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State Street SPDR S&P 400 Mid Cap Growth ETF MDYG

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Market datapartial · fetched 2026-10-22T23:23:58.219Z

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 · 2026-10-22T22:30:00.004062282Z

FundamentalsAlpha Vantage · unavailable

Share price$102.59
1D-0.8%
AH$101.88$102.28$102.68$103.08$103.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMDYG
Sold putSold callAH

State Street SPDR S&P 400 Mid Cap Growth ETF options

Live interpolated MDYG call and put midpoint premiums by absolute delta.State Street SPDR S&P 400 Mid Cap Growth ETF$0.81$1.88$2.95$4.01$5.08$95.20$98.82$102.45$106.07$109.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MDYG spot · $102.59MDYG PRICE$0.93$1.00$1.10$1.22$1.36$1.53$1.72$2.09$2.49$2.99$3.47$4.04$4.77$1.03$1.13$1.24$1.37$1.47$1.67$1.91$2.19$2.50$2.87$3.34$3.87$4.40
PutsCheap0.89×
CallsExpensive1.09×
SkewNeutral-0.24 pp
Implied moveBearish±$3.63
TiltBalanced0.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ110.9229.9%9.0%96.1030.7%7.3%
25Δ108.0024.0%6.3%98.3625.3%5.2%
30Δ106.3420.7%4.7%99.8721.9%3.9%
35Δ105.2118.6%3.7%100.9519.5%2.9%
40Δ104.3617.1%3.1%101.7817.5%2.2%
45Δ103.6516.0%2.5%102.4316.6%1.8%
50Δ103.0115.3%2.1%103.0216.1%1.4%
55Δ102.4215.8%1.9%103.5915.8%1.2%
60Δ101.8116.4%1.7%104.1615.5%0.9%
65Δ101.1217.2%1.5%104.7615.4%0.7%
70Δ100.4217.3%1.3%105.4215.5%0.5%
75Δ99.6417.6%1.1%106.1315.7%0.3%
80Δ98.7218.0%0.9%106.8415.3%0.2%

20Δ

Calls
Pseudo strike
110.92
IV
29.9%
B/E move
9.0%
Puts
Pseudo strike
96.10
IV
30.7%
B/E move
7.3%

25Δ

Calls
Pseudo strike
108.00
IV
24.0%
B/E move
6.3%
Puts
Pseudo strike
98.36
IV
25.3%
B/E move
5.2%

30Δ

Calls
Pseudo strike
106.34
IV
20.7%
B/E move
4.7%
Puts
Pseudo strike
99.87
IV
21.9%
B/E move
3.9%

35Δ

Calls
Pseudo strike
105.21
IV
18.6%
B/E move
3.7%
Puts
Pseudo strike
100.95
IV
19.5%
B/E move
2.9%

40Δ

Calls
Pseudo strike
104.36
IV
17.1%
B/E move
3.1%
Puts
Pseudo strike
101.78
IV
17.5%
B/E move
2.2%

45Δ

Calls
Pseudo strike
103.65
IV
16.0%
B/E move
2.5%
Puts
Pseudo strike
102.43
IV
16.6%
B/E move
1.8%

50Δ

Calls
Pseudo strike
103.01
IV
15.3%
B/E move
2.1%
Puts
Pseudo strike
103.02
IV
16.1%
B/E move
1.4%

55Δ

Calls
Pseudo strike
102.42
IV
15.8%
B/E move
1.9%
Puts
Pseudo strike
103.59
IV
15.8%
B/E move
1.2%

60Δ

Calls
Pseudo strike
101.81
IV
16.4%
B/E move
1.7%
Puts
Pseudo strike
104.16
IV
15.5%
B/E move
0.9%

65Δ

Calls
Pseudo strike
101.12
IV
17.2%
B/E move
1.5%
Puts
Pseudo strike
104.76
IV
15.4%
B/E move
0.7%

70Δ

Calls
Pseudo strike
100.42
IV
17.3%
B/E move
1.3%
Puts
Pseudo strike
105.42
IV
15.5%
B/E move
0.5%

75Δ

Calls
Pseudo strike
99.64
IV
17.6%
B/E move
1.1%
Puts
Pseudo strike
106.13
IV
15.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
98.72
IV
18.0%
B/E move
0.9%
Puts
Pseudo strike
106.84
IV
15.3%
B/E move
0.2%

Options history

No recorded observations