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State Street SPDR US Large Cap Low Volatility Index ETF LGLV

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Market datapartial · fetched 2026-10-22T21:47:14.756Z

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 · 2026-10-22T20:10:00.003801715Z

FundamentalsAlpha Vantage · unavailable

Share price$188.00
1D+1.7%
AH$184.54$185.47$186.40$187.33$188.265:30 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$1.10$2.68$4.27$5.86$7.44$170.71$177.92$185.14$192.36$199.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LGLV spot · $188.00LGLV PRICE$2.74$2.83$3.35$3.69$5.04$5.98$6.99$1.27$1.46$1.75$2.02$2.18$2.52$2.98
PutsExpensive1.11×
CallsCheap0.78×
SkewBearish+3.21 pp
Implied moveBearish±$5.72
TiltBullish36.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ179.8720.9%5.0%
25Δ182.5618.0%3.7%
30Δ184.1416.9%3.0%
35Δ185.6015.8%2.4%
40Δ186.8214.1%1.8%
45Δ187.8113.7%1.4%
50Δ188.7513.3%1.9%188.7313.7%1.2%
55Δ187.9011.7%1.5%
60Δ187.0812.0%1.3%
65Δ186.3611.5%1.1%
70Δ184.9413.7%1.1%
75Δ183.7314.1%0.9%
80Δ182.4514.3%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
179.87
IV
20.9%
B/E move
5.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
182.56
IV
18.0%
B/E move
3.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
184.14
IV
16.9%
B/E move
3.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
185.60
IV
15.8%
B/E move
2.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
186.82
IV
14.1%
B/E move
1.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
187.81
IV
13.7%
B/E move
1.4%

50Δ

Calls
Pseudo strike
188.75
IV
13.3%
B/E move
1.9%
Puts
Pseudo strike
188.73
IV
13.7%
B/E move
1.2%

55Δ

Calls
Pseudo strike
187.90
IV
11.7%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
187.08
IV
12.0%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
186.36
IV
11.5%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
184.94
IV
13.7%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
183.73
IV
14.1%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
182.45
IV
14.3%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations