IntraAlpha
Create free account Start free

State Street SPDR S&P International Small Cap ETF GWX

i

Market dataready · fetched 2026-11-11T15:59:32.111Z

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 · 2026-11-11T15:48:05.069347075Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:59:31.654318+00:00

Share price$43.82
1D+0.2%
$43.67$43.74$43.80$43.86$43.925:30 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$0.64$0.98$1.32$1.65$1.99$40.43$41.92$43.41$44.90$46.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive GWX spot · $43.82GWX PRICE$0.74$0.81$0.88$0.95$1.02$1.09$1.16$1.24$1.36$1.48$0.68$0.70$0.73$0.78$0.83$0.89$0.94$1.02$1.11$1.20$1.29$1.42$1.89
PutsExpensive1.64×
Calls——
Skew——
Implied moveBalanced±$1.89
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.6481.9%11.1%
25Δ41.0065.9%8.0%
30Δ42.0753.4%5.7%
35Δ45.6349.6%5.8%42.5348.4%4.7%
40Δ45.2546.1%5.1%42.9843.3%3.8%
45Δ44.8742.7%4.4%43.4338.2%2.9%
50Δ44.4939.2%3.7%43.8833.1%2.0%
55Δ44.1035.8%3.0%44.1630.5%1.6%
60Δ43.7232.3%2.3%44.3728.7%1.3%
65Δ43.3428.8%1.6%44.5927.0%1.0%
70Δ42.9825.5%0.9%44.8025.2%0.7%
75Δ42.8023.6%0.8%45.0523.9%0.4%
80Δ42.6121.7%0.6%45.5626.9%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.64
IV
81.9%
B/E move
11.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.00
IV
65.9%
B/E move
8.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.07
IV
53.4%
B/E move
5.7%

35Δ

Calls
Pseudo strike
45.63
IV
49.6%
B/E move
5.8%
Puts
Pseudo strike
42.53
IV
48.4%
B/E move
4.7%

40Δ

Calls
Pseudo strike
45.25
IV
46.1%
B/E move
5.1%
Puts
Pseudo strike
42.98
IV
43.3%
B/E move
3.8%

45Δ

Calls
Pseudo strike
44.87
IV
42.7%
B/E move
4.4%
Puts
Pseudo strike
43.43
IV
38.2%
B/E move
2.9%

50Δ

Calls
Pseudo strike
44.49
IV
39.2%
B/E move
3.7%
Puts
Pseudo strike
43.88
IV
33.1%
B/E move
2.0%

55Δ

Calls
Pseudo strike
44.10
IV
35.8%
B/E move
3.0%
Puts
Pseudo strike
44.16
IV
30.5%
B/E move
1.6%

60Δ

Calls
Pseudo strike
43.72
IV
32.3%
B/E move
2.3%
Puts
Pseudo strike
44.37
IV
28.7%
B/E move
1.3%

65Δ

Calls
Pseudo strike
43.34
IV
28.8%
B/E move
1.6%
Puts
Pseudo strike
44.59
IV
27.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
42.98
IV
25.5%
B/E move
0.9%
Puts
Pseudo strike
44.80
IV
25.2%
B/E move
0.7%

75Δ

Calls
Pseudo strike
42.80
IV
23.6%
B/E move
0.8%
Puts
Pseudo strike
45.05
IV
23.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
42.61
IV
21.7%
B/E move
0.6%
Puts
Pseudo strike
45.56
IV
26.9%
B/E move
0.3%

Options history

IV · four-Friday blend21.17%
Daily close
GWX15.5%27.2%38.9%2026-08-13: 22.34%2026-08-14: 21.83%2026-08-17: 25.74%2026-08-18: 26.51%2026-08-19: 30.06%2026-08-20: 34.63%2026-08-21: 18.95%2026-08-24: 19.10%2026-08-25: 19.04%2026-08-26: 19.27%2026-08-27: 19.89%2026-08-28: 18.36%2026-08-31: 19.69%2026-09-01: 19.09%2026-09-02: 21.42%2026-09-03: 20.30%2026-09-04: 18.95%2026-09-08: 20.81%2026-09-09: 21.42%2026-09-10: 23.59%2026-09-11: 20.24%2026-09-14: 26.01%2026-09-15: 28.78%2026-09-16: 29.69%2026-09-17: 37.31%2026-09-18: 19.94%2026-09-21: 19.64%2026-09-22: 18.34%2026-09-23: 18.84%2026-09-24: 19.50%2026-09-25: 17.08%2026-09-28: 19.74%2026-09-29: 19.08%2026-09-30: 19.23%2026-10-01: 20.42%2026-10-02: 18.61%2026-10-05: 20.32%2026-10-06: 20.43%2026-10-07: 21.80%2026-10-08: 22.54%2026-10-09: 22.07%2026-10-12: 25.13%2026-10-13: 25.87%2026-10-14: 28.34%2026-10-15: 33.05%2026-10-16: 18.38%2026-10-19: 19.48%2026-10-20: 18.58%2026-10-21: 18.70%2026-10-22: 19.23%2026-10-23: 19.52%2026-10-26: 20.15%2026-10-27: 21.23%2026-10-28: 20.21%2026-10-29: 20.38%2026-10-30: 21.17%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
22.34%
21.83%
25.74%
26.51%
30.06%
34.63%
18.95%
19.10%
19.04%
19.27%
19.89%
18.36%
19.69%
19.09%
21.42%
20.30%
18.95%
20.81%
21.42%
23.59%
20.24%
26.01%
28.78%
29.69%
37.31%
19.94%
19.64%
18.34%
18.84%
19.50%
17.08%
19.74%
19.08%
19.23%
20.42%
18.61%
20.32%
20.43%
21.80%
22.54%
22.07%
25.13%
25.87%
28.34%
33.05%
18.38%
19.48%
18.58%
18.70%
19.23%
19.52%
20.15%
21.23%
20.21%
20.38%
21.17%