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State Street Global Allocation ETF GAL

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Market dataready · fetched 2026-11-12T02:40:10.349Z

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 · 2026-11-12T01:00:00.09913395Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:40:09.945012+00:00

Share price$52.24
1D+0.0%
AH$52.18$52.22$52.26$52.30$52.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGAL
Sold putSold callAH

State Street Global Allocation ETF options

Live interpolated GAL call and put midpoint premiums by absolute delta.State Street Global Allocation ETF$0.62$0.87$1.13$1.38$1.63$49.03$50.64$52.25$53.86$55.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GAL spot · $52.24GAL PRICE$0.65$0.65$0.65$0.67$0.70$0.76$0.82$0.88$0.94$1.01$1.08$1.16$1.23$0.65$0.67$0.68$0.70$0.76$0.81$0.87$0.94$1.00$1.07$1.22$1.39$1.56
PutsExpensive2.46×
CallsExpensive2.22×
SkewBullish-0.30 pp
Implied moveBearish±$1.69
TiltBearish4.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.1676.0%12.6%48.0968.5%9.2%
25Δ55.7156.4%7.9%49.6153.2%6.3%
30Δ54.3644.1%5.3%50.5842.9%4.5%
35Δ53.6036.8%3.9%51.2236.1%3.3%
40Δ53.0031.2%2.8%51.6532.3%2.6%
45Δ52.7128.8%2.3%52.0428.9%1.9%
50Δ52.4126.4%1.9%52.2726.8%1.6%
55Δ52.1224.0%1.4%52.5024.8%1.3%
60Δ51.9122.1%1.2%52.7322.8%1.0%
65Δ51.7520.6%1.0%52.9720.8%0.7%
70Δ51.5919.0%0.8%53.2019.9%0.5%
75Δ51.4317.5%0.7%53.4319.3%0.4%
80Δ51.2716.0%0.5%53.6718.7%0.3%

20Δ

Calls
Pseudo strike
58.16
IV
76.0%
B/E move
12.6%
Puts
Pseudo strike
48.09
IV
68.5%
B/E move
9.2%

25Δ

Calls
Pseudo strike
55.71
IV
56.4%
B/E move
7.9%
Puts
Pseudo strike
49.61
IV
53.2%
B/E move
6.3%

30Δ

Calls
Pseudo strike
54.36
IV
44.1%
B/E move
5.3%
Puts
Pseudo strike
50.58
IV
42.9%
B/E move
4.5%

35Δ

Calls
Pseudo strike
53.60
IV
36.8%
B/E move
3.9%
Puts
Pseudo strike
51.22
IV
36.1%
B/E move
3.3%

40Δ

Calls
Pseudo strike
53.00
IV
31.2%
B/E move
2.8%
Puts
Pseudo strike
51.65
IV
32.3%
B/E move
2.6%

45Δ

Calls
Pseudo strike
52.71
IV
28.8%
B/E move
2.3%
Puts
Pseudo strike
52.04
IV
28.9%
B/E move
1.9%

50Δ

Calls
Pseudo strike
52.41
IV
26.4%
B/E move
1.9%
Puts
Pseudo strike
52.27
IV
26.8%
B/E move
1.6%

55Δ

Calls
Pseudo strike
52.12
IV
24.0%
B/E move
1.4%
Puts
Pseudo strike
52.50
IV
24.8%
B/E move
1.3%

60Δ

Calls
Pseudo strike
51.91
IV
22.1%
B/E move
1.2%
Puts
Pseudo strike
52.73
IV
22.8%
B/E move
1.0%

65Δ

Calls
Pseudo strike
51.75
IV
20.6%
B/E move
1.0%
Puts
Pseudo strike
52.97
IV
20.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
51.59
IV
19.0%
B/E move
0.8%
Puts
Pseudo strike
53.20
IV
19.9%
B/E move
0.5%

75Δ

Calls
Pseudo strike
51.43
IV
17.5%
B/E move
0.7%
Puts
Pseudo strike
53.43
IV
19.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
51.27
IV
16.0%
B/E move
0.5%
Puts
Pseudo strike
53.67
IV
18.7%
B/E move
0.3%

Options history

IV · four-Friday blend17.65%
Daily close
GAL13.5%24.2%34.8%2026-08-13: 19.11%2026-08-14: 19.42%2026-08-17: 21.85%2026-08-18: 24.23%2026-08-19: 25.61%2026-08-20: 30.35%2026-08-21: 16.57%2026-08-24: 17.22%2026-08-25: 17.10%2026-08-26: 17.15%2026-08-27: 17.07%2026-08-28: 16.79%2026-08-31: 17.58%2026-09-01: 17.73%2026-09-02: 18.02%2026-09-03: 17.86%2026-09-04: 18.00%2026-09-08: 18.86%2026-09-09: 19.59%2026-09-10: 20.60%2026-09-11: 20.57%2026-09-14: 23.07%2026-09-15: 24.88%2026-09-16: 26.20%2026-09-17: 32.34%2026-09-18: 17.34%2026-09-21: 16.99%2026-09-22: 16.72%2026-09-23: 16.80%2026-09-24: 16.44%2026-09-25: 15.77%2026-09-28: 15.83%2026-09-29: 16.83%2026-09-30: 17.05%2026-10-01: 17.27%2026-10-02: 17.25%2026-10-05: 17.76%2026-10-06: 17.75%2026-10-07: 18.06%2026-10-08: 18.43%2026-10-09: 18.71%2026-10-12: 20.80%2026-10-13: 22.08%2026-10-14: 24.74%2026-10-15: 33.37%2026-10-16: 14.97%2026-10-19: 15.47%2026-10-20: 15.66%2026-10-21: 15.41%2026-10-22: 15.71%2026-10-23: 16.36%2026-10-26: 17.43%2026-10-27: 16.79%2026-10-28: 16.73%2026-10-29: 16.70%2026-10-30: 17.65%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
19.11%
19.42%
21.85%
24.23%
25.61%
30.35%
16.57%
17.22%
17.10%
17.15%
17.07%
16.79%
17.58%
17.73%
18.02%
17.86%
18.00%
18.86%
19.59%
20.60%
20.57%
23.07%
24.88%
26.20%
32.34%
17.34%
16.99%
16.72%
16.80%
16.44%
15.77%
15.83%
16.83%
17.05%
17.27%
17.25%
17.76%
17.75%
18.06%
18.43%
18.71%
20.80%
22.08%
24.74%
33.37%
14.97%
15.47%
15.66%
15.41%
15.71%
16.36%
17.43%
16.79%
16.73%
16.70%
17.65%