puts
Pseudo strike
41.66
IV
17.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
39.46
IV
15.9%
B/E move
1.2%
Puts
Pseudo strike
41.89
IV
16.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
39.26
IV
14.6%
B/E move
0.9%
Puts
Pseudo strike
42.46
IV
18.1%
B/E move
0.2%

Options history

No recorded observations