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State Street SPDR S&P China ETF GXC

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Market dataready · fetched 2026-10-22T10:03:18.395Z

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 · 2026-10-22T00:00:00.137735974Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T10:03:17.778869+00:00

Share price$82.99
1D-0.1%
AH$82.68$82.79$82.91$83.03$83.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGXC
Sold putSold callAH

State Street SPDR S&P China ETF options

Live interpolated GXC call and put midpoint premiums by absolute delta.State Street SPDR S&P China ETF$0.45$1.28$2.12$2.95$3.78$77.02$80.17$83.32$86.47$89.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GXC spot · $82.99GXC PRICE$0.54$0.70$0.94$1.23$1.50$1.50$1.87$2.26$2.72$3.27$3.51$3.52$3.54$0.62$0.89$1.20$1.50$1.50$1.50$1.73$2.04$2.15$2.22$2.29$2.81$3.40
PutsCheap0.94×
CallsExpensive1.27×
SkewBullish-2.13 pp
Implied moveBullish±$3.60
TiltBullish6.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.7921.2%6.4%79.0522.7%5.5%
25Δ86.7420.3%5.4%79.7224.1%5.0%
30Δ86.1521.4%4.9%80.4125.5%4.6%
35Δ85.5422.6%4.6%81.1626.0%4.0%
40Δ84.9023.2%4.1%82.1421.6%2.8%
45Δ84.0019.4%3.0%82.8318.3%2.0%
50Δ83.3920.5%2.7%83.3917.7%1.6%
55Δ82.7621.5%2.4%83.9018.1%1.4%
60Δ82.0822.5%2.2%84.2716.8%1.0%
65Δ81.3123.5%1.9%84.6115.1%0.7%
70Δ80.8222.3%1.6%84.9513.4%0.4%
75Δ80.5119.5%1.3%85.6013.6%0.2%
80Δ80.2116.7%0.9%86.2914.2%0.1%

20Δ

Calls
Pseudo strike
87.79
IV
21.2%
B/E move
6.4%
Puts
Pseudo strike
79.05
IV
22.7%
B/E move
5.5%

25Δ

Calls
Pseudo strike
86.74
IV
20.3%
B/E move
5.4%
Puts
Pseudo strike
79.72
IV
24.1%
B/E move
5.0%

30Δ

Calls
Pseudo strike
86.15
IV
21.4%
B/E move
4.9%
Puts
Pseudo strike
80.41
IV
25.5%
B/E move
4.6%

35Δ

Calls
Pseudo strike
85.54
IV
22.6%
B/E move
4.6%
Puts
Pseudo strike
81.16
IV
26.0%
B/E move
4.0%

40Δ

Calls
Pseudo strike
84.90
IV
23.2%
B/E move
4.1%
Puts
Pseudo strike
82.14
IV
21.6%
B/E move
2.8%

45Δ

Calls
Pseudo strike
84.00
IV
19.4%
B/E move
3.0%
Puts
Pseudo strike
82.83
IV
18.3%
B/E move
2.0%

50Δ

Calls
Pseudo strike
83.39
IV
20.5%
B/E move
2.7%
Puts
Pseudo strike
83.39
IV
17.7%
B/E move
1.6%

55Δ

Calls
Pseudo strike
82.76
IV
21.5%
B/E move
2.4%
Puts
Pseudo strike
83.90
IV
18.1%
B/E move
1.4%

60Δ

Calls
Pseudo strike
82.08
IV
22.5%
B/E move
2.2%
Puts
Pseudo strike
84.27
IV
16.8%
B/E move
1.0%

65Δ

Calls
Pseudo strike
81.31
IV
23.5%
B/E move
1.9%
Puts
Pseudo strike
84.61
IV
15.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
80.82
IV
22.3%
B/E move
1.6%
Puts
Pseudo strike
84.95
IV
13.4%
B/E move
0.4%

75Δ

Calls
Pseudo strike
80.51
IV
19.5%
B/E move
1.3%
Puts
Pseudo strike
85.60
IV
13.6%
B/E move
0.2%

80Δ

Calls
Pseudo strike
80.21
IV
16.7%
B/E move
0.9%
Puts
Pseudo strike
86.29
IV
14.2%
B/E move
0.1%

Options history

No recorded observations