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

i

Market dataready · fetched 2026-11-11T14:58:39.166Z

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 · 2026-11-11T14:57:50.887575801Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:58:38.788011+00:00

Share price$62.55
1D+0.0%
$62.30$62.38$62.46$62.53$62.615:30 AM6:30 AM9:00 AM1:00 PMKOMP
Sold putSold call

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$0.48$1.11$1.74$2.38$3.01$56.19$59.57$62.94$66.32$69.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KOMP spot · $62.55KOMP PRICE$0.55$0.60$0.67$0.73$0.81$0.90$1.02$1.15$1.28$1.57$1.89$2.19$2.48$0.62$0.69$0.77$0.85$0.93$1.06$1.20$1.34$1.57$1.80$2.07$2.40$2.83
PutsCheap0.66×
CallsCheap0.53×
SkewBearish+2.49 pp
Implied moveBearish±$2.22
TiltBearish6.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.3451.5%8.5%58.4554.0%7.6%
25Δ65.6741.9%6.0%59.8145.0%5.5%
30Δ64.7136.7%4.5%60.6839.4%4.2%
35Δ63.9632.1%3.4%61.3335.4%3.3%
40Δ63.4929.7%2.8%61.8832.0%2.6%
45Δ63.0327.2%2.2%62.2930.5%2.1%
50Δ62.6926.4%1.9%62.6629.4%1.7%
55Δ62.3725.6%1.6%63.0328.5%1.4%
60Δ62.0424.9%1.2%63.4028.4%1.2%
65Δ61.6525.9%1.1%63.7728.3%0.9%
70Δ61.2427.3%0.9%64.1628.3%0.7%
75Δ60.8427.8%0.8%64.6028.2%0.6%
80Δ60.4427.0%0.6%65.1328.9%0.4%

20Δ

Calls
Pseudo strike
67.34
IV
51.5%
B/E move
8.5%
Puts
Pseudo strike
58.45
IV
54.0%
B/E move
7.6%

25Δ

Calls
Pseudo strike
65.67
IV
41.9%
B/E move
6.0%
Puts
Pseudo strike
59.81
IV
45.0%
B/E move
5.5%

30Δ

Calls
Pseudo strike
64.71
IV
36.7%
B/E move
4.5%
Puts
Pseudo strike
60.68
IV
39.4%
B/E move
4.2%

35Δ

Calls
Pseudo strike
63.96
IV
32.1%
B/E move
3.4%
Puts
Pseudo strike
61.33
IV
35.4%
B/E move
3.3%

40Δ

Calls
Pseudo strike
63.49
IV
29.7%
B/E move
2.8%
Puts
Pseudo strike
61.88
IV
32.0%
B/E move
2.6%

45Δ

Calls
Pseudo strike
63.03
IV
27.2%
B/E move
2.2%
Puts
Pseudo strike
62.29
IV
30.5%
B/E move
2.1%

50Δ

Calls
Pseudo strike
62.69
IV
26.4%
B/E move
1.9%
Puts
Pseudo strike
62.66
IV
29.4%
B/E move
1.7%

55Δ

Calls
Pseudo strike
62.37
IV
25.6%
B/E move
1.6%
Puts
Pseudo strike
63.03
IV
28.5%
B/E move
1.4%

60Δ

Calls
Pseudo strike
62.04
IV
24.9%
B/E move
1.2%
Puts
Pseudo strike
63.40
IV
28.4%
B/E move
1.2%

65Δ

Calls
Pseudo strike
61.65
IV
25.9%
B/E move
1.1%
Puts
Pseudo strike
63.77
IV
28.3%
B/E move
0.9%

70Δ

Calls
Pseudo strike
61.24
IV
27.3%
B/E move
0.9%
Puts
Pseudo strike
64.16
IV
28.3%
B/E move
0.7%

75Δ

Calls
Pseudo strike
60.84
IV
27.8%
B/E move
0.8%
Puts
Pseudo strike
64.60
IV
28.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
60.44
IV
27.0%
B/E move
0.6%
Puts
Pseudo strike
65.13
IV
28.9%
B/E move
0.4%

Options history

IV · four-Friday blend28.55%
Daily EOD
KOMP25.5%27.1%28.8%2026-10-19: 26.15%2026-10-20: 26.77%2026-10-21: 26.24%2026-10-22: 27.58%2026-10-23: 28.00%2026-10-26: 27.11%2026-10-27: 26.06%2026-10-28: 25.79%2026-10-29: 25.71%2026-10-30: 28.55%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
26.15%
26.77%
26.24%
27.58%
28.00%
27.11%
26.06%
25.79%
25.71%
28.55%