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State Street SPDR S&P Kensho Future Security ETF FITE

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Market dataready · fetched 2026-11-12T01:21:53.097Z

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 · 2026-11-12T01:00:00.095164538Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:21:52.713375+00:00

Share price$108.13
1D-0.4%
AH$107.69$108.17$108.65$109.13$109.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFITE
Sold putSold callAH

State Street SPDR S&P Kensho Future Security ETF options

Live interpolated FITE call and put midpoint premiums by absolute delta.State Street SPDR S&P Kensho Future Security ETF$1.63$2.71$3.80$4.89$5.97$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEFITE PRICE$1.74$2.00$2.32$2.50$2.50$2.50$4.13$5.05$5.66$2.35$1.86$2.39$2.58$2.70$2.83$3.18$3.49$3.73
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ102.9069.2%7.0%
35Δ111.5145.5%4.7%105.6544.8%4.0%
40Δ110.4043.5%3.9%
45Δ109.3641.8%3.3%107.6239.8%2.7%
50Δ108.4838.5%2.6%
55Δ107.7433.0%1.9%109.0431.7%1.5%
60Δ107.1728.4%1.4%109.5428.8%1.2%
65Δ110.0526.0%0.8%
70Δ105.2935.3%1.2%110.6125.3%0.7%
75Δ104.1637.8%1.0%111.1224.2%0.5%
80Δ103.2936.6%0.8%111.5222.2%0.3%

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
102.90
IV
69.2%
B/E move
7.0%

35Δ

Calls
Pseudo strike
111.51
IV
45.5%
B/E move
4.7%
Puts
Pseudo strike
105.65
IV
44.8%
B/E move
4.0%

40Δ

Calls
Pseudo strike
110.40
IV
43.5%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
109.36
IV
41.8%
B/E move
3.3%
Puts
Pseudo strike
107.62
IV
39.8%
B/E move
2.7%

50Δ

Calls
Pseudo strike
108.48
IV
38.5%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
107.74
IV
33.0%
B/E move
1.9%
Puts
Pseudo strike
109.04
IV
31.7%
B/E move
1.5%

60Δ

Calls
Pseudo strike
107.17
IV
28.4%
B/E move
1.4%
Puts
Pseudo strike
109.54
IV
28.8%
B/E move
1.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
110.05
IV
26.0%
B/E move
0.8%

70Δ

Calls
Pseudo strike
105.29
IV
35.3%
B/E move
1.2%
Puts
Pseudo strike
110.61
IV
25.3%
B/E move
0.7%

75Δ

Calls
Pseudo strike
104.16
IV
37.8%
B/E move
1.0%
Puts
Pseudo strike
111.12
IV
24.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
103.29
IV
36.6%
B/E move
0.8%
Puts
Pseudo strike
111.52
IV
22.2%
B/E move
0.3%

Options history

IV · four-Friday blend30.15%
Daily close
FITE24.3%36.4%48.6%2026-08-13: 31.20%2026-08-14: 27.61%2026-08-17: 30.37%2026-08-18: 30.96%2026-08-19: 39.51%2026-08-20: 44.88%2026-08-21: 28.60%2026-08-24: 29.30%2026-08-25: 28.91%2026-08-26: 29.33%2026-08-27: 28.94%2026-08-28: 28.71%2026-08-31: 28.73%2026-09-01: 30.00%2026-09-02: 28.72%2026-09-03: 26.64%2026-09-04: 27.14%2026-09-08: 28.35%2026-09-09: 27.95%2026-09-10: 29.02%2026-09-11: 30.65%2026-09-14: 36.02%2026-09-15: 36.87%2026-09-16: 38.79%2026-09-17: 46.88%2026-09-18: 27.72%2026-09-21: 28.68%2026-09-22: 27.95%2026-09-23: 27.93%2026-09-24: 27.30%2026-09-25: 27.83%2026-09-28: 28.22%2026-09-29: 26.51%2026-09-30: 27.77%2026-10-01: 27.62%2026-10-02: 26.93%2026-10-05: 26.74%2026-10-06: 25.94%2026-10-08: 26.87%2026-10-13: 35.88%2026-10-16: 28.30%2026-10-19: 26.99%2026-10-20: 28.45%2026-10-21: 26.63%2026-10-22: 27.20%2026-10-23: 27.69%2026-10-26: 28.15%2026-10-27: 27.06%2026-10-28: 27.42%2026-10-29: 27.39%2026-10-30: 30.15%Aug 13Sep 18Oct 30
51 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
31.20%
27.61%
30.37%
30.96%
39.51%
44.88%
28.60%
29.30%
28.91%
29.33%
28.94%
28.71%
28.73%
30.00%
28.72%
26.64%
27.14%
28.35%
27.95%
29.02%
30.65%
36.02%
36.87%
38.79%
46.88%
27.72%
28.68%
27.95%
27.93%
27.30%
27.83%
28.22%
26.51%
27.77%
27.62%
26.93%
26.74%
25.94%
26.87%
35.88%
28.30%
26.99%
28.45%
26.63%
27.20%
27.69%
28.15%
27.06%
27.42%
27.39%
30.15%