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

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Market datapartial · fetched 2026-10-22T21:24:46.304Z

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 · 2026-10-22T20:10:00.004036033Z

FundamentalsAlpha Vantage · unavailable

Share price$92.46
1D+0.9%
AH$91.37$91.67$91.96$92.25$92.545:30 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$0.59$2.11$3.63$5.15$6.67$86.15$89.00$91.85$94.70$97.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MDYV spot · $92.46MDYV PRICE$0.75$0.81$0.90$1.00$1.10$1.22$1.35$1.51$1.68$1.90$2.13$2.39$2.71$0.85$0.98$1.07$1.18$1.33$1.55$1.83$2.16$2.51$3.04$3.66$4.87$6.23
PutsExpensive1.33×
CallsFair0.99×
SkewBearish+4.84 pp
Implied moveBearish±$3.18
TiltBearish23.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.1526.7%8.0%87.0528.3%6.8%
25Δ96.8421.5%5.6%88.7724.5%5.1%
30Δ95.5418.6%4.3%90.1220.8%3.7%
35Δ94.6316.7%3.4%91.0418.7%2.8%
40Δ93.9015.2%2.7%91.7017.5%2.3%
45Δ93.3614.2%2.3%92.3016.9%1.8%
50Δ92.8613.3%1.9%92.8617.0%1.5%
55Δ92.4312.8%1.6%93.4317.1%1.3%
60Δ92.0012.2%1.3%94.0117.3%1.0%
65Δ91.6111.9%1.1%94.7218.0%0.8%
70Δ91.2211.6%1.0%95.5118.7%0.7%
75Δ90.8111.3%0.8%96.8221.5%0.6%
80Δ90.3711.0%0.7%98.3323.6%0.4%

20Δ

Calls
Pseudo strike
99.15
IV
26.7%
B/E move
8.0%
Puts
Pseudo strike
87.05
IV
28.3%
B/E move
6.8%

25Δ

Calls
Pseudo strike
96.84
IV
21.5%
B/E move
5.6%
Puts
Pseudo strike
88.77
IV
24.5%
B/E move
5.1%

30Δ

Calls
Pseudo strike
95.54
IV
18.6%
B/E move
4.3%
Puts
Pseudo strike
90.12
IV
20.8%
B/E move
3.7%

35Δ

Calls
Pseudo strike
94.63
IV
16.7%
B/E move
3.4%
Puts
Pseudo strike
91.04
IV
18.7%
B/E move
2.8%

40Δ

Calls
Pseudo strike
93.90
IV
15.2%
B/E move
2.7%
Puts
Pseudo strike
91.70
IV
17.5%
B/E move
2.3%

45Δ

Calls
Pseudo strike
93.36
IV
14.2%
B/E move
2.3%
Puts
Pseudo strike
92.30
IV
16.9%
B/E move
1.8%

50Δ

Calls
Pseudo strike
92.86
IV
13.3%
B/E move
1.9%
Puts
Pseudo strike
92.86
IV
17.0%
B/E move
1.5%

55Δ

Calls
Pseudo strike
92.43
IV
12.8%
B/E move
1.6%
Puts
Pseudo strike
93.43
IV
17.1%
B/E move
1.3%

60Δ

Calls
Pseudo strike
92.00
IV
12.2%
B/E move
1.3%
Puts
Pseudo strike
94.01
IV
17.3%
B/E move
1.0%

65Δ

Calls
Pseudo strike
91.61
IV
11.9%
B/E move
1.1%
Puts
Pseudo strike
94.72
IV
18.0%
B/E move
0.8%

70Δ

Calls
Pseudo strike
91.22
IV
11.6%
B/E move
1.0%
Puts
Pseudo strike
95.51
IV
18.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
90.81
IV
11.3%
B/E move
0.8%
Puts
Pseudo strike
96.82
IV
21.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
90.37
IV
11.0%
B/E move
0.7%
Puts
Pseudo strike
98.33
IV
23.6%
B/E move
0.4%

Options history

No recorded observations