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State Street SPDR EURO STOXX 50 ETF FEZ

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Market dataready · fetched 2026-10-15T21:01:44.991Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.003285914Z

FundamentalsAlpha Vantage · ready

Share price$66.05
1D+0.9%
AH$65.24$65.46$65.68$65.89$66.115:30 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$0.00$0.97$1.94$2.90$3.87$64.66$65.26$65.87$66.48$67.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $66.05OPTION PRICELive FEZ spot · $66.05FEZ PRICE$0.16$0.15$0.15$0.20$0.24$0.28$0.32$0.36$0.39$0.42$0.45$0.48$0.51$0.09$0.11$0.15$0.18$0.21$0.24$0.33$0.43$0.54$0.65$1.24$1.98$3.59
PutsExpensive6.53×
CallsExpensive1.69×
SkewBearish+10.58 pp
Implied moveBalanced±$0.65
TiltBearish40.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.4344.7%2.3%65.3424.2%1.2%
25Δ66.8030.9%1.4%65.5521.7%0.9%
30Δ66.4923.9%0.9%65.6521.3%0.8%
35Δ66.3823.8%0.8%65.7621.0%0.7%
40Δ66.2823.6%0.7%65.8620.6%0.6%
45Δ66.1723.5%0.6%65.9720.2%0.5%
50Δ66.0723.4%0.5%66.0921.9%0.4%
55Δ65.9722.7%0.4%66.2224.4%0.4%
60Δ65.9121.2%0.4%66.3427.0%0.4%
65Δ65.8419.8%0.3%66.4729.5%0.3%
70Δ65.7818.3%0.3%67.0345.4%0.4%
75Δ65.7116.8%0.2%67.7365.3%0.5%
80Δ65.6415.4%0.2%69.27102.8%0.6%

20Δ

Calls
Pseudo strike
67.43
IV
44.7%
B/E move
2.3%
Puts
Pseudo strike
65.34
IV
24.2%
B/E move
1.2%

25Δ

Calls
Pseudo strike
66.80
IV
30.9%
B/E move
1.4%
Puts
Pseudo strike
65.55
IV
21.7%
B/E move
0.9%

30Δ

Calls
Pseudo strike
66.49
IV
23.9%
B/E move
0.9%
Puts
Pseudo strike
65.65
IV
21.3%
B/E move
0.8%

35Δ

Calls
Pseudo strike
66.38
IV
23.8%
B/E move
0.8%
Puts
Pseudo strike
65.76
IV
21.0%
B/E move
0.7%

40Δ

Calls
Pseudo strike
66.28
IV
23.6%
B/E move
0.7%
Puts
Pseudo strike
65.86
IV
20.6%
B/E move
0.6%

45Δ

Calls
Pseudo strike
66.17
IV
23.5%
B/E move
0.6%
Puts
Pseudo strike
65.97
IV
20.2%
B/E move
0.5%

50Δ

Calls
Pseudo strike
66.07
IV
23.4%
B/E move
0.5%
Puts
Pseudo strike
66.09
IV
21.9%
B/E move
0.4%

55Δ

Calls
Pseudo strike
65.97
IV
22.7%
B/E move
0.4%
Puts
Pseudo strike
66.22
IV
24.4%
B/E move
0.4%

60Δ

Calls
Pseudo strike
65.91
IV
21.2%
B/E move
0.4%
Puts
Pseudo strike
66.34
IV
27.0%
B/E move
0.4%

65Δ

Calls
Pseudo strike
65.84
IV
19.8%
B/E move
0.3%
Puts
Pseudo strike
66.47
IV
29.5%
B/E move
0.3%

70Δ

Calls
Pseudo strike
65.78
IV
18.3%
B/E move
0.3%
Puts
Pseudo strike
67.03
IV
45.4%
B/E move
0.4%

75Δ

Calls
Pseudo strike
65.71
IV
16.8%
B/E move
0.2%
Puts
Pseudo strike
67.73
IV
65.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
65.64
IV
15.4%
B/E move
0.2%
Puts
Pseudo strike
69.27
IV
102.8%
B/E move
0.6%