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State Street SPDR S&P 1500 Momentum Tilt ETF MMTM

i

Market dataready · fetched 2026-11-11T13:59:16.527Z

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 · 2026-11-11T01:00:00.133732502Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:59:15.915966+00:00

Share price$289.06
1D+0.6%
AH$287.30$287.78$288.27$288.76$289.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMMTM
Sold putSold callAH

State Street SPDR S&P 1500 Momentum Tilt ETF options

Live interpolated MMTM call and put midpoint premiums by absolute delta.State Street SPDR S&P 1500 Momentum Tilt ETF$0.71$3.27$5.84$8.40$10.96$271.56$280.04$288.52$296.99$305.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MMTM spot · $289.06MMTM PRICE$0.99$1.29$1.73$2.22$2.72$3.21$3.85$4.68$5.51$6.34$7.50$8.86$10.22$1.30$1.70$2.11$2.53$3.01$3.48$3.95$4.56$5.26$5.96$6.67$7.62$8.95
PutsCheap0.70×
CallsCheap0.75×
SkewBearish+0.31 pp
Implied moveBalanced±$7.80
TiltBalanced1.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ297.2119.0%3.2%280.1025.1%3.5%
25Δ295.4919.1%2.7%281.9424.4%3.1%
30Δ294.1719.5%2.4%283.7823.8%2.6%
35Δ293.0119.9%2.1%285.4423.1%2.1%
40Δ291.8420.4%1.9%286.7822.5%1.8%
45Δ290.6820.8%1.7%288.1121.9%1.5%
50Δ289.4521.3%1.5%289.4421.3%1.2%
55Δ288.1321.8%1.3%290.6920.8%1.0%
60Δ286.8122.3%1.1%291.8820.5%0.8%
65Δ285.5022.8%1.0%293.0720.1%0.7%
70Δ283.9023.3%0.8%294.2719.8%0.5%
75Δ282.1323.7%0.7%295.6419.5%0.4%
80Δ280.3624.2%0.5%297.2919.4%0.3%

20Δ

Calls
Pseudo strike
297.21
IV
19.0%
B/E move
3.2%
Puts
Pseudo strike
280.10
IV
25.1%
B/E move
3.5%

25Δ

Calls
Pseudo strike
295.49
IV
19.1%
B/E move
2.7%
Puts
Pseudo strike
281.94
IV
24.4%
B/E move
3.1%

30Δ

Calls
Pseudo strike
294.17
IV
19.5%
B/E move
2.4%
Puts
Pseudo strike
283.78
IV
23.8%
B/E move
2.6%

35Δ

Calls
Pseudo strike
293.01
IV
19.9%
B/E move
2.1%
Puts
Pseudo strike
285.44
IV
23.1%
B/E move
2.1%

40Δ

Calls
Pseudo strike
291.84
IV
20.4%
B/E move
1.9%
Puts
Pseudo strike
286.78
IV
22.5%
B/E move
1.8%

45Δ

Calls
Pseudo strike
290.68
IV
20.8%
B/E move
1.7%
Puts
Pseudo strike
288.11
IV
21.9%
B/E move
1.5%

50Δ

Calls
Pseudo strike
289.45
IV
21.3%
B/E move
1.5%
Puts
Pseudo strike
289.44
IV
21.3%
B/E move
1.2%

55Δ

Calls
Pseudo strike
288.13
IV
21.8%
B/E move
1.3%
Puts
Pseudo strike
290.69
IV
20.8%
B/E move
1.0%

60Δ

Calls
Pseudo strike
286.81
IV
22.3%
B/E move
1.1%
Puts
Pseudo strike
291.88
IV
20.5%
B/E move
0.8%

65Δ

Calls
Pseudo strike
285.50
IV
22.8%
B/E move
1.0%
Puts
Pseudo strike
293.07
IV
20.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
283.90
IV
23.3%
B/E move
0.8%
Puts
Pseudo strike
294.27
IV
19.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
282.13
IV
23.7%
B/E move
0.7%
Puts
Pseudo strike
295.64
IV
19.5%
B/E move
0.4%

80Δ

Calls
Pseudo strike
280.36
IV
24.2%
B/E move
0.5%
Puts
Pseudo strike
297.29
IV
19.4%
B/E move
0.3%

Options history

IV · four-Friday blend16.92%
Daily EOD
MMTM13.7%15.7%17.6%2026-10-19: 16.25%2026-10-20: 14.01%2026-10-21: 15.15%2026-10-22: 17.33%2026-10-23: 17.27%2026-10-26: 15.87%2026-10-27: 16.23%2026-10-28: 16.80%2026-10-29: 15.96%2026-10-30: 16.92%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
16.25%
14.01%
15.15%
17.33%
17.27%
15.87%
16.23%
16.80%
15.96%
16.92%