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State Street SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF EEMX

i

Market dataready · fetched 2026-11-11T14:55:55.579Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T01:00:00.170070209Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:55:54.542926+00:00

Share price$47.79
1D-0.6%
AH$47.46$47.69$47.92$48.15$48.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEEMX
Sold putSold callAH

State Street SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF options

Live interpolated EEMX call and put midpoint premiums by absolute delta.State Street SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF$0.74$2.38$4.02$5.66$7.31$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEEEMX PRICE$1.54$1.93$2.31$2.71$3.31$4.30$5.37$6.83$0.92
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
25Δ44.5538.0%8.7%
30Δ
35Δ
40Δ
45Δ48.8131.3%5.4%
50Δ48.1832.7%4.9%
55Δ47.5634.1%4.3%
60Δ46.9235.6%3.8%
65Δ46.1238.0%3.4%
70Δ44.9642.3%3.1%
75Δ43.7347.0%2.7%
80Δ42.1254.1%2.4%

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
44.55
IV
38.0%
B/E move
8.7%

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
IV
B/E move

45Δ

Calls
Pseudo strike
48.81
IV
31.3%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
48.18
IV
32.7%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
47.56
IV
34.1%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
46.92
IV
35.6%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
46.12
IV
38.0%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
44.96
IV
42.3%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
43.73
IV
47.0%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
42.12
IV
54.1%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend27.12%
Daily close
EEMX20.7%32.3%44.0%2026-08-13: 30.41%2026-08-14: 29.59%2026-08-17: 31.93%2026-08-18: 34.17%2026-08-19: 37.06%2026-08-20: 37.01%2026-08-21: 25.26%2026-08-24: 25.43%2026-08-25: 24.48%2026-08-26: 24.07%2026-08-27: 23.55%2026-08-28: 23.39%2026-08-31: 23.31%2026-09-01: 22.61%2026-09-02: 22.85%2026-09-03: 22.29%2026-09-04: 22.32%2026-09-08: 24.75%2026-09-09: 25.20%2026-09-10: 25.80%2026-09-11: 25.81%2026-09-14: 29.09%2026-09-15: 30.95%2026-09-16: 31.74%2026-09-17: 36.12%2026-09-18: 24.62%2026-09-21: 23.98%2026-09-22: 23.55%2026-09-23: 24.25%2026-09-24: 24.83%2026-09-25: 23.82%2026-09-28: 24.78%2026-09-29: 25.26%2026-09-30: 25.27%2026-10-01: 24.91%2026-10-02: 24.70%2026-10-05: 24.49%2026-10-06: 24.62%2026-10-07: 25.22%2026-10-08: 25.73%2026-10-09: 25.82%2026-10-12: 28.51%2026-10-13: 28.91%2026-10-14: 31.72%2026-10-15: 42.37%2026-10-16: 24.82%2026-10-19: 24.78%2026-10-20: 24.74%2026-10-21: 24.83%2026-10-22: 25.83%2026-10-23: 26.26%2026-10-26: 26.41%2026-10-27: 25.91%2026-10-28: 25.91%2026-10-29: 26.06%2026-10-30: 27.12%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
30.41%
29.59%
31.93%
34.17%
37.06%
37.01%
25.26%
25.43%
24.48%
24.07%
23.55%
23.39%
23.31%
22.61%
22.85%
22.29%
22.32%
24.75%
25.20%
25.80%
25.81%
29.09%
30.95%
31.74%
36.12%
24.62%
23.98%
23.55%
24.25%
24.83%
23.82%
24.78%
25.26%
25.27%
24.91%
24.70%
24.49%
24.62%
25.22%
25.73%
25.82%
28.51%
28.91%
31.72%
42.37%
24.82%
24.78%
24.74%
24.83%
25.83%
26.26%
26.41%
25.91%
25.91%
26.06%
27.12%