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State Street SPDR S&P North American Natural Resources ETF NANR

i

Market dataready · fetched 2026-10-25T16:32:47.282Z

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 · 2026-10-24T00:00:00.110396172Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-25T16:32:47.510459+00:00

Share price$87.27
1D+1.0%
AH$86.30$86.66$87.02$87.37$87.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNANR
Sold putSold callAH

State Street SPDR S&P North American Natural Resources ETF options

Live interpolated NANR call and put midpoint premiums by absolute delta.State Street SPDR S&P North American Natural Resources ETF$1.11$2.72$4.33$5.94$7.55$79.02$83.01$86.99$90.98$94.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NANR spot · $87.27NANR PRICE$1.28$1.42$1.59$1.76$1.94$2.16$2.45$2.74$3.18$3.74$4.14$4.62$1.36$1.54$1.73$1.94$2.16$2.52$2.98$3.53$4.12$4.74$5.70$7.08
PutsExpensive1.89×
CallsExpensive1.70×
SkewBearish+2.36 pp
Implied moveBearish±$4.68
TiltBearish11.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ94.4038.7%9.6%82.2737.1%7.3%
30Δ92.1233.3%7.2%83.9033.0%5.6%
35Δ90.6330.2%5.7%85.1430.0%4.4%
40Δ89.4627.5%4.5%86.1427.9%3.5%
45Δ88.5425.5%3.7%86.9626.2%2.8%
50Δ87.7324.1%3.0%87.7225.9%2.4%
55Δ87.0023.6%2.5%88.5126.2%2.0%
60Δ86.3522.8%2.1%89.3526.7%1.7%
65Δ85.6222.8%1.8%90.2227.0%1.3%
70Δ84.8523.5%1.5%91.1226.9%1.0%
75Δ84.1822.6%1.2%92.2927.9%0.8%
80Δ83.4721.7%0.9%93.8729.8%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
94.40
IV
38.7%
B/E move
9.6%
Puts
Pseudo strike
82.27
IV
37.1%
B/E move
7.3%

30Δ

Calls
Pseudo strike
92.12
IV
33.3%
B/E move
7.2%
Puts
Pseudo strike
83.90
IV
33.0%
B/E move
5.6%

35Δ

Calls
Pseudo strike
90.63
IV
30.2%
B/E move
5.7%
Puts
Pseudo strike
85.14
IV
30.0%
B/E move
4.4%

40Δ

Calls
Pseudo strike
89.46
IV
27.5%
B/E move
4.5%
Puts
Pseudo strike
86.14
IV
27.9%
B/E move
3.5%

45Δ

Calls
Pseudo strike
88.54
IV
25.5%
B/E move
3.7%
Puts
Pseudo strike
86.96
IV
26.2%
B/E move
2.8%

50Δ

Calls
Pseudo strike
87.73
IV
24.1%
B/E move
3.0%
Puts
Pseudo strike
87.72
IV
25.9%
B/E move
2.4%

55Δ

Calls
Pseudo strike
87.00
IV
23.6%
B/E move
2.5%
Puts
Pseudo strike
88.51
IV
26.2%
B/E move
2.0%

60Δ

Calls
Pseudo strike
86.35
IV
22.8%
B/E move
2.1%
Puts
Pseudo strike
89.35
IV
26.7%
B/E move
1.7%

65Δ

Calls
Pseudo strike
85.62
IV
22.8%
B/E move
1.8%
Puts
Pseudo strike
90.22
IV
27.0%
B/E move
1.3%

70Δ

Calls
Pseudo strike
84.85
IV
23.5%
B/E move
1.5%
Puts
Pseudo strike
91.12
IV
26.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
84.18
IV
22.6%
B/E move
1.2%
Puts
Pseudo strike
92.29
IV
27.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
83.47
IV
21.7%
B/E move
0.9%
Puts
Pseudo strike
93.87
IV
29.8%
B/E move
0.6%

Options history

NANR21.9822.0022.022026-10-23: 22.00%Oct 23Oct 23
Table
DateIV
22.00%