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State Street SPDR S&P Emerging Asia Pacific ETF GMF

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Market datapartial · fetched 2026-11-13T02:10:02.939Z

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 · 2026-11-13T01:00:00.131793563Z

FundamentalsAlpha Vantage · unavailable

Share price$147.00
1D+0.4%
AH$146.13$146.64$147.16$147.68$148.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGMF
Sold putSold callAH

State Street SPDR S&P Emerging Asia Pacific ETF options

Live interpolated GMF call and put midpoint premiums by absolute delta.State Street SPDR S&P Emerging Asia Pacific ETF$2.83$4.38$5.94$7.49$9.05$-0.15$0.18$0.50$0.82$1.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEGMF PRICE$3.79$4.43$5.39$6.59$8.60$3.00$3.32$3.45$3.49$3.57$3.89
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ148.0528.8%1.3%
60Δ145.4733.4%1.5%148.7727.5%1.1%
65Δ144.4733.9%1.3%149.2725.1%0.8%
70Δ143.2736.0%1.1%149.6622.2%0.6%
75Δ141.8138.4%1.0%150.0719.4%0.3%
80Δ139.6143.7%0.8%150.5718.2%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
148.05
IV
28.8%
B/E move
1.3%

60Δ

Calls
Pseudo strike
145.47
IV
33.4%
B/E move
1.5%
Puts
Pseudo strike
148.77
IV
27.5%
B/E move
1.1%

65Δ

Calls
Pseudo strike
144.47
IV
33.9%
B/E move
1.3%
Puts
Pseudo strike
149.27
IV
25.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
143.27
IV
36.0%
B/E move
1.1%
Puts
Pseudo strike
149.66
IV
22.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
141.81
IV
38.4%
B/E move
1.0%
Puts
Pseudo strike
150.07
IV
19.4%
B/E move
0.3%

80Δ

Calls
Pseudo strike
139.61
IV
43.7%
B/E move
0.8%
Puts
Pseudo strike
150.57
IV
18.2%
B/E move
0.2%

Options history

IV · four-Friday blend21.92%
Daily close
GMF18.0%27.1%36.1%2026-08-14: 23.93%2026-08-17: 26.07%2026-08-18: 27.97%2026-08-19: 30.42%2026-08-20: 34.86%2026-08-21: 21.40%2026-08-24: 21.73%2026-08-25: 21.13%2026-08-26: 20.99%2026-08-27: 20.49%2026-08-28: 19.70%2026-08-31: 20.58%2026-09-01: 20.18%2026-09-02: 20.05%2026-09-03: 19.28%2026-09-04: 19.35%2026-09-08: 20.94%2026-09-09: 20.51%2026-09-10: 21.39%2026-09-11: 21.52%2026-09-14: 24.53%2026-09-15: 28.02%2026-09-16: 28.45%2026-09-17: 33.09%2026-09-30: 20.65%2026-10-01: 20.68%2026-10-08: 21.36%2026-10-09: 21.39%2026-10-12: 24.80%2026-10-13: 25.13%2026-10-14: 27.69%2026-10-15: 34.26%2026-10-16: 20.24%2026-10-19: 20.75%2026-10-20: 21.29%2026-10-21: 19.96%2026-10-22: 20.99%2026-10-23: 22.12%2026-10-26: 22.97%2026-10-27: 21.56%2026-10-28: 22.05%2026-10-29: 21.72%2026-10-30: 21.92%Aug 14Sep 15Oct 30
43 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
23.93%
26.07%
27.97%
30.42%
34.86%
21.40%
21.73%
21.13%
20.99%
20.49%
19.70%
20.58%
20.18%
20.05%
19.28%
19.35%
20.94%
20.51%
21.39%
21.52%
24.53%
28.02%
28.45%
33.09%
20.65%
20.68%
21.36%
21.39%
24.80%
25.13%
27.69%
34.26%
20.24%
20.75%
21.29%
19.96%
20.99%
22.12%
22.97%
21.56%
22.05%
21.72%
21.92%