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State Street SPDR S&P Global Natural Resources ETF GNR

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Market dataready · fetched 2026-10-22T09:57:46.052Z

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 · 2026-10-22T00:00:00.124766139Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T09:57:43.517394+00:00

Share price$76.38
1D+0.0%
AH$76.07$76.18$76.30$76.41$76.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGNR
Sold putSold callAH

State Street SPDR S&P Global Natural Resources ETF options

Live interpolated GNR call and put midpoint premiums by absolute delta.State Street SPDR S&P Global Natural Resources ETF$1.44$2.44$3.44$4.44$5.44$68.91$72.79$76.68$80.56$84.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GNR spot · $76.38GNR PRICE$1.55$1.64$1.65$1.84$2.02$2.22$2.36$2.71$3.11$3.46$4.20$5.15$1.65$1.76$1.92$2.08$2.22$2.34$2.46$2.58$2.81$3.06$3.37$3.69
PutsExpensive1.61×
CallsExpensive1.96×
SkewBullish-2.72 pp
Implied moveBearish±$4.56
TiltBullish3.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ85.5251.5%14.0%70.6047.6%9.7%
30Δ82.2342.2%9.8%72.6040.3%7.2%
35Δ80.0234.1%6.9%74.1135.5%5.5%
40Δ78.7331.3%5.5%75.2132.0%4.3%
45Δ77.7328.8%4.4%76.1028.8%3.3%
50Δ76.9026.9%3.6%76.7026.3%2.6%
55Δ76.2024.5%2.8%77.3123.9%2.0%
60Δ75.4824.3%2.4%77.9221.4%1.4%
65Δ74.7924.4%2.0%78.4320.2%1.0%
70Δ74.1623.6%1.6%78.9219.1%0.7%
75Δ73.2424.9%1.4%79.4218.1%0.4%
80Δ72.1226.6%1.2%79.9117.2%0.2%

20Δ

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

25Δ

Calls
Pseudo strike
85.52
IV
51.5%
B/E move
14.0%
Puts
Pseudo strike
70.60
IV
47.6%
B/E move
9.7%

30Δ

Calls
Pseudo strike
82.23
IV
42.2%
B/E move
9.8%
Puts
Pseudo strike
72.60
IV
40.3%
B/E move
7.2%

35Δ

Calls
Pseudo strike
80.02
IV
34.1%
B/E move
6.9%
Puts
Pseudo strike
74.11
IV
35.5%
B/E move
5.5%

40Δ

Calls
Pseudo strike
78.73
IV
31.3%
B/E move
5.5%
Puts
Pseudo strike
75.21
IV
32.0%
B/E move
4.3%

45Δ

Calls
Pseudo strike
77.73
IV
28.8%
B/E move
4.4%
Puts
Pseudo strike
76.10
IV
28.8%
B/E move
3.3%

50Δ

Calls
Pseudo strike
76.90
IV
26.9%
B/E move
3.6%
Puts
Pseudo strike
76.70
IV
26.3%
B/E move
2.6%

55Δ

Calls
Pseudo strike
76.20
IV
24.5%
B/E move
2.8%
Puts
Pseudo strike
77.31
IV
23.9%
B/E move
2.0%

60Δ

Calls
Pseudo strike
75.48
IV
24.3%
B/E move
2.4%
Puts
Pseudo strike
77.92
IV
21.4%
B/E move
1.4%

65Δ

Calls
Pseudo strike
74.79
IV
24.4%
B/E move
2.0%
Puts
Pseudo strike
78.43
IV
20.2%
B/E move
1.0%

70Δ

Calls
Pseudo strike
74.16
IV
23.6%
B/E move
1.6%
Puts
Pseudo strike
78.92
IV
19.1%
B/E move
0.7%

75Δ

Calls
Pseudo strike
73.24
IV
24.9%
B/E move
1.4%
Puts
Pseudo strike
79.42
IV
18.1%
B/E move
0.4%

80Δ

Calls
Pseudo strike
72.12
IV
26.6%
B/E move
1.2%
Puts
Pseudo strike
79.91
IV
17.2%
B/E move
0.2%

Options history

No recorded observations