IntraAlpha
Create free account Start free

State Street Global Allocation ETF GAL

i

Market dataready · fetched 2026-10-22T23:50:23.956Z

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 · 2026-10-22T22:30:00.003403413Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:50:23.604529+00:00

Share price$52.43
1D+0.1%
AH$52.31$52.34$52.38$52.42$52.465:30 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$0.65$0.92$1.20$1.48$1.75$48.73$50.56$52.40$54.23$56.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GAL spot · $52.43GAL PRICE$0.68$0.68$0.69$0.75$0.80$0.85$0.93$1.02$1.11$1.22$1.37$1.52$1.67$0.68$0.72$0.76$0.82$0.89$0.95$1.00$1.06$1.16$1.28$1.39$1.50
PutsExpensive2.22×
CallsExpensive2.63×
SkewBearish+0.41 pp
Implied moveBearish±$1.94
TiltBullish4.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.7643.5%13.4%48.2239.3%9.3%
25Δ56.1632.2%8.4%49.7531.4%6.5%
30Δ54.8125.6%5.9%50.7226.3%4.7%
35Δ54.0122.3%4.4%51.3823.1%3.6%
40Δ53.5019.9%3.6%51.9220.5%2.7%
45Δ53.0017.5%2.7%52.2818.7%2.1%
50Δ52.7216.4%2.3%52.6016.9%1.6%
55Δ52.4315.4%2.0%52.9215.1%1.1%
60Δ52.1514.4%1.6%53.1614.1%0.8%
65Δ51.8813.6%1.3%53.3813.4%0.6%
70Δ51.6313.1%1.1%53.6012.7%0.4%
75Δ51.3812.6%0.9%53.8211.9%0.2%
80Δ51.1312.1%0.7%

20Δ

Calls
Pseudo strike
58.76
IV
43.5%
B/E move
13.4%
Puts
Pseudo strike
48.22
IV
39.3%
B/E move
9.3%

25Δ

Calls
Pseudo strike
56.16
IV
32.2%
B/E move
8.4%
Puts
Pseudo strike
49.75
IV
31.4%
B/E move
6.5%

30Δ

Calls
Pseudo strike
54.81
IV
25.6%
B/E move
5.9%
Puts
Pseudo strike
50.72
IV
26.3%
B/E move
4.7%

35Δ

Calls
Pseudo strike
54.01
IV
22.3%
B/E move
4.4%
Puts
Pseudo strike
51.38
IV
23.1%
B/E move
3.6%

40Δ

Calls
Pseudo strike
53.50
IV
19.9%
B/E move
3.6%
Puts
Pseudo strike
51.92
IV
20.5%
B/E move
2.7%

45Δ

Calls
Pseudo strike
53.00
IV
17.5%
B/E move
2.7%
Puts
Pseudo strike
52.28
IV
18.7%
B/E move
2.1%

50Δ

Calls
Pseudo strike
52.72
IV
16.4%
B/E move
2.3%
Puts
Pseudo strike
52.60
IV
16.9%
B/E move
1.6%

55Δ

Calls
Pseudo strike
52.43
IV
15.4%
B/E move
2.0%
Puts
Pseudo strike
52.92
IV
15.1%
B/E move
1.1%

60Δ

Calls
Pseudo strike
52.15
IV
14.4%
B/E move
1.6%
Puts
Pseudo strike
53.16
IV
14.1%
B/E move
0.8%

65Δ

Calls
Pseudo strike
51.88
IV
13.6%
B/E move
1.3%
Puts
Pseudo strike
53.38
IV
13.4%
B/E move
0.6%

70Δ

Calls
Pseudo strike
51.63
IV
13.1%
B/E move
1.1%
Puts
Pseudo strike
53.60
IV
12.7%
B/E move
0.4%

75Δ

Calls
Pseudo strike
51.38
IV
12.6%
B/E move
0.9%
Puts
Pseudo strike
53.82
IV
11.9%
B/E move
0.2%

80Δ

Calls
Pseudo strike
51.13
IV
12.1%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations