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

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Market dataready · fetched 2026-10-22T09:24:01.488Z

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 · 2026-10-22T00:00:00.141202777Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T09:23:58.480886+00:00

Share price$50.15
1D+0.2%
AH$50.04$50.10$50.17$50.23$50.295:30 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$0.58$1.46$2.34$3.22$4.11$45.02$47.69$50.35$53.01$55.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EEMX spot · $50.15EEMX PRICE$0.68$0.74$0.84$0.95$1.05$1.16$1.33$1.50$1.76$2.03$2.45$2.94$3.49$0.75$0.85$0.94$1.06$1.16$1.27$1.46$1.66$1.95$2.30$2.72$3.18$3.85
PutsExpensive1.29×
CallsExpensive1.60×
SkewNeutral+0.21 pp
Implied moveBearish±$2.79
TiltBearish5.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.5545.1%14.1%45.5844.7%10.6%
25Δ54.2936.5%9.7%47.0638.1%7.9%
30Δ53.0832.6%7.5%48.1133.1%5.9%
35Δ52.2029.7%6.0%48.8730.0%4.7%
40Δ51.5227.1%4.8%49.4527.7%3.7%
45Δ50.9224.9%3.8%49.9925.4%2.9%
50Δ50.4624.4%3.3%50.4224.7%2.4%
55Δ50.0023.8%2.7%50.8524.1%1.9%
60Δ49.5624.0%2.3%51.3324.2%1.6%
65Δ49.1224.2%2.0%51.8224.7%1.3%
70Δ48.5625.3%1.7%52.3825.2%1.0%
75Δ47.9526.7%1.5%52.9825.8%0.7%
80Δ47.2627.4%1.2%53.7726.6%0.5%

20Δ

Calls
Pseudo strike
56.55
IV
45.1%
B/E move
14.1%
Puts
Pseudo strike
45.58
IV
44.7%
B/E move
10.6%

25Δ

Calls
Pseudo strike
54.29
IV
36.5%
B/E move
9.7%
Puts
Pseudo strike
47.06
IV
38.1%
B/E move
7.9%

30Δ

Calls
Pseudo strike
53.08
IV
32.6%
B/E move
7.5%
Puts
Pseudo strike
48.11
IV
33.1%
B/E move
5.9%

35Δ

Calls
Pseudo strike
52.20
IV
29.7%
B/E move
6.0%
Puts
Pseudo strike
48.87
IV
30.0%
B/E move
4.7%

40Δ

Calls
Pseudo strike
51.52
IV
27.1%
B/E move
4.8%
Puts
Pseudo strike
49.45
IV
27.7%
B/E move
3.7%

45Δ

Calls
Pseudo strike
50.92
IV
24.9%
B/E move
3.8%
Puts
Pseudo strike
49.99
IV
25.4%
B/E move
2.9%

50Δ

Calls
Pseudo strike
50.46
IV
24.4%
B/E move
3.3%
Puts
Pseudo strike
50.42
IV
24.7%
B/E move
2.4%

55Δ

Calls
Pseudo strike
50.00
IV
23.8%
B/E move
2.7%
Puts
Pseudo strike
50.85
IV
24.1%
B/E move
1.9%

60Δ

Calls
Pseudo strike
49.56
IV
24.0%
B/E move
2.3%
Puts
Pseudo strike
51.33
IV
24.2%
B/E move
1.6%

65Δ

Calls
Pseudo strike
49.12
IV
24.2%
B/E move
2.0%
Puts
Pseudo strike
51.82
IV
24.7%
B/E move
1.3%

70Δ

Calls
Pseudo strike
48.56
IV
25.3%
B/E move
1.7%
Puts
Pseudo strike
52.38
IV
25.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
47.95
IV
26.7%
B/E move
1.5%
Puts
Pseudo strike
52.98
IV
25.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
47.26
IV
27.4%
B/E move
1.2%
Puts
Pseudo strike
53.77
IV
26.6%
B/E move
0.5%

Options history

No recorded observations