IntraAlpha
Create free account Start free

State Street SPDR S&P Global Infrastructure ETF GII

i

Market dataready · fetched 2026-11-11T13:56:44.122Z

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 · 2026-11-11T01:00:00.156632468Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:56:43.785426+00:00

Share price$75.83
1D+0.6%
AH$75.24$75.41$75.58$75.75$75.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGII
Sold putSold callAH

State Street SPDR S&P Global Infrastructure ETF options

Live interpolated GII call and put midpoint premiums by absolute delta.State Street SPDR S&P Global Infrastructure ETF$0.96$1.70$2.45$3.20$3.95$70.77$72.67$74.57$76.47$78.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive GII spot · $75.83GII PRICE$1.04$1.08$1.10$1.15$1.20$1.29$1.38$1.46$1.55$1.63$1.72$1.07$1.09$1.13$1.14$1.20$1.29$1.37$1.53$1.69$1.87$2.11$2.35$3.74
PutsExpensive2.48×
Calls——
Skew——
Implied moveBearish±$2.58
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.1275.1%10.3%
25Δ71.6357.8%7.0%
30Δ79.0445.6%5.6%73.1747.1%5.0%
35Δ77.9339.2%4.2%74.2439.0%3.6%
40Δ77.0532.9%3.1%75.0033.7%2.7%
45Δ76.5029.1%2.4%75.4930.7%2.1%
50Δ75.9925.6%1.8%75.9927.7%1.6%
55Δ75.6723.7%1.5%76.3726.4%1.3%
60Δ75.3521.8%1.2%76.7425.2%1.0%
65Δ75.0420.0%0.9%77.1124.1%0.8%
70Δ74.8418.3%0.7%77.4823.6%0.6%
75Δ74.6716.7%0.6%77.8523.1%0.4%
80Δ74.4915.0%0.5%79.2431.4%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
69.12
IV
75.1%
B/E move
10.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
71.63
IV
57.8%
B/E move
7.0%

30Δ

Calls
Pseudo strike
79.04
IV
45.6%
B/E move
5.6%
Puts
Pseudo strike
73.17
IV
47.1%
B/E move
5.0%

35Δ

Calls
Pseudo strike
77.93
IV
39.2%
B/E move
4.2%
Puts
Pseudo strike
74.24
IV
39.0%
B/E move
3.6%

40Δ

Calls
Pseudo strike
77.05
IV
32.9%
B/E move
3.1%
Puts
Pseudo strike
75.00
IV
33.7%
B/E move
2.7%

45Δ

Calls
Pseudo strike
76.50
IV
29.1%
B/E move
2.4%
Puts
Pseudo strike
75.49
IV
30.7%
B/E move
2.1%

50Δ

Calls
Pseudo strike
75.99
IV
25.6%
B/E move
1.8%
Puts
Pseudo strike
75.99
IV
27.7%
B/E move
1.6%

55Δ

Calls
Pseudo strike
75.67
IV
23.7%
B/E move
1.5%
Puts
Pseudo strike
76.37
IV
26.4%
B/E move
1.3%

60Δ

Calls
Pseudo strike
75.35
IV
21.8%
B/E move
1.2%
Puts
Pseudo strike
76.74
IV
25.2%
B/E move
1.0%

65Δ

Calls
Pseudo strike
75.04
IV
20.0%
B/E move
0.9%
Puts
Pseudo strike
77.11
IV
24.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
74.84
IV
18.3%
B/E move
0.7%
Puts
Pseudo strike
77.48
IV
23.6%
B/E move
0.6%

75Δ

Calls
Pseudo strike
74.67
IV
16.7%
B/E move
0.6%
Puts
Pseudo strike
77.85
IV
23.1%
B/E move
0.4%

80Δ

Calls
Pseudo strike
74.49
IV
15.0%
B/E move
0.5%
Puts
Pseudo strike
79.24
IV
31.4%
B/E move
0.4%

Options history

IV · four-Friday blend17.31%
Daily close
GII11.0%22.7%34.5%2026-08-13: 14.76%2026-08-14: 15.23%2026-08-17: 17.76%2026-08-18: 20.66%2026-08-19: 23.29%2026-08-20: 28.81%2026-08-21: 15.32%2026-08-24: 13.91%2026-08-25: 12.60%2026-08-26: 12.97%2026-08-27: 13.04%2026-08-28: 13.68%2026-08-31: 13.38%2026-09-01: 14.42%2026-09-02: 13.55%2026-09-03: 13.86%2026-09-04: 13.36%2026-09-08: 14.54%2026-09-09: 16.08%2026-09-10: 16.98%2026-09-11: 20.22%2026-09-14: 23.52%2026-09-15: 23.34%2026-09-16: 21.72%2026-09-17: 22.36%2026-09-18: 12.76%2026-09-21: 13.63%2026-09-22: 17.40%2026-09-23: 17.22%2026-09-24: 14.33%2026-09-25: 13.38%2026-09-28: 15.65%2026-09-29: 14.34%2026-09-30: 16.41%2026-10-01: 15.83%2026-10-02: 14.91%2026-10-05: 15.87%2026-10-06: 15.52%2026-10-07: 15.96%2026-10-08: 17.00%2026-10-09: 17.93%2026-10-12: 17.16%2026-10-13: 20.90%2026-10-14: 24.23%2026-10-15: 32.89%2026-10-16: 15.53%2026-10-19: 15.22%2026-10-20: 16.21%2026-10-21: 16.00%2026-10-22: 16.00%2026-10-23: 17.52%2026-10-26: 15.73%2026-10-27: 17.36%2026-10-28: 16.44%2026-10-29: 17.46%2026-10-30: 17.31%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
14.76%
15.23%
17.76%
20.66%
23.29%
28.81%
15.32%
13.91%
12.60%
12.97%
13.04%
13.68%
13.38%
14.42%
13.55%
13.86%
13.36%
14.54%
16.08%
16.98%
20.22%
23.52%
23.34%
21.72%
22.36%
12.76%
13.63%
17.40%
17.22%
14.33%
13.38%
15.65%
14.34%
16.41%
15.83%
14.91%
15.87%
15.52%
15.96%
17.00%
17.93%
17.16%
20.90%
24.23%
32.89%
15.53%
15.22%
16.21%
16.00%
16.00%
17.52%
15.73%
17.36%
16.44%
17.46%
17.31%