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State Street SPDR S&P 1500 Momentum Tilt ETF MMTM

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Market datapartial · fetched 2026-10-22T23:06:32.846Z

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 · 2026-10-22T22:30:00.003785551Z

FundamentalsAlpha Vantage · unavailable

Share price$298.06
1D-0.6%
AH$297.23$297.72$298.21$298.71$299.205:30 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$0.95$5.15$9.36$13.56$17.76$277.97$287.85$297.73$307.61$317.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MMTM spot · $298.06MMTM PRICE$1.40$2.00$2.61$3.25$4.08$4.91$5.84$7.00$8.15$9.82$11.62$13.92$16.55$2.26$2.88$3.51$4.17$4.86$5.70$6.55$7.53$8.57$9.66$11.17$12.67$15.05
PutsExpensive1.30×
CallsExpensive1.71×
SkewBearish+1.33 pp
Implied moveBearish±$12.39
TiltBalanced1.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ310.3015.2%4.6%283.3923.3%5.7%
25Δ308.4115.7%4.1%287.0122.3%4.7%
30Δ306.6216.3%3.8%290.2321.3%3.8%
35Δ304.8316.8%3.4%292.7820.4%3.2%
40Δ303.0117.1%3.0%295.2619.6%2.6%
45Δ301.2017.5%2.7%297.3219.2%2.2%
50Δ299.3317.8%2.4%299.3818.8%1.8%
55Δ297.3818.2%2.1%301.3518.5%1.4%
60Δ295.4218.6%1.9%303.2718.1%1.1%
65Δ293.0919.3%1.6%305.2217.8%0.8%
70Δ290.6420.1%1.4%307.3817.7%0.6%
75Δ287.7220.8%1.2%309.5317.5%0.4%
80Δ284.4821.7%1.0%312.4317.8%0.2%

20Δ

Calls
Pseudo strike
310.30
IV
15.2%
B/E move
4.6%
Puts
Pseudo strike
283.39
IV
23.3%
B/E move
5.7%

25Δ

Calls
Pseudo strike
308.41
IV
15.7%
B/E move
4.1%
Puts
Pseudo strike
287.01
IV
22.3%
B/E move
4.7%

30Δ

Calls
Pseudo strike
306.62
IV
16.3%
B/E move
3.8%
Puts
Pseudo strike
290.23
IV
21.3%
B/E move
3.8%

35Δ

Calls
Pseudo strike
304.83
IV
16.8%
B/E move
3.4%
Puts
Pseudo strike
292.78
IV
20.4%
B/E move
3.2%

40Δ

Calls
Pseudo strike
303.01
IV
17.1%
B/E move
3.0%
Puts
Pseudo strike
295.26
IV
19.6%
B/E move
2.6%

45Δ

Calls
Pseudo strike
301.20
IV
17.5%
B/E move
2.7%
Puts
Pseudo strike
297.32
IV
19.2%
B/E move
2.2%

50Δ

Calls
Pseudo strike
299.33
IV
17.8%
B/E move
2.4%
Puts
Pseudo strike
299.38
IV
18.8%
B/E move
1.8%

55Δ

Calls
Pseudo strike
297.38
IV
18.2%
B/E move
2.1%
Puts
Pseudo strike
301.35
IV
18.5%
B/E move
1.4%

60Δ

Calls
Pseudo strike
295.42
IV
18.6%
B/E move
1.9%
Puts
Pseudo strike
303.27
IV
18.1%
B/E move
1.1%

65Δ

Calls
Pseudo strike
293.09
IV
19.3%
B/E move
1.6%
Puts
Pseudo strike
305.22
IV
17.8%
B/E move
0.8%

70Δ

Calls
Pseudo strike
290.64
IV
20.1%
B/E move
1.4%
Puts
Pseudo strike
307.38
IV
17.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
287.72
IV
20.8%
B/E move
1.2%
Puts
Pseudo strike
309.53
IV
17.5%
B/E move
0.4%

80Δ

Calls
Pseudo strike
284.48
IV
21.7%
B/E move
1.0%
Puts
Pseudo strike
312.43
IV
17.8%
B/E move
0.2%

Options history

No recorded observations