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State Street SPDR S&P MIDCAP 400 ETF Trust MDY

i

Market dataready · fetched 2026-11-12T03:00:25.772Z

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 · 2026-11-12T01:00:00.14588622Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:00:25.114525+00:00

Share price$681.63
1D-0.0%
AH$676$678$679$681$6825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMDY
Sold putSold callAH

State Street SPDR S&P MIDCAP 400 ETF Trust options

Live interpolated MDY call and put midpoint premiums by absolute delta.State Street SPDR S&P MIDCAP 400 ETF Trust$1.80$6.87$11.94$17.01$22.08$643.04$661.28$679.52$697.76$716.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MDY spot · $681.63MDY PRICE$2.35$3.00$3.73$4.52$5.41$6.63$7.85$9.65$11.56$13.92$16.70$20.61$2.57$3.09$3.81$4.61$5.52$6.40$6.97$7.54$8.73$10.16$11.52$12.76$14.01
PutsCheap0.79×
Calls——
Skew——
Implied moveBearish±$13.60
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ663.7021.2%3.0%
25Δ693.2714.7%2.1%668.8019.1%2.3%
30Δ690.9014.8%1.8%672.2218.4%1.9%
35Δ688.6914.8%1.6%675.1718.0%1.6%
40Δ686.5814.9%1.4%677.6917.7%1.4%
45Δ684.4715.0%1.2%680.1817.3%1.2%
50Δ682.4015.5%1.1%682.3016.1%0.9%
55Δ680.3416.0%1.0%684.4115.0%0.7%
60Δ677.8416.8%0.9%686.5614.7%0.6%
65Δ675.2617.7%0.8%688.7314.9%0.4%
70Δ672.1818.4%0.7%690.8114.7%0.3%
75Δ668.7019.3%0.6%692.7614.1%0.2%
80Δ664.1720.7%0.5%694.7113.5%0.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
663.70
IV
21.2%
B/E move
3.0%

25Δ

Calls
Pseudo strike
693.27
IV
14.7%
B/E move
2.1%
Puts
Pseudo strike
668.80
IV
19.1%
B/E move
2.3%

30Δ

Calls
Pseudo strike
690.90
IV
14.8%
B/E move
1.8%
Puts
Pseudo strike
672.22
IV
18.4%
B/E move
1.9%

35Δ

Calls
Pseudo strike
688.69
IV
14.8%
B/E move
1.6%
Puts
Pseudo strike
675.17
IV
18.0%
B/E move
1.6%

40Δ

Calls
Pseudo strike
686.58
IV
14.9%
B/E move
1.4%
Puts
Pseudo strike
677.69
IV
17.7%
B/E move
1.4%

45Δ

Calls
Pseudo strike
684.47
IV
15.0%
B/E move
1.2%
Puts
Pseudo strike
680.18
IV
17.3%
B/E move
1.2%

50Δ

Calls
Pseudo strike
682.40
IV
15.5%
B/E move
1.1%
Puts
Pseudo strike
682.30
IV
16.1%
B/E move
0.9%

55Δ

Calls
Pseudo strike
680.34
IV
16.0%
B/E move
1.0%
Puts
Pseudo strike
684.41
IV
15.0%
B/E move
0.7%

60Δ

Calls
Pseudo strike
677.84
IV
16.8%
B/E move
0.9%
Puts
Pseudo strike
686.56
IV
14.7%
B/E move
0.6%

65Δ

Calls
Pseudo strike
675.26
IV
17.7%
B/E move
0.8%
Puts
Pseudo strike
688.73
IV
14.9%
B/E move
0.4%

70Δ

Calls
Pseudo strike
672.18
IV
18.4%
B/E move
0.7%
Puts
Pseudo strike
690.81
IV
14.7%
B/E move
0.3%

75Δ

Calls
Pseudo strike
668.70
IV
19.3%
B/E move
0.6%
Puts
Pseudo strike
692.76
IV
14.1%
B/E move
0.2%

80Δ

Calls
Pseudo strike
664.17
IV
20.7%
B/E move
0.5%
Puts
Pseudo strike
694.71
IV
13.5%
B/E move
0.1%

Options history

IV · four-Friday blend18.19%
Daily EOD
MDY15.6%17.0%18.4%2026-10-19: 16.29%2026-10-20: 15.88%2026-10-21: 15.80%2026-10-22: 16.72%2026-10-23: 17.07%2026-10-26: 16.41%2026-10-27: 16.45%2026-10-28: 16.09%2026-10-29: 16.08%2026-10-30: 18.19%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
16.29%
15.88%
15.80%
16.72%
17.07%
16.41%
16.45%
16.09%
16.08%
18.19%