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State Street SPDR S&P Emerging Markets Small Cap ETF EWX

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Market datapartial · fetched 2026-10-22T14:52:30.730Z

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 · 2026-10-22T14:28:14.086133801Z

FundamentalsAlpha Vantage · unavailable

Share price$68.06
1D-0.2%
$68.03$68.09$68.15$68.21$68.275:30 AM6:30 AM9:00 AM1:00 PMEWX
Sold putSold call

State Street SPDR S&P Emerging Markets Small Cap ETF options

Live interpolated EWX call and put midpoint premiums by absolute delta.State Street SPDR S&P Emerging Markets Small Cap ETF$0.88$1.74$2.60$3.47$4.33$62.39$65.30$68.22$71.13$74.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EWX spot · $68.06EWX PRICE$0.97$1.08$1.18$1.31$1.48$1.64$1.85$2.15$2.52$3.01$3.53$4.08$1.02$1.15$1.28$1.42$1.56$1.69$1.83$2.08$2.39$2.84$3.39$3.93
PutsExpensive1.32×
CallsExpensive2.21×
SkewBullish-1.63 pp
Implied moveBalanced±$3.34
TiltBalanced0.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ74.0136.7%10.2%64.3034.0%7.0%
30Δ72.4832.4%8.1%65.3530.5%5.7%
35Δ70.9428.1%6.0%66.0428.4%4.9%
40Δ69.7224.9%4.4%66.7226.3%4.1%
45Δ69.0023.6%3.5%67.4024.2%3.2%
50Δ68.4322.4%3.0%68.0922.1%2.4%
55Δ67.8821.4%2.4%68.7720.0%1.6%
60Δ67.3521.5%2.1%69.3319.2%1.2%
65Δ66.7821.9%1.8%69.8219.2%0.9%
70Δ66.1322.9%1.6%70.4319.4%0.7%
75Δ65.4323.3%1.3%71.1119.8%0.5%
80Δ64.7023.4%1.1%71.7920.2%0.3%

20Δ

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

25Δ

Calls
Pseudo strike
74.01
IV
36.7%
B/E move
10.2%
Puts
Pseudo strike
64.30
IV
34.0%
B/E move
7.0%

30Δ

Calls
Pseudo strike
72.48
IV
32.4%
B/E move
8.1%
Puts
Pseudo strike
65.35
IV
30.5%
B/E move
5.7%

35Δ

Calls
Pseudo strike
70.94
IV
28.1%
B/E move
6.0%
Puts
Pseudo strike
66.04
IV
28.4%
B/E move
4.9%

40Δ

Calls
Pseudo strike
69.72
IV
24.9%
B/E move
4.4%
Puts
Pseudo strike
66.72
IV
26.3%
B/E move
4.1%

45Δ

Calls
Pseudo strike
69.00
IV
23.6%
B/E move
3.5%
Puts
Pseudo strike
67.40
IV
24.2%
B/E move
3.2%

50Δ

Calls
Pseudo strike
68.43
IV
22.4%
B/E move
3.0%
Puts
Pseudo strike
68.09
IV
22.1%
B/E move
2.4%

55Δ

Calls
Pseudo strike
67.88
IV
21.4%
B/E move
2.4%
Puts
Pseudo strike
68.77
IV
20.0%
B/E move
1.6%

60Δ

Calls
Pseudo strike
67.35
IV
21.5%
B/E move
2.1%
Puts
Pseudo strike
69.33
IV
19.2%
B/E move
1.2%

65Δ

Calls
Pseudo strike
66.78
IV
21.9%
B/E move
1.8%
Puts
Pseudo strike
69.82
IV
19.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
66.13
IV
22.9%
B/E move
1.6%
Puts
Pseudo strike
70.43
IV
19.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
65.43
IV
23.3%
B/E move
1.3%
Puts
Pseudo strike
71.11
IV
19.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
64.70
IV
23.4%
B/E move
1.1%
Puts
Pseudo strike
71.79
IV
20.2%
B/E move
0.3%

Options history

No recorded observations