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State Street SPDR S&P MIDCAP 400 ETF Trust MDY

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Market datapartial · fetched 2026-10-23T03:02:25.093Z

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 · 2026-10-23T00:00:00.071307925Z

FundamentalsAlpha Vantage · unavailable

Share price$664.00
1D+0.1%
AH$658$660$661$663$6655:30 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$1.99$10.68$19.38$28.07$36.77$623.76$643.52$663.28$683.04$702.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MDY spot · $664.00MDY PRICE$2.93$3.89$5.19$6.60$8.16$9.97$12.06$14.37$17.05$20.33$24.12$28.86$34.26$4.28$5.61$6.97$8.52$9.99$11.50$13.15$14.95$17.05$19.49$22.42$25.66$30.31
PutsExpensive1.16×
CallsExpensive1.17×
SkewBearish+0.77 pp
Implied moveBearish±$25.21
TiltBalanced0.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ689.5914.3%4.3%636.3219.9%4.8%
25Δ684.8314.2%3.7%642.6919.5%4.1%
30Δ681.3714.8%3.4%648.4919.0%3.4%
35Δ677.8115.2%3.1%653.5318.7%2.9%
40Δ674.1915.6%2.8%658.2918.2%2.4%
45Δ670.5616.1%2.5%662.7017.6%1.9%
50Δ666.7616.6%2.2%666.8117.1%1.6%
55Δ662.8017.0%2.0%670.7516.6%1.2%
60Δ658.5717.4%1.8%674.6316.4%1.0%
65Δ653.9118.1%1.5%678.6216.2%0.7%
70Δ648.7518.7%1.3%682.9116.1%0.5%
75Δ642.7419.5%1.1%687.4016.0%0.3%
80Δ636.0420.1%0.9%693.1416.3%0.2%

20Δ

Calls
Pseudo strike
689.59
IV
14.3%
B/E move
4.3%
Puts
Pseudo strike
636.32
IV
19.9%
B/E move
4.8%

25Δ

Calls
Pseudo strike
684.83
IV
14.2%
B/E move
3.7%
Puts
Pseudo strike
642.69
IV
19.5%
B/E move
4.1%

30Δ

Calls
Pseudo strike
681.37
IV
14.8%
B/E move
3.4%
Puts
Pseudo strike
648.49
IV
19.0%
B/E move
3.4%

35Δ

Calls
Pseudo strike
677.81
IV
15.2%
B/E move
3.1%
Puts
Pseudo strike
653.53
IV
18.7%
B/E move
2.9%

40Δ

Calls
Pseudo strike
674.19
IV
15.6%
B/E move
2.8%
Puts
Pseudo strike
658.29
IV
18.2%
B/E move
2.4%

45Δ

Calls
Pseudo strike
670.56
IV
16.1%
B/E move
2.5%
Puts
Pseudo strike
662.70
IV
17.6%
B/E move
1.9%

50Δ

Calls
Pseudo strike
666.76
IV
16.6%
B/E move
2.2%
Puts
Pseudo strike
666.81
IV
17.1%
B/E move
1.6%

55Δ

Calls
Pseudo strike
662.80
IV
17.0%
B/E move
2.0%
Puts
Pseudo strike
670.75
IV
16.6%
B/E move
1.2%

60Δ

Calls
Pseudo strike
658.57
IV
17.4%
B/E move
1.8%
Puts
Pseudo strike
674.63
IV
16.4%
B/E move
1.0%

65Δ

Calls
Pseudo strike
653.91
IV
18.1%
B/E move
1.5%
Puts
Pseudo strike
678.62
IV
16.2%
B/E move
0.7%

70Δ

Calls
Pseudo strike
648.75
IV
18.7%
B/E move
1.3%
Puts
Pseudo strike
682.91
IV
16.1%
B/E move
0.5%

75Δ

Calls
Pseudo strike
642.74
IV
19.5%
B/E move
1.1%
Puts
Pseudo strike
687.40
IV
16.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
636.04
IV
20.1%
B/E move
0.9%
Puts
Pseudo strike
693.14
IV
16.3%
B/E move
0.2%

Options history

No recorded observations