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State Street SPDR S&P Kensho Future Security ETF FITE

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Market datapartial · fetched 2026-10-23T01:39:12.679Z

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 · 2026-10-23T00:00:00.093039452Z

FundamentalsAlpha Vantage · unavailable

Share price$106.66
1D-0.6%
AH$105.74$106.30$106.85$107.40$107.965:30 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$1.62$3.72$5.83$7.93$10.03$93.64$100.16$106.69$113.21$119.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FITE spot · $106.66FITE PRICE$1.85$2.42$2.47$2.50$2.47$2.60$3.04$3.74$4.73$5.19$5.99$7.08$8.54$2.25$2.50$2.50$2.50$3.18$2.67$3.36$4.37$5.08$6.36$6.39$8.65$9.43
PutsExpensive1.53×
CallsExpensive1.73×
SkewNeutral-0.17 pp
Implied moveBearish±$6.40
TiltBearish5.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ122.0951.9%16.2%94.4159.1%13.6%
25Δ121.0658.1%15.8%97.7452.8%10.7%
30Δ115.5846.4%10.7%101.4041.3%7.3%
35Δ112.1037.5%7.4%103.6633.7%5.2%
40Δ109.7830.4%5.2%104.8835.0%4.7%
45Δ108.3426.7%4.0%106.2925.1%2.8%
50Δ107.2826.4%3.4%107.3526.5%2.5%
55Δ106.2528.1%3.1%108.4629.7%2.4%
60Δ105.0531.0%2.9%109.6729.5%1.9%
65Δ103.9829.4%2.4%111.1832.0%1.7%
70Δ102.7629.6%2.0%111.8428.1%1.1%
75Δ101.3430.6%1.6%114.2832.4%1.0%
80Δ99.5331.9%1.3%115.4330.6%0.6%

20Δ

Calls
Pseudo strike
122.09
IV
51.9%
B/E move
16.2%
Puts
Pseudo strike
94.41
IV
59.1%
B/E move
13.6%

25Δ

Calls
Pseudo strike
121.06
IV
58.1%
B/E move
15.8%
Puts
Pseudo strike
97.74
IV
52.8%
B/E move
10.7%

30Δ

Calls
Pseudo strike
115.58
IV
46.4%
B/E move
10.7%
Puts
Pseudo strike
101.40
IV
41.3%
B/E move
7.3%

35Δ

Calls
Pseudo strike
112.10
IV
37.5%
B/E move
7.4%
Puts
Pseudo strike
103.66
IV
33.7%
B/E move
5.2%

40Δ

Calls
Pseudo strike
109.78
IV
30.4%
B/E move
5.2%
Puts
Pseudo strike
104.88
IV
35.0%
B/E move
4.7%

45Δ

Calls
Pseudo strike
108.34
IV
26.7%
B/E move
4.0%
Puts
Pseudo strike
106.29
IV
25.1%
B/E move
2.8%

50Δ

Calls
Pseudo strike
107.28
IV
26.4%
B/E move
3.4%
Puts
Pseudo strike
107.35
IV
26.5%
B/E move
2.5%

55Δ

Calls
Pseudo strike
106.25
IV
28.1%
B/E move
3.1%
Puts
Pseudo strike
108.46
IV
29.7%
B/E move
2.4%

60Δ

Calls
Pseudo strike
105.05
IV
31.0%
B/E move
2.9%
Puts
Pseudo strike
109.67
IV
29.5%
B/E move
1.9%

65Δ

Calls
Pseudo strike
103.98
IV
29.4%
B/E move
2.4%
Puts
Pseudo strike
111.18
IV
32.0%
B/E move
1.7%

70Δ

Calls
Pseudo strike
102.76
IV
29.6%
B/E move
2.0%
Puts
Pseudo strike
111.84
IV
28.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
101.34
IV
30.6%
B/E move
1.6%
Puts
Pseudo strike
114.28
IV
32.4%
B/E move
1.0%

80Δ

Calls
Pseudo strike
99.53
IV
31.9%
B/E move
1.3%
Puts
Pseudo strike
115.43
IV
30.6%
B/E move
0.6%

Options history

No recorded observations