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State Street SPDR S&P International Small Cap ETF GWX

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Market dataready · fetched 2026-10-22T14:53:51.263Z

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 · 2026-10-22T14:51:10.871870206Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T14:53:49.532047+00:00

Share price$44.36
1D-0.8%
$44.32$44.42$44.53$44.63$44.735:30 AM6:30 AM9:00 AM1:00 PMGWX
Sold putSold call

State Street SPDR S&P International Small Cap ETF options

Live interpolated GWX call and put midpoint premiums by absolute delta.State Street SPDR S&P International Small Cap ETF$0.58$1.27$1.95$2.64$3.33$40.50$42.47$44.44$46.41$48.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GWX spot · $44.35GWX PRICE$0.65$0.65$0.70$0.78$0.85$0.93$1.03$1.13$1.25$1.50$1.76$2.18$2.85$0.68$0.72$0.77$0.84$0.90$0.97$1.04$1.11$1.25$1.45$1.65$1.94$3.14
PutsExpensive1.35×
CallsExpensive1.49×
SkewBullish-1.34 pp
Implied moveBalanced±$2.07
TiltBalanced0.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.6049.6%15.6%40.2445.8%10.8%
25Δ47.9936.5%9.7%41.7236.6%7.6%
30Δ46.7830.6%7.0%42.6431.1%5.6%
35Δ46.0027.3%5.5%43.2927.4%4.3%
40Δ45.4825.0%4.5%43.8224.4%3.2%
45Δ44.9822.7%3.5%44.2122.2%2.5%
50Δ44.6421.5%3.0%44.5220.4%2.0%
55Δ44.3120.2%2.4%44.8418.6%1.4%
60Δ43.9719.0%1.9%45.1417.6%1.0%
65Δ43.6019.6%1.7%45.4417.5%0.8%
70Δ43.2320.2%1.4%45.7317.4%0.6%
75Δ42.7221.6%1.2%46.1217.9%0.4%
80Δ41.9724.1%1.1%47.3324.0%0.4%

20Δ

Calls
Pseudo strike
50.60
IV
49.6%
B/E move
15.6%
Puts
Pseudo strike
40.24
IV
45.8%
B/E move
10.8%

25Δ

Calls
Pseudo strike
47.99
IV
36.5%
B/E move
9.7%
Puts
Pseudo strike
41.72
IV
36.6%
B/E move
7.6%

30Δ

Calls
Pseudo strike
46.78
IV
30.6%
B/E move
7.0%
Puts
Pseudo strike
42.64
IV
31.1%
B/E move
5.6%

35Δ

Calls
Pseudo strike
46.00
IV
27.3%
B/E move
5.5%
Puts
Pseudo strike
43.29
IV
27.4%
B/E move
4.3%

40Δ

Calls
Pseudo strike
45.48
IV
25.0%
B/E move
4.5%
Puts
Pseudo strike
43.82
IV
24.4%
B/E move
3.2%

45Δ

Calls
Pseudo strike
44.98
IV
22.7%
B/E move
3.5%
Puts
Pseudo strike
44.21
IV
22.2%
B/E move
2.5%

50Δ

Calls
Pseudo strike
44.64
IV
21.5%
B/E move
3.0%
Puts
Pseudo strike
44.52
IV
20.4%
B/E move
2.0%

55Δ

Calls
Pseudo strike
44.31
IV
20.2%
B/E move
2.4%
Puts
Pseudo strike
44.84
IV
18.6%
B/E move
1.4%

60Δ

Calls
Pseudo strike
43.97
IV
19.0%
B/E move
1.9%
Puts
Pseudo strike
45.14
IV
17.6%
B/E move
1.0%

65Δ

Calls
Pseudo strike
43.60
IV
19.6%
B/E move
1.7%
Puts
Pseudo strike
45.44
IV
17.5%
B/E move
0.8%

70Δ

Calls
Pseudo strike
43.23
IV
20.2%
B/E move
1.4%
Puts
Pseudo strike
45.73
IV
17.4%
B/E move
0.6%

75Δ

Calls
Pseudo strike
42.72
IV
21.6%
B/E move
1.2%
Puts
Pseudo strike
46.12
IV
17.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
41.97
IV
24.1%
B/E move
1.1%
Puts
Pseudo strike
47.33
IV
24.0%
B/E move
0.4%

Options history

No recorded observations