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

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Market dataready · fetched 2026-10-24T04:28:51.034Z

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 · 2026-10-24T00:00:00.112864955Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:28:50.898892+00:00

Share price$68.06
1D+0.6%
AH$67.65$67.77$67.89$68.00$68.125:30 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$0.76$1.86$2.96$4.06$5.16$62.05$65.05$68.04$71.03$74.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EWX spot · $68.06EWX PRICE$0.88$0.94$1.03$1.14$1.27$1.41$1.56$1.74$2.01$2.30$2.69$3.14$3.65$1.08$1.21$1.33$1.44$1.57$1.81$2.07$2.35$2.64$3.15$3.85$4.84
PutsExpensive1.45×
CallsExpensive2.29×
SkewBearish+0.26 pp
Implied moveBearish±$3.37
TiltBearish7.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ76.2544.3%13.3%
25Δ73.2635.2%9.0%64.1036.9%7.4%
30Δ71.6130.2%6.7%65.4032.6%5.7%
35Δ70.4926.9%5.2%66.4228.9%4.4%
40Δ69.6624.8%4.2%67.2226.0%3.4%
45Δ68.9523.4%3.4%67.8723.8%2.6%
50Δ68.4122.0%2.8%68.4123.2%2.1%
55Δ67.8820.9%2.3%68.9423.0%1.8%
60Δ67.3920.8%2.0%69.4522.5%1.4%
65Δ66.8920.8%1.7%69.9721.9%1.1%
70Δ66.3321.1%1.4%70.6522.6%0.8%
75Δ65.7321.4%1.2%71.4823.8%0.6%
80Δ65.0621.7%1.0%72.6025.7%0.4%

20Δ

Calls
Pseudo strike
76.25
IV
44.3%
B/E move
13.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
73.26
IV
35.2%
B/E move
9.0%
Puts
Pseudo strike
64.10
IV
36.9%
B/E move
7.4%

30Δ

Calls
Pseudo strike
71.61
IV
30.2%
B/E move
6.7%
Puts
Pseudo strike
65.40
IV
32.6%
B/E move
5.7%

35Δ

Calls
Pseudo strike
70.49
IV
26.9%
B/E move
5.2%
Puts
Pseudo strike
66.42
IV
28.9%
B/E move
4.4%

40Δ

Calls
Pseudo strike
69.66
IV
24.8%
B/E move
4.2%
Puts
Pseudo strike
67.22
IV
26.0%
B/E move
3.4%

45Δ

Calls
Pseudo strike
68.95
IV
23.4%
B/E move
3.4%
Puts
Pseudo strike
67.87
IV
23.8%
B/E move
2.6%

50Δ

Calls
Pseudo strike
68.41
IV
22.0%
B/E move
2.8%
Puts
Pseudo strike
68.41
IV
23.2%
B/E move
2.1%

55Δ

Calls
Pseudo strike
67.88
IV
20.9%
B/E move
2.3%
Puts
Pseudo strike
68.94
IV
23.0%
B/E move
1.8%

60Δ

Calls
Pseudo strike
67.39
IV
20.8%
B/E move
2.0%
Puts
Pseudo strike
69.45
IV
22.5%
B/E move
1.4%

65Δ

Calls
Pseudo strike
66.89
IV
20.8%
B/E move
1.7%
Puts
Pseudo strike
69.97
IV
21.9%
B/E move
1.1%

70Δ

Calls
Pseudo strike
66.33
IV
21.1%
B/E move
1.4%
Puts
Pseudo strike
70.65
IV
22.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
65.73
IV
21.4%
B/E move
1.2%
Puts
Pseudo strike
71.48
IV
23.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
65.06
IV
21.7%
B/E move
1.0%
Puts
Pseudo strike
72.60
IV
25.7%
B/E move
0.4%

Options history

EWX18.6129.5640.502026-07-27: 28.16%2026-07-28: 27.86%2026-07-29: 28.02%2026-07-30: 26.86%2026-07-31: 27.63%2026-08-03: 27.34%2026-08-04: 26.68%2026-08-05: 28.15%2026-08-06: 26.24%2026-08-07: 25.92%2026-08-10: 24.91%2026-08-11: 24.19%2026-08-12: 27.50%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%Jul 27Oct 23
Table
DateIV
28.16%
27.86%
28.02%
26.86%
27.63%
27.34%
26.68%
28.15%
26.24%
25.92%
24.91%
24.19%
27.50%
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%