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State Street SPDR S&P Kensho Smart Mobility ETF HAIL

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Market dataready · fetched 2026-10-27T12:03:56.743Z

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 · 2026-10-27T00:00:00.093336558Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-27T12:03:57.304988+00:00

Share price$31.24
1D+0.0%
AH$31.42$31.43$31.44$31.44$31.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHAIL
Sold putSold callAH

State Street SPDR S&P Kensho Smart Mobility ETF options

Live interpolated HAIL call and put midpoint premiums by absolute delta.State Street SPDR S&P Kensho Smart Mobility ETF$0.75$1.30$1.85$2.40$2.95$27.28$29.66$32.04$34.42$36.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HAIL spot · $31.24HAIL PRICE$0.81$1.02$1.02$1.07$1.17$1.26$1.41$1.57$1.67$1.75$1.84$1.30$1.39$1.48$1.57$1.66$1.75$1.84$1.93$2.79
PutsExpensive1.37×
CallsExpensive3.72×
SkewBullish-19.76 pp
Implied moveBearish±$2.89
TiltBearish3.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.2491.7%28.2%
25Δ38.2095.9%25.5%
30Δ35.2773.6%16.2%
35Δ33.7761.6%11.5%
40Δ32.8455.2%8.9%30.5252.7%6.5%
45Δ32.1349.6%6.9%31.0847.3%5.0%
50Δ31.6047.0%5.6%31.4843.3%4.0%
55Δ31.1044.9%4.6%31.8839.3%3.0%
60Δ30.7341.5%3.7%32.1836.1%2.3%
65Δ30.4037.8%2.9%32.4333.3%1.8%
70Δ30.0634.0%2.1%32.6930.4%1.3%
75Δ32.9427.5%0.7%
80Δ33.8930.0%0.5%

20Δ

Calls
Pseudo strike
39.24
IV
91.7%
B/E move
28.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
38.20
IV
95.9%
B/E move
25.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
35.27
IV
73.6%
B/E move
16.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
33.77
IV
61.6%
B/E move
11.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
32.84
IV
55.2%
B/E move
8.9%
Puts
Pseudo strike
30.52
IV
52.7%
B/E move
6.5%

45Δ

Calls
Pseudo strike
32.13
IV
49.6%
B/E move
6.9%
Puts
Pseudo strike
31.08
IV
47.3%
B/E move
5.0%

50Δ

Calls
Pseudo strike
31.60
IV
47.0%
B/E move
5.6%
Puts
Pseudo strike
31.48
IV
43.3%
B/E move
4.0%

55Δ

Calls
Pseudo strike
31.10
IV
44.9%
B/E move
4.6%
Puts
Pseudo strike
31.88
IV
39.3%
B/E move
3.0%

60Δ

Calls
Pseudo strike
30.73
IV
41.5%
B/E move
3.7%
Puts
Pseudo strike
32.18
IV
36.1%
B/E move
2.3%

65Δ

Calls
Pseudo strike
30.40
IV
37.8%
B/E move
2.9%
Puts
Pseudo strike
32.43
IV
33.3%
B/E move
1.8%

70Δ

Calls
Pseudo strike
30.06
IV
34.0%
B/E move
2.1%
Puts
Pseudo strike
32.69
IV
30.4%
B/E move
1.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.94
IV
27.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.89
IV
30.0%
B/E move
0.5%

Options history

No recorded observations