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State Street SPDR S&P International Small Cap ETF GWX

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Market datapartial · fetched 2026-10-22T22:43:18.793Z

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 · 2026-10-22T22:30:00.003586733Z

FundamentalsAlpha Vantage · unavailable

Share price$44.46
1D-0.5%
AH$44.26$44.38$44.50$44.61$44.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGWX
Sold putSold callAH

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$0.59$1.19$1.79$2.39$2.99$40.68$42.60$44.51$46.43$48.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GWX spot · $44.46GWX PRICE$0.65$0.65$0.68$0.73$0.82$0.91$1.00$1.10$1.19$1.49$1.93$2.37$2.81$0.68$0.72$0.78$0.85$0.92$0.99$1.07$1.15$1.30$1.45$1.61$1.80$2.06
PutsExpensive1.37×
CallsExpensive1.45×
SkewBullish-0.88 pp
Implied moveBearish±$2.07
TiltBullish3.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.7049.7%15.5%40.3246.1%10.8%
25Δ48.1036.7%9.6%41.8236.8%7.6%
30Δ46.8430.1%6.9%42.7431.4%5.6%
35Δ46.0025.6%5.1%43.3827.8%4.3%
40Δ45.5323.9%4.3%43.9324.7%3.2%
45Δ45.0722.3%3.4%44.3022.7%2.6%
50Δ44.7420.9%2.9%44.6420.9%2.0%
55Δ44.4319.6%2.4%44.9819.0%1.4%
60Δ44.1218.3%1.9%45.2618.4%1.1%
65Δ43.6818.4%1.6%45.5317.8%0.9%
70Δ43.1519.4%1.4%45.8017.2%0.6%
75Δ42.6220.4%1.2%46.0916.6%0.4%
80Δ42.0921.4%1.0%46.4316.1%0.2%

20Δ

Calls
Pseudo strike
50.70
IV
49.7%
B/E move
15.5%
Puts
Pseudo strike
40.32
IV
46.1%
B/E move
10.8%

25Δ

Calls
Pseudo strike
48.10
IV
36.7%
B/E move
9.6%
Puts
Pseudo strike
41.82
IV
36.8%
B/E move
7.6%

30Δ

Calls
Pseudo strike
46.84
IV
30.1%
B/E move
6.9%
Puts
Pseudo strike
42.74
IV
31.4%
B/E move
5.6%

35Δ

Calls
Pseudo strike
46.00
IV
25.6%
B/E move
5.1%
Puts
Pseudo strike
43.38
IV
27.8%
B/E move
4.3%

40Δ

Calls
Pseudo strike
45.53
IV
23.9%
B/E move
4.3%
Puts
Pseudo strike
43.93
IV
24.7%
B/E move
3.2%

45Δ

Calls
Pseudo strike
45.07
IV
22.3%
B/E move
3.4%
Puts
Pseudo strike
44.30
IV
22.7%
B/E move
2.6%

50Δ

Calls
Pseudo strike
44.74
IV
20.9%
B/E move
2.9%
Puts
Pseudo strike
44.64
IV
20.9%
B/E move
2.0%

55Δ

Calls
Pseudo strike
44.43
IV
19.6%
B/E move
2.4%
Puts
Pseudo strike
44.98
IV
19.0%
B/E move
1.4%

60Δ

Calls
Pseudo strike
44.12
IV
18.3%
B/E move
1.9%
Puts
Pseudo strike
45.26
IV
18.4%
B/E move
1.1%

65Δ

Calls
Pseudo strike
43.68
IV
18.4%
B/E move
1.6%
Puts
Pseudo strike
45.53
IV
17.8%
B/E move
0.9%

70Δ

Calls
Pseudo strike
43.15
IV
19.4%
B/E move
1.4%
Puts
Pseudo strike
45.80
IV
17.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
42.62
IV
20.4%
B/E move
1.2%
Puts
Pseudo strike
46.09
IV
16.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
42.09
IV
21.4%
B/E move
1.0%
Puts
Pseudo strike
46.43
IV
16.1%
B/E move
0.2%

Options history

No recorded observations