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

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Market datapartial · fetched 2026-10-22T18:13:44.213Z

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 · 2026-10-22T18:12:17.032346524Z

FundamentalsAlpha Vantage · unavailable

Share price$102.25
1D-1.1%
$101.88$102.28$102.68$103.08$103.485:30 AM6:30 AM9:00 AM1:00 PMMDYG
Sold putSold call

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$0.99$1.80$2.60$3.40$4.21$94.54$98.87$103.20$107.53$111.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MDYG spot · $102.25MDYG PRICE$1.08$1.35$1.63$1.90$2.18$2.45$2.73$3.00$3.28$3.55$3.98$1.22$1.35$1.50$1.65$1.80$1.99$2.24$2.53$2.90$3.26$3.63
PutsCheap0.74×
CallsExpensive1.60×
SkewBullish-11.99 pp
Implied moveBullish±$4.53
TiltBullish6.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ113.1235.6%11.7%
25Δ111.7734.0%10.6%
30Δ110.4232.3%9.6%99.5621.5%3.8%
35Δ109.0730.7%8.5%100.4619.5%3.1%
40Δ107.7229.1%7.5%101.1618.2%2.5%
45Δ106.3727.4%6.4%101.8516.8%2.0%
50Δ105.0225.8%5.4%102.5515.4%1.5%
55Δ103.6724.2%4.3%103.1714.4%1.0%
60Δ102.3122.5%3.3%103.6714.0%0.8%
65Δ100.9620.9%2.2%104.1813.5%0.6%
70Δ99.7220.1%1.4%104.7013.0%0.4%
75Δ105.2212.4%0.3%
80Δ105.7411.9%0.1%

20Δ

Calls
Pseudo strike
113.12
IV
35.6%
B/E move
11.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
111.77
IV
34.0%
B/E move
10.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
110.42
IV
32.3%
B/E move
9.6%
Puts
Pseudo strike
99.56
IV
21.5%
B/E move
3.8%

35Δ

Calls
Pseudo strike
109.07
IV
30.7%
B/E move
8.5%
Puts
Pseudo strike
100.46
IV
19.5%
B/E move
3.1%

40Δ

Calls
Pseudo strike
107.72
IV
29.1%
B/E move
7.5%
Puts
Pseudo strike
101.16
IV
18.2%
B/E move
2.5%

45Δ

Calls
Pseudo strike
106.37
IV
27.4%
B/E move
6.4%
Puts
Pseudo strike
101.85
IV
16.8%
B/E move
2.0%

50Δ

Calls
Pseudo strike
105.02
IV
25.8%
B/E move
5.4%
Puts
Pseudo strike
102.55
IV
15.4%
B/E move
1.5%

55Δ

Calls
Pseudo strike
103.67
IV
24.2%
B/E move
4.3%
Puts
Pseudo strike
103.17
IV
14.4%
B/E move
1.0%

60Δ

Calls
Pseudo strike
102.31
IV
22.5%
B/E move
3.3%
Puts
Pseudo strike
103.67
IV
14.0%
B/E move
0.8%

65Δ

Calls
Pseudo strike
100.96
IV
20.9%
B/E move
2.2%
Puts
Pseudo strike
104.18
IV
13.5%
B/E move
0.6%

70Δ

Calls
Pseudo strike
99.72
IV
20.1%
B/E move
1.4%
Puts
Pseudo strike
104.70
IV
13.0%
B/E move
0.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
105.22
IV
12.4%
B/E move
0.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
105.74
IV
11.9%
B/E move
0.1%

Options history

No recorded observations