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

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Market datapartial · fetched 2026-10-24T04:22:35.578Z

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 · 2026-10-24T00:00:00.149035139Z

FundamentalsAlpha Vantage · unavailable

Share price$92.06
1D+0.1%
AH$91.24$91.50$91.77$92.03$92.305:30 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$0.63$1.81$3.00$4.18$5.37$86.10$88.93$91.77$94.60$97.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MDYV spot · $92.06MDYV PRICE$0.76$0.82$0.90$1.02$1.11$1.21$1.39$1.58$1.93$2.28$2.64$3.01$3.46$0.87$0.97$1.07$1.19$1.32$1.47$1.71$1.97$2.28$2.60$3.09$3.74$5.03
PutsExpensive1.28×
CallsExpensive1.09×
SkewBearish+2.32 pp
Implied moveBearish±$3.10
TiltBearish10.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ98.7927.7%8.1%86.4929.8%7.0%
25Δ96.5322.5%5.7%88.4024.8%5.0%
30Δ95.1019.1%4.3%89.6921.5%3.7%
35Δ94.2317.5%3.5%90.5919.4%2.9%
40Δ93.5315.8%2.8%91.3017.9%2.3%
45Δ92.9114.4%2.2%91.8916.8%1.8%
50Δ92.4314.1%1.9%92.4216.5%1.5%
55Δ91.9513.9%1.6%92.9416.4%1.2%
60Δ91.4514.5%1.4%93.4716.3%0.9%
65Δ90.9515.1%1.3%94.0016.2%0.7%
70Δ90.4315.1%1.1%94.6516.5%0.5%
75Δ89.8815.0%0.9%95.4417.3%0.4%
80Δ89.2914.9%0.7%96.8220.1%0.3%

20Δ

Calls
Pseudo strike
98.79
IV
27.7%
B/E move
8.1%
Puts
Pseudo strike
86.49
IV
29.8%
B/E move
7.0%

25Δ

Calls
Pseudo strike
96.53
IV
22.5%
B/E move
5.7%
Puts
Pseudo strike
88.40
IV
24.8%
B/E move
5.0%

30Δ

Calls
Pseudo strike
95.10
IV
19.1%
B/E move
4.3%
Puts
Pseudo strike
89.69
IV
21.5%
B/E move
3.7%

35Δ

Calls
Pseudo strike
94.23
IV
17.5%
B/E move
3.5%
Puts
Pseudo strike
90.59
IV
19.4%
B/E move
2.9%

40Δ

Calls
Pseudo strike
93.53
IV
15.8%
B/E move
2.8%
Puts
Pseudo strike
91.30
IV
17.9%
B/E move
2.3%

45Δ

Calls
Pseudo strike
92.91
IV
14.4%
B/E move
2.2%
Puts
Pseudo strike
91.89
IV
16.8%
B/E move
1.8%

50Δ

Calls
Pseudo strike
92.43
IV
14.1%
B/E move
1.9%
Puts
Pseudo strike
92.42
IV
16.5%
B/E move
1.5%

55Δ

Calls
Pseudo strike
91.95
IV
13.9%
B/E move
1.6%
Puts
Pseudo strike
92.94
IV
16.4%
B/E move
1.2%

60Δ

Calls
Pseudo strike
91.45
IV
14.5%
B/E move
1.4%
Puts
Pseudo strike
93.47
IV
16.3%
B/E move
0.9%

65Δ

Calls
Pseudo strike
90.95
IV
15.1%
B/E move
1.3%
Puts
Pseudo strike
94.00
IV
16.2%
B/E move
0.7%

70Δ

Calls
Pseudo strike
90.43
IV
15.1%
B/E move
1.1%
Puts
Pseudo strike
94.65
IV
16.5%
B/E move
0.5%

75Δ

Calls
Pseudo strike
89.88
IV
15.0%
B/E move
0.9%
Puts
Pseudo strike
95.44
IV
17.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
89.29
IV
14.9%
B/E move
0.7%
Puts
Pseudo strike
96.82
IV
20.1%
B/E move
0.3%

Options history

No recorded observations