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State Street SPDR S&P Emerging Asia Pacific ETF GMF

i

Market dataready · fetched 2026-10-23T02:29:35.354Z

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 · 2026-10-23T00:00:00.122085578Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T02:29:34.884633+00:00

Share price$147.58
1D-0.4%
AH$147.31$147.53$147.76$147.98$148.205:30 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$1.92$4.28$6.65$9.01$11.38$134.58$141.48$148.39$155.30$162.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GMF spot · $147.58GMF PRICE$2.24$2.45$2.45$2.99$3.43$3.81$4.22$4.99$5.95$7.11$8.54$10.69$2.17$2.35$2.45$2.45$3.26$3.74$3.94$4.14$4.61$5.16$5.85$6.72$7.66
PutsExpensive1.24×
CallsExpensive2.03×
SkewBullish-1.97 pp
Implied moveBalanced±$7.75
TiltBullish3.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ134.4344.2%10.4%
25Δ160.1538.3%10.0%139.0236.1%7.4%
30Δ156.0232.5%7.4%142.2429.7%5.3%
35Δ152.7726.1%5.2%144.5924.2%3.7%
40Δ151.2526.3%4.5%145.7526.1%3.4%
45Δ149.7725.4%3.8%147.0825.4%2.9%
50Δ148.3923.9%3.1%148.3222.9%2.2%
55Δ147.1622.7%2.6%149.3720.6%1.6%
60Δ145.9123.3%2.2%150.3819.8%1.2%
65Δ144.5324.1%2.0%151.3819.2%0.9%
70Δ142.9825.2%1.7%152.4418.9%0.7%
75Δ141.1726.4%1.5%153.6418.8%0.4%
80Δ138.7128.8%1.2%154.8818.5%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
134.43
IV
44.2%
B/E move
10.4%

25Δ

Calls
Pseudo strike
160.15
IV
38.3%
B/E move
10.0%
Puts
Pseudo strike
139.02
IV
36.1%
B/E move
7.4%

30Δ

Calls
Pseudo strike
156.02
IV
32.5%
B/E move
7.4%
Puts
Pseudo strike
142.24
IV
29.7%
B/E move
5.3%

35Δ

Calls
Pseudo strike
152.77
IV
26.1%
B/E move
5.2%
Puts
Pseudo strike
144.59
IV
24.2%
B/E move
3.7%

40Δ

Calls
Pseudo strike
151.25
IV
26.3%
B/E move
4.5%
Puts
Pseudo strike
145.75
IV
26.1%
B/E move
3.4%

45Δ

Calls
Pseudo strike
149.77
IV
25.4%
B/E move
3.8%
Puts
Pseudo strike
147.08
IV
25.4%
B/E move
2.9%

50Δ

Calls
Pseudo strike
148.39
IV
23.9%
B/E move
3.1%
Puts
Pseudo strike
148.32
IV
22.9%
B/E move
2.2%

55Δ

Calls
Pseudo strike
147.16
IV
22.7%
B/E move
2.6%
Puts
Pseudo strike
149.37
IV
20.6%
B/E move
1.6%

60Δ

Calls
Pseudo strike
145.91
IV
23.3%
B/E move
2.2%
Puts
Pseudo strike
150.38
IV
19.8%
B/E move
1.2%

65Δ

Calls
Pseudo strike
144.53
IV
24.1%
B/E move
2.0%
Puts
Pseudo strike
151.38
IV
19.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
142.98
IV
25.2%
B/E move
1.7%
Puts
Pseudo strike
152.44
IV
18.9%
B/E move
0.7%

75Δ

Calls
Pseudo strike
141.17
IV
26.4%
B/E move
1.5%
Puts
Pseudo strike
153.64
IV
18.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
138.71
IV
28.8%
B/E move
1.2%
Puts
Pseudo strike
154.88
IV
18.5%
B/E move
0.2%

Options history

No recorded observations