Share price$188.00
1D+1.7%
Sold putSold callAH
State Street SPDR US Large Cap Low Volatility Index ETF LGLV
i
Market datapartial · fetched 2026-10-22T23:28:31.432Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T22:30:00.003599178Z
FundamentalsAlpha Vantage · unavailable
State Street SPDR US Large Cap Low Volatility Index ETF options
PutsExpensive1.11×
CallsCheap0.78×
SkewBearish+3.23 pp
Implied moveBearish±$5.72
TiltBullish36.7% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 179.87 | 20.9% | 5.0% | |||
| 25Δ | 182.56 | 18.0% | 3.7% | |||
| 30Δ | 184.14 | 16.9% | 3.0% | |||
| 35Δ | 185.60 | 15.8% | 2.4% | |||
| 40Δ | 186.82 | 14.1% | 1.8% | |||
| 45Δ | 187.81 | 13.7% | 1.4% | |||
| 50Δ | 188.75 | 13.3% | 1.9% | 188.73 | 13.7% | 1.2% |
| 55Δ | 187.90 | 11.7% | 1.5% | |||
| 60Δ | 187.08 | 12.0% | 1.3% | |||
| 65Δ | 186.36 | 11.5% | 1.1% | |||
| 70Δ | 184.94 | 13.7% | 1.1% | |||
| 75Δ | 183.73 | 14.1% | 0.9% | |||
| 80Δ | 182.45 | 14.3% | 0.8% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 179.87
- IV
- 20.9%
- B/E move
- 5.0%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 182.56
- IV
- 18.0%
- B/E move
- 3.7%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 184.14
- IV
- 16.9%
- B/E move
- 3.0%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 185.60
- IV
- 15.8%
- B/E move
- 2.4%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 186.82
- IV
- 14.1%
- B/E move
- 1.8%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 187.81
- IV
- 13.7%
- B/E move
- 1.4%
50Δ
- Pseudo strike
- 188.75
- IV
- 13.3%
- B/E move
- 1.9%
- Pseudo strike
- 188.73
- IV
- 13.7%
- B/E move
- 1.2%
55Δ
- Pseudo strike
- 187.90
- IV
- 11.7%
- B/E move
- 1.5%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 187.08
- IV
- 12.0%
- B/E move
- 1.3%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 186.36
- IV
- 11.5%
- B/E move
- 1.1%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 184.94
- IV
- 13.7%
- B/E move
- 1.1%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 183.73
- IV
- 14.1%
- B/E move
- 0.9%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 182.45
- IV
- 14.3%
- B/E move
- 0.8%
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations