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State Street SPDR MSCI EAFE Fossil Fuel Reserves Free ETF EFAX

i

Market dataready · fetched 2026-11-11T15:45:14.710Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16

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 · 2026-11-11T15:32:00.75342752Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:45:13.533472+00:00

Share price$53.70
1D+0.0%
$53.64$53.66$53.68$53.70$53.725:30 AM6:30 AM9:00 AM1:00 PMEFAX
Sold putSold call

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$1.59$3.87$6.14$8.42$10.70$46.92$50.38$53.84$57.30$60.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive EFAX spot · $53.70EFAX PRICE$1.83$2.30$2.76$3.22$3.68$4.14$3.02$4.77$6.53$8.29$10.04
Puts——
Calls——
Skew——
Implied moveBearish±$4.85
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ54.8713.6%5.6%55.2219.3%2.8%
55Δ54.1613.9%5.1%57.1822.2%2.4%
60Δ53.4514.2%4.7%59.1525.2%2.0%
65Δ52.7414.5%4.2%61.1228.1%1.6%
70Δ52.0314.8%3.8%63.0931.0%1.2%
75Δ51.3215.1%3.3%
80Δ

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
IV
B/E move

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
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
54.87
IV
13.6%
B/E move
5.6%
Puts
Pseudo strike
55.22
IV
19.3%
B/E move
2.8%

55Δ

Calls
Pseudo strike
54.16
IV
13.9%
B/E move
5.1%
Puts
Pseudo strike
57.18
IV
22.2%
B/E move
2.4%

60Δ

Calls
Pseudo strike
53.45
IV
14.2%
B/E move
4.7%
Puts
Pseudo strike
59.15
IV
25.2%
B/E move
2.0%

65Δ

Calls
Pseudo strike
52.74
IV
14.5%
B/E move
4.2%
Puts
Pseudo strike
61.12
IV
28.1%
B/E move
1.6%

70Δ

Calls
Pseudo strike
52.03
IV
14.8%
B/E move
3.8%
Puts
Pseudo strike
63.09
IV
31.0%
B/E move
1.2%

75Δ

Calls
Pseudo strike
51.32
IV
15.1%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend16.27%
Daily close
EFAX13.0%20.3%27.6%2026-08-13: 15.14%2026-08-14: 15.23%2026-08-17: 16.56%2026-08-18: 17.78%2026-08-19: 18.79%2026-08-20: 22.59%2026-08-21: 14.82%2026-08-24: 14.73%2026-08-25: 14.84%2026-08-26: 14.46%2026-08-27: 14.43%2026-08-28: 14.42%2026-08-31: 14.83%2026-09-01: 14.88%2026-09-02: 15.06%2026-09-03: 14.61%2026-09-04: 14.41%2026-09-08: 15.65%2026-09-09: 16.02%2026-09-10: 17.16%2026-09-11: 15.87%2026-09-14: 18.06%2026-09-15: 19.82%2026-09-16: 20.46%2026-09-17: 22.33%2026-09-18: 15.21%2026-09-21: 14.69%2026-09-22: 14.04%2026-09-23: 15.00%2026-09-24: 15.33%2026-09-25: 15.05%2026-09-28: 15.39%2026-09-29: 15.51%2026-09-30: 15.63%2026-10-01: 16.40%2026-10-02: 16.13%2026-10-05: 16.42%2026-10-06: 15.78%2026-10-07: 16.83%2026-10-08: 16.72%2026-10-09: 16.47%2026-10-13: 18.96%2026-10-14: 19.64%2026-10-15: 26.63%2026-10-16: 15.63%2026-10-19: 15.52%2026-10-20: 15.41%2026-10-21: 15.36%2026-10-22: 16.03%2026-10-23: 16.06%2026-10-26: 16.29%2026-10-27: 16.03%2026-10-28: 15.89%2026-10-29: 15.77%2026-10-30: 16.27%Aug 13Sep 22Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
15.14%
15.23%
16.56%
17.78%
18.79%
22.59%
14.82%
14.73%
14.84%
14.46%
14.43%
14.42%
14.83%
14.88%
15.06%
14.61%
14.41%
15.65%
16.02%
17.16%
15.87%
18.06%
19.82%
20.46%
22.33%
15.21%
14.69%
14.04%
15.00%
15.33%
15.05%
15.39%
15.51%
15.63%
16.40%
16.13%
16.42%
15.78%
16.83%
16.72%
16.47%
18.96%
19.64%
26.63%
15.63%
15.52%
15.41%
15.36%
16.03%
16.06%
16.29%
16.03%
15.89%
15.77%
16.27%