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

i

Market dataready · fetched 2026-11-13T19:12:35.698Z

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 · 2026-11-13T19:11:38.69485327Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T19:12:35.331673+00:00

Share price$103.47
1D-0.7%
$102.34$102.83$103.33$103.82$104.325:30 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$0.87$1.15$1.43$1.70$1.98$99.39$101.54$103.68$105.83$107.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive MDYG spot · $103.47MDYG PRICE$0.90$0.92$0.97$1.07$1.18$1.28$1.38$1.49$1.59$1.69$1.80$1.90$0.92$0.96$1.08$1.19$1.30$1.42$1.53$1.65$1.76$1.87
Puts——
Calls——
Skew——
Implied moveBalanced±$2.80
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ111.5259.3%8.6%
25Δ108.6545.9%5.9%99.4543.2%4.8%
30Δ106.7737.3%4.1%101.0634.5%3.3%
35Δ106.2435.0%3.7%101.5432.4%2.9%
40Δ105.7132.6%3.3%102.0130.4%2.6%
45Δ105.1830.3%2.9%102.4928.3%2.2%
50Δ104.6528.0%2.5%102.9726.3%1.9%
55Δ104.1225.7%2.1%103.4524.2%1.5%
60Δ103.5923.4%1.7%103.9322.2%1.1%
65Δ103.0621.0%1.2%104.4120.1%0.8%
70Δ102.5318.7%0.8%104.8818.1%0.4%
75Δ102.0016.4%0.4%
80Δ

20Δ

Calls
Pseudo strike
111.52
IV
59.3%
B/E move
8.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
108.65
IV
45.9%
B/E move
5.9%
Puts
Pseudo strike
99.45
IV
43.2%
B/E move
4.8%

30Δ

Calls
Pseudo strike
106.77
IV
37.3%
B/E move
4.1%
Puts
Pseudo strike
101.06
IV
34.5%
B/E move
3.3%

35Δ

Calls
Pseudo strike
106.24
IV
35.0%
B/E move
3.7%
Puts
Pseudo strike
101.54
IV
32.4%
B/E move
2.9%

40Δ

Calls
Pseudo strike
105.71
IV
32.6%
B/E move
3.3%
Puts
Pseudo strike
102.01
IV
30.4%
B/E move
2.6%

45Δ

Calls
Pseudo strike
105.18
IV
30.3%
B/E move
2.9%
Puts
Pseudo strike
102.49
IV
28.3%
B/E move
2.2%

50Δ

Calls
Pseudo strike
104.65
IV
28.0%
B/E move
2.5%
Puts
Pseudo strike
102.97
IV
26.3%
B/E move
1.9%

55Δ

Calls
Pseudo strike
104.12
IV
25.7%
B/E move
2.1%
Puts
Pseudo strike
103.45
IV
24.2%
B/E move
1.5%

60Δ

Calls
Pseudo strike
103.59
IV
23.4%
B/E move
1.7%
Puts
Pseudo strike
103.93
IV
22.2%
B/E move
1.1%

65Δ

Calls
Pseudo strike
103.06
IV
21.0%
B/E move
1.2%
Puts
Pseudo strike
104.41
IV
20.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
102.53
IV
18.7%
B/E move
0.8%
Puts
Pseudo strike
104.88
IV
18.1%
B/E move
0.4%

75Δ

Calls
Pseudo strike
102.00
IV
16.4%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend17.09%
Daily EOD
MDYG16.4%20.8%25.2%2026-10-19: 24.58%2026-10-20: 22.80%2026-10-21: 18.37%2026-10-22: 19.69%2026-10-23: 21.57%2026-10-26: 19.68%2026-10-27: 21.43%2026-10-28: 19.48%2026-10-29: 17.00%2026-10-30: 17.09%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
24.58%
22.80%
18.37%
19.69%
21.57%
19.68%
21.43%
19.48%
17.00%
17.09%