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State Street SPDR S&P Kensho New Economies Composite ETF KOMP

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Market datapartial · fetched 2026-10-22T09:56:48.257Z

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 · 2026-10-22T00:00:00.097003036Z

FundamentalsAlpha Vantage · unavailable

Share price$63.68
1D+0.4%
AH$63.30$63.49$63.67$63.86$64.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKOMP
Sold putSold callAH

State Street SPDR S&P Kensho New Economies Composite ETF options

Live interpolated KOMP call and put midpoint premiums by absolute delta.State Street SPDR S&P Kensho New Economies Composite ETF$0.53$1.80$3.08$4.36$5.63$57.04$60.31$63.57$66.83$70.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KOMP spot · $63.68KOMP PRICE$0.66$0.76$0.89$1.06$1.39$1.64$1.74$2.05$2.38$2.79$3.27$3.82$4.47$0.83$0.97$1.13$1.32$1.57$1.88$2.19$2.31$2.60$3.28$3.87$4.48$5.26
PutsExpensive1.28×
CallsExpensive1.22×
SkewBearish+2.22 pp
Implied moveBearish±$3.94
TiltBearish8.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.7434.4%10.6%58.5739.0%9.3%
25Δ67.8729.5%7.8%60.1434.1%7.1%
30Δ66.7426.9%6.2%61.2331.3%5.6%
35Δ65.9025.7%5.1%62.0629.8%4.6%
40Δ65.3527.9%4.8%62.7729.2%3.9%
45Δ64.7528.3%4.3%63.4429.2%3.3%
50Δ64.0525.5%3.3%64.0829.1%2.8%
55Δ63.4625.5%2.9%64.6226.5%2.2%
60Δ62.8725.8%2.5%65.2425.5%1.6%
65Δ62.2426.3%2.1%66.0427.8%1.4%
70Δ61.5626.8%1.8%66.8328.3%1.1%
75Δ60.8127.4%1.5%67.6428.3%0.8%
80Δ59.9827.8%1.2%68.6028.6%0.5%

20Δ

Calls
Pseudo strike
69.74
IV
34.4%
B/E move
10.6%
Puts
Pseudo strike
58.57
IV
39.0%
B/E move
9.3%

25Δ

Calls
Pseudo strike
67.87
IV
29.5%
B/E move
7.8%
Puts
Pseudo strike
60.14
IV
34.1%
B/E move
7.1%

30Δ

Calls
Pseudo strike
66.74
IV
26.9%
B/E move
6.2%
Puts
Pseudo strike
61.23
IV
31.3%
B/E move
5.6%

35Δ

Calls
Pseudo strike
65.90
IV
25.7%
B/E move
5.1%
Puts
Pseudo strike
62.06
IV
29.8%
B/E move
4.6%

40Δ

Calls
Pseudo strike
65.35
IV
27.9%
B/E move
4.8%
Puts
Pseudo strike
62.77
IV
29.2%
B/E move
3.9%

45Δ

Calls
Pseudo strike
64.75
IV
28.3%
B/E move
4.3%
Puts
Pseudo strike
63.44
IV
29.2%
B/E move
3.3%

50Δ

Calls
Pseudo strike
64.05
IV
25.5%
B/E move
3.3%
Puts
Pseudo strike
64.08
IV
29.1%
B/E move
2.8%

55Δ

Calls
Pseudo strike
63.46
IV
25.5%
B/E move
2.9%
Puts
Pseudo strike
64.62
IV
26.5%
B/E move
2.2%

60Δ

Calls
Pseudo strike
62.87
IV
25.8%
B/E move
2.5%
Puts
Pseudo strike
65.24
IV
25.5%
B/E move
1.6%

65Δ

Calls
Pseudo strike
62.24
IV
26.3%
B/E move
2.1%
Puts
Pseudo strike
66.04
IV
27.8%
B/E move
1.4%

70Δ

Calls
Pseudo strike
61.56
IV
26.8%
B/E move
1.8%
Puts
Pseudo strike
66.83
IV
28.3%
B/E move
1.1%

75Δ

Calls
Pseudo strike
60.81
IV
27.4%
B/E move
1.5%
Puts
Pseudo strike
67.64
IV
28.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
59.98
IV
27.8%
B/E move
1.2%
Puts
Pseudo strike
68.60
IV
28.6%
B/E move
0.5%

Options history

No recorded observations