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State Street SPDR EURO STOXX 50 ETF FEZ

i

Market dataready · fetched 2026-11-07T04:28:31.700Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T01:00:00.094523575Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T04:28:31.057506+00:00

Share price$65.03
1D+0.2%
AH$64.85$65.01$65.16$65.32$65.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFEZ
Sold putSold callAH

State Street SPDR EURO STOXX 50 ETF options

Live interpolated FEZ call and put midpoint premiums by absolute delta.State Street SPDR EURO STOXX 50 ETF$0.43$1.04$1.65$2.26$2.87$62.40$63.95$65.50$67.05$68.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FEZ spot · $65.03FEZ PRICE$0.50$0.69$0.86$0.94$1.03$1.12$2.28$2.30$2.32$0.58$0.64$0.82$0.99$1.14$1.24$1.32$2.02$2.35$2.69
Puts——
Calls——
Skew——
Implied moveBearish±$1.93
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ65.8722.8%2.1%64.1727.1%2.2%
40Δ65.6726.1%2.0%64.5724.4%1.7%
45Δ65.4628.8%2.0%64.8425.9%1.6%
50Δ65.1326.9%1.6%65.1226.7%1.4%
55Δ64.8425.2%1.3%65.4226.4%1.1%
60Δ64.5823.7%1.0%65.6724.9%0.9%
65Δ65.9123.1%0.7%
70Δ63.4636.9%1.1%66.5930.1%0.7%
75Δ63.2632.5%0.8%67.0329.7%0.5%
80Δ63.0628.0%0.5%67.4729.3%0.4%

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
65.87
IV
22.8%
B/E move
2.1%
Puts
Pseudo strike
64.17
IV
27.1%
B/E move
2.2%

40Δ

Calls
Pseudo strike
65.67
IV
26.1%
B/E move
2.0%
Puts
Pseudo strike
64.57
IV
24.4%
B/E move
1.7%

45Δ

Calls
Pseudo strike
65.46
IV
28.8%
B/E move
2.0%
Puts
Pseudo strike
64.84
IV
25.9%
B/E move
1.6%

50Δ

Calls
Pseudo strike
65.13
IV
26.9%
B/E move
1.6%
Puts
Pseudo strike
65.12
IV
26.7%
B/E move
1.4%

55Δ

Calls
Pseudo strike
64.84
IV
25.2%
B/E move
1.3%
Puts
Pseudo strike
65.42
IV
26.4%
B/E move
1.1%

60Δ

Calls
Pseudo strike
64.58
IV
23.7%
B/E move
1.0%
Puts
Pseudo strike
65.67
IV
24.9%
B/E move
0.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.91
IV
23.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
63.46
IV
36.9%
B/E move
1.1%
Puts
Pseudo strike
66.59
IV
30.1%
B/E move
0.7%

75Δ

Calls
Pseudo strike
63.26
IV
32.5%
B/E move
0.8%
Puts
Pseudo strike
67.03
IV
29.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
63.06
IV
28.0%
B/E move
0.5%
Puts
Pseudo strike
67.47
IV
29.3%
B/E move
0.4%

Options history

IV · four-Friday blend25.76%
Daily close
FEZ12.2%24.7%37.2%2026-08-10: 17.72%2026-08-11: 16.18%2026-08-12: 18.92%2026-08-13: 16.08%2026-08-14: 13.88%2026-08-17: 14.11%2026-08-18: 17.74%2026-08-19: 15.82%2026-08-20: 17.58%2026-08-21: 15.19%2026-08-24: 17.86%2026-08-25: 20.21%2026-08-26: 28.00%2026-08-27: 24.57%2026-08-28: 14.67%2026-08-31: 21.53%2026-09-01: 22.41%2026-09-02: 26.46%2026-09-03: 20.98%2026-09-04: 16.17%2026-09-08: 18.71%2026-09-09: 21.56%2026-09-10: 22.15%2026-09-11: 20.04%2026-09-14: 18.72%2026-09-15: 22.51%2026-09-16: 23.65%2026-09-17: 21.44%2026-09-18: 21.36%2026-09-21: 21.03%2026-09-22: 20.64%2026-09-23: 21.50%2026-09-24: 23.27%2026-09-25: 21.50%2026-09-28: 19.77%2026-09-29: 19.96%2026-09-30: 26.57%2026-10-01: 29.19%2026-10-02: 20.40%2026-10-05: 21.64%2026-10-06: 20.01%2026-10-07: 19.23%2026-10-08: 24.77%2026-10-09: 21.37%2026-10-12: 25.34%2026-10-13: 21.42%2026-10-14: 20.19%2026-10-15: 19.64%2026-10-16: 25.05%2026-10-19: 26.87%2026-10-20: 28.29%2026-10-21: 24.63%2026-10-22: 32.94%2026-10-23: 22.10%2026-10-26: 24.08%2026-10-27: 33.17%2026-10-28: 35.44%2026-10-29: 32.12%2026-10-30: 25.76%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
17.72%
16.18%
18.92%
16.08%
13.88%
14.11%
17.74%
15.82%
17.58%
15.19%
17.86%
20.21%
28.00%
24.57%
14.67%
21.53%
22.41%
26.46%
20.98%
16.17%
18.71%
21.56%
22.15%
20.04%
18.72%
22.51%
23.65%
21.44%
21.36%
21.03%
20.64%
21.50%
23.27%
21.50%
19.77%
19.96%
26.57%
29.19%
20.40%
21.64%
20.01%
19.23%
24.77%
21.37%
25.34%
21.42%
20.19%
19.64%
25.05%
26.87%
28.29%
24.63%
32.94%
22.10%
24.08%
33.17%
35.44%
32.12%
25.76%