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State Street SPDR S&P 1500 Momentum Tilt ETF MMTM

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Market dataready · fetched 2026-10-22T11:49:01.404Z

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 · 2026-10-22T00:00:00.046592282Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T11:49:00.235360+00:00

Share price$304.19
1D+0.1%
AH$302.92$303.21$303.50$303.78$304.075:30 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$0.90$4.48$8.07$11.65$15.23$286.43$294.99$303.55$312.10$320.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MMTM spot · $304.19MMTM PRICE$1.28$1.78$2.29$2.81$3.55$4.30$5.06$6.08$7.19$8.30$9.98$11.71$14.07$1.93$2.46$3.04$3.62$4.28$4.95$5.69$6.59$7.50$8.58$10.02$11.47$14.20
PutsExpensive1.34×
CallsExpensive1.46×
SkewBearish+1.49 pp
Implied moveBearish±$10.74
TiltBearish3.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ315.4413.6%4.1%291.5719.6%4.8%
25Δ313.5813.8%3.7%294.8818.7%3.9%
30Δ311.8614.0%3.3%297.3418.0%3.3%
35Δ310.1314.2%2.9%299.7617.4%2.6%
40Δ308.5514.5%2.6%301.7116.9%2.2%
45Δ306.9814.8%2.3%303.6016.5%1.8%
50Δ305.4015.1%2.1%305.4516.1%1.5%
55Δ303.6915.4%1.8%307.1615.8%1.2%
60Δ301.9215.7%1.6%308.8615.6%0.9%
65Δ300.1616.1%1.4%310.6715.5%0.7%
70Δ297.9216.6%1.2%312.6715.5%0.5%
75Δ295.6517.1%1.0%314.6815.6%0.3%
80Δ292.7717.7%0.9%317.8416.5%0.2%

20Δ

Calls
Pseudo strike
315.44
IV
13.6%
B/E move
4.1%
Puts
Pseudo strike
291.57
IV
19.6%
B/E move
4.8%

25Δ

Calls
Pseudo strike
313.58
IV
13.8%
B/E move
3.7%
Puts
Pseudo strike
294.88
IV
18.7%
B/E move
3.9%

30Δ

Calls
Pseudo strike
311.86
IV
14.0%
B/E move
3.3%
Puts
Pseudo strike
297.34
IV
18.0%
B/E move
3.3%

35Δ

Calls
Pseudo strike
310.13
IV
14.2%
B/E move
2.9%
Puts
Pseudo strike
299.76
IV
17.4%
B/E move
2.6%

40Δ

Calls
Pseudo strike
308.55
IV
14.5%
B/E move
2.6%
Puts
Pseudo strike
301.71
IV
16.9%
B/E move
2.2%

45Δ

Calls
Pseudo strike
306.98
IV
14.8%
B/E move
2.3%
Puts
Pseudo strike
303.60
IV
16.5%
B/E move
1.8%

50Δ

Calls
Pseudo strike
305.40
IV
15.1%
B/E move
2.1%
Puts
Pseudo strike
305.45
IV
16.1%
B/E move
1.5%

55Δ

Calls
Pseudo strike
303.69
IV
15.4%
B/E move
1.8%
Puts
Pseudo strike
307.16
IV
15.8%
B/E move
1.2%

60Δ

Calls
Pseudo strike
301.92
IV
15.7%
B/E move
1.6%
Puts
Pseudo strike
308.86
IV
15.6%
B/E move
0.9%

65Δ

Calls
Pseudo strike
300.16
IV
16.1%
B/E move
1.4%
Puts
Pseudo strike
310.67
IV
15.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
297.92
IV
16.6%
B/E move
1.2%
Puts
Pseudo strike
312.67
IV
15.5%
B/E move
0.5%

75Δ

Calls
Pseudo strike
295.65
IV
17.1%
B/E move
1.0%
Puts
Pseudo strike
314.68
IV
15.6%
B/E move
0.3%

80Δ

Calls
Pseudo strike
292.77
IV
17.7%
B/E move
0.9%
Puts
Pseudo strike
317.84
IV
16.5%
B/E move
0.2%

Options history

No recorded observations