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State Street SPDR S&P 400 Mid Cap Value ETF MDYV

i

Market dataready · fetched 2026-11-12T02:24:09.299Z

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 · 2026-11-12T01:00:00.138001367Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:24:09.150839+00:00

Share price$94.94
1D-0.1%
AH$94.13$94.36$94.60$94.84$95.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMDYV
Sold putSold callAH

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

Live interpolated MDYV call and put midpoint premiums by absolute delta.State Street SPDR S&P 400 Mid Cap Value ETF$0.62$1.79$2.95$4.12$5.28$90.23$92.38$94.54$96.69$98.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MDYV spot · $94.94MDYV PRICE$0.75$0.75$0.78$0.82$0.87$0.94$1.01$1.07$1.13$1.19$1.25$1.33$1.50$0.78$0.84$0.89$0.94$1.01$1.11$1.21$1.36$1.52$1.79$2.32$3.20$4.95
PutsExpensive1.14×
CallsFair1.03×
SkewBearish+5.45 pp
Implied moveBearish±$2.22
TiltBearish24.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ101.3847.3%7.6%89.7645.7%6.3%
25Δ98.7735.2%4.8%91.5437.3%4.5%
30Δ97.4128.6%3.4%92.7631.0%3.2%
35Δ96.5624.5%2.6%93.5726.8%2.4%
40Δ95.9121.1%1.9%94.1923.8%1.9%
45Δ95.5019.3%1.6%94.6521.8%1.5%
50Δ95.1017.5%1.2%95.0820.2%1.1%
55Δ94.8316.1%1.0%95.4219.4%0.9%
60Δ94.6214.8%0.8%95.7618.5%0.7%
65Δ94.4013.5%0.7%96.1818.7%0.6%
70Δ94.1812.2%0.5%96.7821.0%0.5%
75Δ93.9611.0%0.4%97.6925.1%0.5%
80Δ93.7310.3%0.3%99.4533.2%0.5%

20Δ

Calls
Pseudo strike
101.38
IV
47.3%
B/E move
7.6%
Puts
Pseudo strike
89.76
IV
45.7%
B/E move
6.3%

25Δ

Calls
Pseudo strike
98.77
IV
35.2%
B/E move
4.8%
Puts
Pseudo strike
91.54
IV
37.3%
B/E move
4.5%

30Δ

Calls
Pseudo strike
97.41
IV
28.6%
B/E move
3.4%
Puts
Pseudo strike
92.76
IV
31.0%
B/E move
3.2%

35Δ

Calls
Pseudo strike
96.56
IV
24.5%
B/E move
2.6%
Puts
Pseudo strike
93.57
IV
26.8%
B/E move
2.4%

40Δ

Calls
Pseudo strike
95.91
IV
21.1%
B/E move
1.9%
Puts
Pseudo strike
94.19
IV
23.8%
B/E move
1.9%

45Δ

Calls
Pseudo strike
95.50
IV
19.3%
B/E move
1.6%
Puts
Pseudo strike
94.65
IV
21.8%
B/E move
1.5%

50Δ

Calls
Pseudo strike
95.10
IV
17.5%
B/E move
1.2%
Puts
Pseudo strike
95.08
IV
20.2%
B/E move
1.1%

55Δ

Calls
Pseudo strike
94.83
IV
16.1%
B/E move
1.0%
Puts
Pseudo strike
95.42
IV
19.4%
B/E move
0.9%

60Δ

Calls
Pseudo strike
94.62
IV
14.8%
B/E move
0.8%
Puts
Pseudo strike
95.76
IV
18.5%
B/E move
0.7%

65Δ

Calls
Pseudo strike
94.40
IV
13.5%
B/E move
0.7%
Puts
Pseudo strike
96.18
IV
18.7%
B/E move
0.6%

70Δ

Calls
Pseudo strike
94.18
IV
12.2%
B/E move
0.5%
Puts
Pseudo strike
96.78
IV
21.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
93.96
IV
11.0%
B/E move
0.4%
Puts
Pseudo strike
97.69
IV
25.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
93.73
IV
10.3%
B/E move
0.3%
Puts
Pseudo strike
99.45
IV
33.2%
B/E move
0.5%

Options history

IV · four-Friday blend16.47%
Daily EOD
MDYV15.4%16.3%17.2%2026-10-19: 15.59%2026-10-20: 15.86%2026-10-21: 15.53%2026-10-22: 16.42%2026-10-23: 16.49%2026-10-26: 17.05%2026-10-27: 16.67%2026-10-28: 16.27%2026-10-29: 16.45%2026-10-30: 16.47%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
15.59%
15.86%
15.53%
16.42%
16.49%
17.05%
16.67%
16.27%
16.45%
16.47%