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State Street SPDR EURO STOXX 50 ETF FEZ

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Market dataready · fetched 2026-10-16T00:16:55.090Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:00.101482989Z

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$0.23$1.56$2.89$4.22$5.55$60.00$62.97$65.94$68.91$71.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FEZ spot · $66.05FEZ PRICE$0.37$0.46$0.56$0.76$0.96$1.18$1.42$1.66$1.99$2.34$2.80$3.26$3.71$0.53$0.68$0.83$0.99$1.15$1.31$1.54$1.79$2.06$2.34$2.75$3.22$5.17
PutsCheap0.81×
CallsCheap0.84×
SkewBearish+1.81 pp
Implied moveBearish±$2.96
TiltBearish6.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.4016.6%5.6%62.6522.2%5.9%
25Δ68.6215.4%4.6%63.5221.2%4.9%
30Δ67.9414.3%3.7%64.2320.4%4.0%
35Δ67.5915.3%3.5%64.8619.6%3.3%
40Δ67.2416.4%3.3%65.4118.8%2.7%
45Δ66.8517.2%3.0%65.9417.9%2.1%
50Δ66.4017.5%2.7%66.4117.8%1.8%
55Δ65.9417.8%2.4%66.8817.8%1.4%
60Δ65.4418.3%2.1%67.3517.6%1.1%
65Δ64.9218.9%1.8%67.8217.4%0.9%
70Δ64.3019.6%1.6%68.3917.6%0.6%
75Δ63.6819.9%1.3%69.0018.0%0.4%
80Δ63.0619.7%1.1%70.9724.0%0.4%

20Δ

Calls
Pseudo strike
69.40
IV
16.6%
B/E move
5.6%
Puts
Pseudo strike
62.65
IV
22.2%
B/E move
5.9%

25Δ

Calls
Pseudo strike
68.62
IV
15.4%
B/E move
4.6%
Puts
Pseudo strike
63.52
IV
21.2%
B/E move
4.9%

30Δ

Calls
Pseudo strike
67.94
IV
14.3%
B/E move
3.7%
Puts
Pseudo strike
64.23
IV
20.4%
B/E move
4.0%

35Δ

Calls
Pseudo strike
67.59
IV
15.3%
B/E move
3.5%
Puts
Pseudo strike
64.86
IV
19.6%
B/E move
3.3%

40Δ

Calls
Pseudo strike
67.24
IV
16.4%
B/E move
3.3%
Puts
Pseudo strike
65.41
IV
18.8%
B/E move
2.7%

45Δ

Calls
Pseudo strike
66.85
IV
17.2%
B/E move
3.0%
Puts
Pseudo strike
65.94
IV
17.9%
B/E move
2.1%

50Δ

Calls
Pseudo strike
66.40
IV
17.5%
B/E move
2.7%
Puts
Pseudo strike
66.41
IV
17.8%
B/E move
1.8%

55Δ

Calls
Pseudo strike
65.94
IV
17.8%
B/E move
2.4%
Puts
Pseudo strike
66.88
IV
17.8%
B/E move
1.4%

60Δ

Calls
Pseudo strike
65.44
IV
18.3%
B/E move
2.1%
Puts
Pseudo strike
67.35
IV
17.6%
B/E move
1.1%

65Δ

Calls
Pseudo strike
64.92
IV
18.9%
B/E move
1.8%
Puts
Pseudo strike
67.82
IV
17.4%
B/E move
0.9%

70Δ

Calls
Pseudo strike
64.30
IV
19.6%
B/E move
1.6%
Puts
Pseudo strike
68.39
IV
17.6%
B/E move
0.6%

75Δ

Calls
Pseudo strike
63.68
IV
19.9%
B/E move
1.3%
Puts
Pseudo strike
69.00
IV
18.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
63.06
IV
19.7%
B/E move
1.1%
Puts
Pseudo strike
70.97
IV
24.0%
B/E move
0.4%