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State Street SPDR S&P Kensho Future Security ETF FITE

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Market datapartial · fetched 2026-10-22T18:30:34.539Z

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 · 2026-10-22T17:49:19.35478077Z

FundamentalsAlpha Vantage · unavailable

Share price$106.15
1D-1.1%
$105.74$106.30$106.85$107.40$107.965:30 AM6:30 AM9:00 AM1:00 PMFITE
Sold putSold call

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$1.60$4.19$6.79$9.38$11.98$93.72$100.31$106.90$113.50$120.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FITE spot · $106.15FITE PRICE$1.88$2.45$2.49$2.50$2.52$2.70$3.32$4.18$4.99$5.60$6.93$8.03$11.23$2.19$2.50$2.50$2.50$2.92$2.77$2.77$4.24$4.40$5.51$6.36$6.39$8.50
PutsExpensive1.42×
CallsExpensive1.88×
SkewBullish-5.03 pp
Implied moveBullish±$6.09
TiltBullish4.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ122.0453.1%16.7%94.2857.1%13.3%
25Δ121.0059.5%16.3%97.2252.8%10.8%
30Δ115.1746.7%10.8%100.9141.2%7.3%
35Δ111.6137.5%7.5%103.1633.6%5.2%
40Δ109.3231.0%5.4%104.5432.2%4.3%
45Δ107.8727.8%4.2%105.7426.3%3.0%
50Δ106.8429.2%3.8%106.6722.3%2.1%
55Δ105.7031.7%3.5%107.9428.8%2.3%
60Δ104.4733.0%3.1%108.7426.0%1.7%
65Δ103.2532.1%2.5%110.1228.0%1.5%
70Δ101.6434.8%2.3%111.2828.2%1.2%
75Δ100.0935.2%1.8%111.7924.6%0.7%
80Δ96.7042.8%1.7%114.1127.8%0.5%

20Δ

Calls
Pseudo strike
122.04
IV
53.1%
B/E move
16.7%
Puts
Pseudo strike
94.28
IV
57.1%
B/E move
13.3%

25Δ

Calls
Pseudo strike
121.00
IV
59.5%
B/E move
16.3%
Puts
Pseudo strike
97.22
IV
52.8%
B/E move
10.8%

30Δ

Calls
Pseudo strike
115.17
IV
46.7%
B/E move
10.8%
Puts
Pseudo strike
100.91
IV
41.2%
B/E move
7.3%

35Δ

Calls
Pseudo strike
111.61
IV
37.5%
B/E move
7.5%
Puts
Pseudo strike
103.16
IV
33.6%
B/E move
5.2%

40Δ

Calls
Pseudo strike
109.32
IV
31.0%
B/E move
5.4%
Puts
Pseudo strike
104.54
IV
32.2%
B/E move
4.3%

45Δ

Calls
Pseudo strike
107.87
IV
27.8%
B/E move
4.2%
Puts
Pseudo strike
105.74
IV
26.3%
B/E move
3.0%

50Δ

Calls
Pseudo strike
106.84
IV
29.2%
B/E move
3.8%
Puts
Pseudo strike
106.67
IV
22.3%
B/E move
2.1%

55Δ

Calls
Pseudo strike
105.70
IV
31.7%
B/E move
3.5%
Puts
Pseudo strike
107.94
IV
28.8%
B/E move
2.3%

60Δ

Calls
Pseudo strike
104.47
IV
33.0%
B/E move
3.1%
Puts
Pseudo strike
108.74
IV
26.0%
B/E move
1.7%

65Δ

Calls
Pseudo strike
103.25
IV
32.1%
B/E move
2.5%
Puts
Pseudo strike
110.12
IV
28.0%
B/E move
1.5%

70Δ

Calls
Pseudo strike
101.64
IV
34.8%
B/E move
2.3%
Puts
Pseudo strike
111.28
IV
28.2%
B/E move
1.2%

75Δ

Calls
Pseudo strike
100.09
IV
35.2%
B/E move
1.8%
Puts
Pseudo strike
111.79
IV
24.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
96.70
IV
42.8%
B/E move
1.7%
Puts
Pseudo strike
114.11
IV
27.8%
B/E move
0.5%

Options history

No recorded observations