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

i

Market dataready · fetched 2026-11-12T02:57:29.374Z

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: 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 · 2026-11-12T01:00:00.139684822Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:57:28.768841+00:00

Share price$67.04
1D+0.2%
AH$65.58$66.01$66.43$66.86$67.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEWX
Sold putSold callAH

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$0.74$1.29$1.84$2.38$2.93$63.55$65.56$67.58$69.59$71.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EWX spot · $67.04EWX PRICE$0.80$0.80$0.84$0.92$1.02$1.15$1.29$1.41$1.52$1.63$1.88$2.26$2.77$0.84$0.90$0.97$1.05$1.13$1.23$1.34$1.46$1.59$1.77$1.94$2.11
Puts——
CallsFair1.02×
Skew——
Implied moveBullish±$2.52
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.2772.8%12.0%
25Δ71.2754.0%7.5%63.7352.5%6.2%
30Δ69.7644.4%5.3%64.9143.8%4.5%
35Δ68.8439.1%4.1%65.6738.5%3.5%
40Δ68.1935.8%3.2%66.2734.5%2.7%
45Δ67.6733.5%2.7%66.7531.4%2.1%
50Δ67.2131.7%2.2%67.1528.9%1.7%
55Δ66.8229.8%1.8%67.4827.0%1.3%
60Δ66.4827.7%1.4%67.8025.2%1.0%
65Δ66.1525.7%1.1%68.1223.6%0.8%
70Δ65.7425.4%0.9%68.4022.6%0.6%
75Δ65.2726.5%0.7%68.6921.5%0.4%
80Δ64.6728.4%0.6%68.9820.5%0.3%

20Δ

Calls
Pseudo strike
74.27
IV
72.8%
B/E move
12.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
71.27
IV
54.0%
B/E move
7.5%
Puts
Pseudo strike
63.73
IV
52.5%
B/E move
6.2%

30Δ

Calls
Pseudo strike
69.76
IV
44.4%
B/E move
5.3%
Puts
Pseudo strike
64.91
IV
43.8%
B/E move
4.5%

35Δ

Calls
Pseudo strike
68.84
IV
39.1%
B/E move
4.1%
Puts
Pseudo strike
65.67
IV
38.5%
B/E move
3.5%

40Δ

Calls
Pseudo strike
68.19
IV
35.8%
B/E move
3.2%
Puts
Pseudo strike
66.27
IV
34.5%
B/E move
2.7%

45Δ

Calls
Pseudo strike
67.67
IV
33.5%
B/E move
2.7%
Puts
Pseudo strike
66.75
IV
31.4%
B/E move
2.1%

50Δ

Calls
Pseudo strike
67.21
IV
31.7%
B/E move
2.2%
Puts
Pseudo strike
67.15
IV
28.9%
B/E move
1.7%

55Δ

Calls
Pseudo strike
66.82
IV
29.8%
B/E move
1.8%
Puts
Pseudo strike
67.48
IV
27.0%
B/E move
1.3%

60Δ

Calls
Pseudo strike
66.48
IV
27.7%
B/E move
1.4%
Puts
Pseudo strike
67.80
IV
25.2%
B/E move
1.0%

65Δ

Calls
Pseudo strike
66.15
IV
25.7%
B/E move
1.1%
Puts
Pseudo strike
68.12
IV
23.6%
B/E move
0.8%

70Δ

Calls
Pseudo strike
65.74
IV
25.4%
B/E move
0.9%
Puts
Pseudo strike
68.40
IV
22.6%
B/E move
0.6%

75Δ

Calls
Pseudo strike
65.27
IV
26.5%
B/E move
0.7%
Puts
Pseudo strike
68.69
IV
21.5%
B/E move
0.4%

80Δ

Calls
Pseudo strike
64.67
IV
28.4%
B/E move
0.6%
Puts
Pseudo strike
68.98
IV
20.5%
B/E move
0.3%

Options history

IV · four-Friday blend22.50%
Daily close
EWX18.6%29.6%40.5%2026-08-13: 28.27%2026-08-14: 29.79%2026-08-17: 29.24%2026-08-18: 33.35%2026-08-19: 35.20%2026-08-20: 34.73%2026-08-21: 22.33%2026-08-24: 22.70%2026-08-25: 22.77%2026-08-26: 21.97%2026-08-27: 21.97%2026-08-28: 22.06%2026-08-31: 22.97%2026-09-01: 23.17%2026-09-02: 22.79%2026-09-03: 22.41%2026-09-04: 23.19%2026-09-08: 24.94%2026-09-09: 25.73%2026-09-10: 25.77%2026-09-11: 26.20%2026-09-14: 28.97%2026-09-15: 28.34%2026-09-16: 30.48%2026-09-17: 34.46%2026-09-18: 22.37%2026-09-21: 21.99%2026-09-22: 21.47%2026-09-23: 21.20%2026-09-24: 21.63%2026-09-25: 20.12%2026-09-28: 22.08%2026-09-29: 21.08%2026-09-30: 20.95%2026-10-01: 21.71%2026-10-02: 21.36%2026-10-05: 22.48%2026-10-06: 23.00%2026-10-07: 22.39%2026-10-08: 22.68%2026-10-09: 22.73%2026-10-12: 25.01%2026-10-13: 26.69%2026-10-14: 28.48%2026-10-15: 38.99%2026-10-16: 21.15%2026-10-19: 21.09%2026-10-20: 20.76%2026-10-21: 21.28%2026-10-22: 21.49%2026-10-23: 21.61%2026-10-26: 22.13%2026-10-27: 21.11%2026-10-28: 21.02%2026-10-29: 21.52%2026-10-30: 22.50%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
28.27%
29.79%
29.24%
33.35%
35.20%
34.73%
22.33%
22.70%
22.77%
21.97%
21.97%
22.06%
22.97%
23.17%
22.79%
22.41%
23.19%
24.94%
25.73%
25.77%
26.20%
28.97%
28.34%
30.48%
34.46%
22.37%
21.99%
21.47%
21.20%
21.63%
20.12%
22.08%
21.08%
20.95%
21.71%
21.36%
22.48%
23.00%
22.39%
22.68%
22.73%
25.01%
26.69%
28.48%
38.99%
21.15%
21.09%
20.76%
21.28%
21.49%
21.61%
22.13%
21.11%
21.02%
21.52%
22.50%