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State Street SPDR MSCI EAFE Fossil Fuel Reserves Free ETF EFAX

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Market dataready · fetched 2026-10-22T11:21:58.682Z

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 · 2026-10-22T00:00:00.128461514Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T11:15:46.769976+00:00

Share price$53.54
1D-0.3%
AH$53.32$53.41$53.50$53.60$53.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEFAX
Sold putSold callAH

State Street SPDR MSCI EAFE Fossil Fuel Reserves Free ETF options

Live interpolated EFAX call and put midpoint premiums by absolute delta.State Street SPDR MSCI EAFE Fossil Fuel Reserves Free ETF$0.35$0.96$1.56$2.16$2.77$50.16$51.83$53.49$55.16$56.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EFAX spot · $53.54EFAX PRICE$0.42$0.47$0.52$0.59$0.66$0.74$0.90$1.07$1.24$1.46$1.75$2.03$2.54$0.49$0.56$0.62$0.67$0.75$0.86$0.98$1.10$1.29$1.48$1.67$2.11$2.59
PutsExpensive1.15×
CallsExpensive1.28×
SkewBearish+0.56 pp
Implied moveBearish±$1.88
TiltBearish2.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.2925.6%7.8%50.3728.2%6.8%
25Δ56.1021.4%5.7%51.4123.9%5.0%
30Δ55.3718.7%4.4%52.1620.8%3.7%
35Δ54.8216.9%3.5%52.6918.4%2.8%
40Δ54.4315.9%2.9%53.1316.8%2.2%
45Δ54.0414.9%2.3%53.4316.2%1.8%
50Δ53.7415.0%2.1%53.7415.7%1.4%
55Δ53.4515.2%1.8%54.0515.2%1.1%
60Δ53.1515.5%1.6%54.3515.1%0.9%
65Δ52.8215.9%1.4%54.6515.1%0.7%
70Δ52.4416.4%1.2%54.9615.0%0.5%
75Δ52.0516.9%1.0%55.4716.0%0.3%
80Δ51.4618.2%0.9%56.0217.3%0.2%

20Δ

Calls
Pseudo strike
57.29
IV
25.6%
B/E move
7.8%
Puts
Pseudo strike
50.37
IV
28.2%
B/E move
6.8%

25Δ

Calls
Pseudo strike
56.10
IV
21.4%
B/E move
5.7%
Puts
Pseudo strike
51.41
IV
23.9%
B/E move
5.0%

30Δ

Calls
Pseudo strike
55.37
IV
18.7%
B/E move
4.4%
Puts
Pseudo strike
52.16
IV
20.8%
B/E move
3.7%

35Δ

Calls
Pseudo strike
54.82
IV
16.9%
B/E move
3.5%
Puts
Pseudo strike
52.69
IV
18.4%
B/E move
2.8%

40Δ

Calls
Pseudo strike
54.43
IV
15.9%
B/E move
2.9%
Puts
Pseudo strike
53.13
IV
16.8%
B/E move
2.2%

45Δ

Calls
Pseudo strike
54.04
IV
14.9%
B/E move
2.3%
Puts
Pseudo strike
53.43
IV
16.2%
B/E move
1.8%

50Δ

Calls
Pseudo strike
53.74
IV
15.0%
B/E move
2.1%
Puts
Pseudo strike
53.74
IV
15.7%
B/E move
1.4%

55Δ

Calls
Pseudo strike
53.45
IV
15.2%
B/E move
1.8%
Puts
Pseudo strike
54.05
IV
15.2%
B/E move
1.1%

60Δ

Calls
Pseudo strike
53.15
IV
15.5%
B/E move
1.6%
Puts
Pseudo strike
54.35
IV
15.1%
B/E move
0.9%

65Δ

Calls
Pseudo strike
52.82
IV
15.9%
B/E move
1.4%
Puts
Pseudo strike
54.65
IV
15.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
52.44
IV
16.4%
B/E move
1.2%
Puts
Pseudo strike
54.96
IV
15.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
52.05
IV
16.9%
B/E move
1.0%
Puts
Pseudo strike
55.47
IV
16.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
51.46
IV
18.2%
B/E move
0.9%
Puts
Pseudo strike
56.02
IV
17.3%
B/E move
0.2%

Options history

No recorded observations