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State Street SPDR S&P Global Infrastructure ETF GII

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Market datapartial · fetched 2026-10-22T08:05:59.100Z

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 · 2026-10-22T00:00:00.148032512Z

FundamentalsAlpha Vantage · unavailable

Share price$73.22
1D+0.1%
AH$73.10$73.20$73.31$73.41$73.515:30 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$0.19$1.89$3.59$5.29$6.99$68.28$70.68$73.09$75.50$77.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GII spot · $73.22GII PRICE$0.38$0.38$0.54$0.79$1.05$1.30$1.40$1.47$1.62$1.83$2.04$4.80$6.50$0.38$0.57$0.79$1.00$1.00$1.08$1.28$1.47$2.04$2.68$3.31$3.95$4.59
PutsExpensive1.39×
CallsExpensive1.40×
SkewBullish-1.30 pp
Implied moveBullish±$2.68
TiltBalanced0.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ76.5816.6%5.1%70.8015.9%3.8%
25Δ75.3512.5%3.4%71.3116.6%3.4%
30Δ74.8312.6%2.9%71.6618.3%3.2%
35Δ74.5714.6%2.9%72.0219.8%3.0%
40Δ74.3116.7%2.9%72.6416.6%2.2%
45Δ74.0518.7%2.9%73.1614.8%1.6%
50Δ73.6417.6%2.5%73.5514.8%1.3%
55Δ73.1815.8%2.0%73.9414.7%1.0%
60Δ72.7714.8%1.6%74.6315.5%0.9%
65Δ72.3914.5%1.4%75.3816.3%0.7%
70Δ72.0114.1%1.1%76.1317.2%0.5%
75Δ69.6030.1%1.6%76.8818.0%0.4%
80Δ67.7935.8%1.5%77.6318.9%0.2%

20Δ

Calls
Pseudo strike
76.58
IV
16.6%
B/E move
5.1%
Puts
Pseudo strike
70.80
IV
15.9%
B/E move
3.8%

25Δ

Calls
Pseudo strike
75.35
IV
12.5%
B/E move
3.4%
Puts
Pseudo strike
71.31
IV
16.6%
B/E move
3.4%

30Δ

Calls
Pseudo strike
74.83
IV
12.6%
B/E move
2.9%
Puts
Pseudo strike
71.66
IV
18.3%
B/E move
3.2%

35Δ

Calls
Pseudo strike
74.57
IV
14.6%
B/E move
2.9%
Puts
Pseudo strike
72.02
IV
19.8%
B/E move
3.0%

40Δ

Calls
Pseudo strike
74.31
IV
16.7%
B/E move
2.9%
Puts
Pseudo strike
72.64
IV
16.6%
B/E move
2.2%

45Δ

Calls
Pseudo strike
74.05
IV
18.7%
B/E move
2.9%
Puts
Pseudo strike
73.16
IV
14.8%
B/E move
1.6%

50Δ

Calls
Pseudo strike
73.64
IV
17.6%
B/E move
2.5%
Puts
Pseudo strike
73.55
IV
14.8%
B/E move
1.3%

55Δ

Calls
Pseudo strike
73.18
IV
15.8%
B/E move
2.0%
Puts
Pseudo strike
73.94
IV
14.7%
B/E move
1.0%

60Δ

Calls
Pseudo strike
72.77
IV
14.8%
B/E move
1.6%
Puts
Pseudo strike
74.63
IV
15.5%
B/E move
0.9%

65Δ

Calls
Pseudo strike
72.39
IV
14.5%
B/E move
1.4%
Puts
Pseudo strike
75.38
IV
16.3%
B/E move
0.7%

70Δ

Calls
Pseudo strike
72.01
IV
14.1%
B/E move
1.1%
Puts
Pseudo strike
76.13
IV
17.2%
B/E move
0.5%

75Δ

Calls
Pseudo strike
69.60
IV
30.1%
B/E move
1.6%
Puts
Pseudo strike
76.88
IV
18.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
67.79
IV
35.8%
B/E move
1.5%
Puts
Pseudo strike
77.63
IV
18.9%
B/E move
0.2%

Options history

No recorded observations