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State Street SPDR US Large Cap Low Volatility Index ETF LGLV

i

Market dataready · fetched 2026-11-12T03:01:15.824Z

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 · 2026-11-12T01:00:00.147913008Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:01:15.480027+00:00

Share price$193.01
1D+0.4%
AH$191.46$191.86$192.27$192.68$193.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLGLV
Sold putSold callAH

State Street SPDR US Large Cap Low Volatility Index ETF options

Live interpolated LGLV call and put midpoint premiums by absolute delta.State Street SPDR US Large Cap Low Volatility Index ETF$0.99$1.36$1.73$2.10$2.46$187.53$190.52$193.51$196.50$199.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive LGLV spot · $193.01LGLV PRICE$1.03$1.10$1.20$1.37$1.54$1.71$1.89$2.08$1.14$1.27$1.47$1.72$2.03$2.20$2.28$2.36
Puts——
Calls——
Skew——
Implied moveBearish±$2.82
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ191.4116.0%1.4%
40Δ192.1414.7%1.1%
45Δ193.6810.4%0.9%192.7014.1%0.9%
50Δ193.289.4%0.7%193.2513.9%0.8%
55Δ192.918.7%0.6%193.7914.1%0.6%
60Δ192.598.4%0.5%194.2113.4%0.5%
65Δ192.268.2%0.4%194.5712.1%0.4%
70Δ191.957.9%0.3%194.9210.8%0.2%
75Δ191.677.5%0.3%
80Δ191.387.1%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
191.41
IV
16.0%
B/E move
1.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
192.14
IV
14.7%
B/E move
1.1%

45Δ

Calls
Pseudo strike
193.68
IV
10.4%
B/E move
0.9%
Puts
Pseudo strike
192.70
IV
14.1%
B/E move
0.9%

50Δ

Calls
Pseudo strike
193.28
IV
9.4%
B/E move
0.7%
Puts
Pseudo strike
193.25
IV
13.9%
B/E move
0.8%

55Δ

Calls
Pseudo strike
192.91
IV
8.7%
B/E move
0.6%
Puts
Pseudo strike
193.79
IV
14.1%
B/E move
0.6%

60Δ

Calls
Pseudo strike
192.59
IV
8.4%
B/E move
0.5%
Puts
Pseudo strike
194.21
IV
13.4%
B/E move
0.5%

65Δ

Calls
Pseudo strike
192.26
IV
8.2%
B/E move
0.4%
Puts
Pseudo strike
194.57
IV
12.1%
B/E move
0.4%

70Δ

Calls
Pseudo strike
191.95
IV
7.9%
B/E move
0.3%
Puts
Pseudo strike
194.92
IV
10.8%
B/E move
0.2%

75Δ

Calls
Pseudo strike
191.67
IV
7.5%
B/E move
0.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
191.38
IV
7.1%
B/E move
0.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend12.33%
Daily EOD
LGLV12.2%12.3%12.3%2026-10-27: 12.21%2026-10-28: 12.33%Oct 27Oct 28
2 observations2026-10-27 — 2026-10-28
Table
DateIV (%)
12.21%
12.33%