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State Street SPDR S&P Emerging Markets Dividend ETF EDIV

i

Market dataready · fetched 2026-11-12T02:41:46.089Z

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 · 2026-11-12T01:00:00.139531987Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:41:45.722510+00:00

Share price$40.59
1D+0.3%
AH$40.39$40.45$40.51$40.56$40.625:30 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$0.57$0.95$1.32$1.70$2.08$36.75$38.04$39.34$40.64$41.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive EDIV spot · $40.59EDIV PRICE$0.90$0.61$0.77$0.93$1.04$1.13$1.21$1.31$1.42$1.52$1.63$0.90$0.90$0.91$0.93$0.95$1.04$1.14$1.24$1.34$1.45$1.55$1.66$1.97
PutsExpensive4.44×
Calls——
Skew——
Implied moveBearish±$2.18
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.08141.7%25.6%35.43117.6%14.9%
25Δ37.3389.8%10.2%
30Δ38.5272.4%7.3%
35Δ41.5037.3%3.8%39.3260.6%5.4%
40Δ41.2840.9%3.6%39.9550.7%3.9%
45Δ41.0644.6%3.5%40.3346.9%3.2%
50Δ40.7743.4%3.0%40.6943.7%2.6%
55Δ40.4540.4%2.4%41.0340.6%2.0%
60Δ40.1437.4%1.9%41.2838.2%1.6%
65Δ39.8834.8%1.5%41.5235.7%1.3%
70Δ39.6732.5%1.2%41.7633.2%0.9%
75Δ39.4630.2%1.0%42.0130.8%0.6%
80Δ39.2427.9%0.7%42.3930.4%0.4%

20Δ

Calls
Pseudo strike
50.08
IV
141.7%
B/E move
25.6%
Puts
Pseudo strike
35.43
IV
117.6%
B/E move
14.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.33
IV
89.8%
B/E move
10.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.52
IV
72.4%
B/E move
7.3%

35Δ

Calls
Pseudo strike
41.50
IV
37.3%
B/E move
3.8%
Puts
Pseudo strike
39.32
IV
60.6%
B/E move
5.4%

40Δ

Calls
Pseudo strike
41.28
IV
40.9%
B/E move
3.6%
Puts
Pseudo strike
39.95
IV
50.7%
B/E move
3.9%

45Δ

Calls
Pseudo strike
41.06
IV
44.6%
B/E move
3.5%
Puts
Pseudo strike
40.33
IV
46.9%
B/E move
3.2%

50Δ

Calls
Pseudo strike
40.77
IV
43.4%
B/E move
3.0%
Puts
Pseudo strike
40.69
IV
43.7%
B/E move
2.6%

55Δ

Calls
Pseudo strike
40.45
IV
40.4%
B/E move
2.4%
Puts
Pseudo strike
41.03
IV
40.6%
B/E move
2.0%

60Δ

Calls
Pseudo strike
40.14
IV
37.4%
B/E move
1.9%
Puts
Pseudo strike
41.28
IV
38.2%
B/E move
1.6%

65Δ

Calls
Pseudo strike
39.88
IV
34.8%
B/E move
1.5%
Puts
Pseudo strike
41.52
IV
35.7%
B/E move
1.3%

70Δ

Calls
Pseudo strike
39.67
IV
32.5%
B/E move
1.2%
Puts
Pseudo strike
41.76
IV
33.2%
B/E move
0.9%

75Δ

Calls
Pseudo strike
39.46
IV
30.2%
B/E move
1.0%
Puts
Pseudo strike
42.01
IV
30.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
39.24
IV
27.9%
B/E move
0.7%
Puts
Pseudo strike
42.39
IV
30.4%
B/E move
0.4%

Options history

IV · four-Friday blend126.92%
Daily EOD
EDIV41.2%87.2%133.3%2026-10-19: 79.46%2026-10-22: 88.84%2026-10-23: 47.54%2026-10-26: 69.03%2026-10-27: 85.02%2026-10-28: 74.03%2026-10-29: 71.24%2026-10-30: 126.92%Oct 19Oct 26Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
79.46%
88.84%
47.54%
69.03%
85.02%
74.03%
71.24%
126.92%