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SPDR Index Shares Fund State Street SPDR MSCI ACWI Climate Paris Aligned ETF NZAC

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Market datapartial · fetched 2026-10-22T11:56:05.501Z

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 · 2026-10-21T20:00:00.074494317Z

FundamentalsAlpha Vantage · unavailable

Share price$46.61
1D-0.1%
AH$46.53$46.55$46.58$46.60$46.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNZAC
Sold putSold callAH

SPDR Index Shares Fund State Street SPDR MSCI ACWI Climate Paris Aligned ETF options

Live interpolated NZAC call and put midpoint premiums by absolute delta.SPDR Index Shares Fund State Street SPDR MSCI ACWI Climate Paris Aligned ETF$0.23$0.84$1.45$2.06$2.67$43.90$45.36$46.82$48.27$49.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NZAC spot · $46.61NZAC PRICE$0.29$0.33$0.37$0.43$0.49$0.56$0.99$1.41$1.83$1.96$2.09$2.23$2.49$0.37$0.43$0.46$0.51$0.60$0.70$0.79$0.89$1.06$1.23$1.39$1.62$2.09
PutsExpensive1.61×
CallsExpensive1.61×
SkewBullish-3.12 pp
Implied moveBullish±$1.78
TiltBullish12.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.2520.6%6.3%44.2324.3%5.9%
25Δ48.4617.3%4.7%45.0121.0%4.3%
30Δ47.9015.1%3.6%45.5218.4%3.3%
35Δ47.6014.3%3.0%46.0215.9%2.4%
40Δ47.3013.5%2.5%46.2715.4%2.0%
45Δ46.9912.8%2.0%46.5215.0%1.7%
50Δ46.6617.6%2.2%46.7814.6%1.3%
55Δ46.3322.5%2.4%47.0314.2%1.0%
60Δ45.9927.2%2.6%47.2914.2%0.8%
65Δ45.6525.3%2.1%47.5414.1%0.6%
70Δ45.3123.4%1.7%47.8014.1%0.4%
75Δ44.9621.5%1.2%48.1014.3%0.3%
80Δ44.5820.5%1.0%48.6315.7%0.2%

20Δ

Calls
Pseudo strike
49.25
IV
20.6%
B/E move
6.3%
Puts
Pseudo strike
44.23
IV
24.3%
B/E move
5.9%

25Δ

Calls
Pseudo strike
48.46
IV
17.3%
B/E move
4.7%
Puts
Pseudo strike
45.01
IV
21.0%
B/E move
4.3%

30Δ

Calls
Pseudo strike
47.90
IV
15.1%
B/E move
3.6%
Puts
Pseudo strike
45.52
IV
18.4%
B/E move
3.3%

35Δ

Calls
Pseudo strike
47.60
IV
14.3%
B/E move
3.0%
Puts
Pseudo strike
46.02
IV
15.9%
B/E move
2.4%

40Δ

Calls
Pseudo strike
47.30
IV
13.5%
B/E move
2.5%
Puts
Pseudo strike
46.27
IV
15.4%
B/E move
2.0%

45Δ

Calls
Pseudo strike
46.99
IV
12.8%
B/E move
2.0%
Puts
Pseudo strike
46.52
IV
15.0%
B/E move
1.7%

50Δ

Calls
Pseudo strike
46.66
IV
17.6%
B/E move
2.2%
Puts
Pseudo strike
46.78
IV
14.6%
B/E move
1.3%

55Δ

Calls
Pseudo strike
46.33
IV
22.5%
B/E move
2.4%
Puts
Pseudo strike
47.03
IV
14.2%
B/E move
1.0%

60Δ

Calls
Pseudo strike
45.99
IV
27.2%
B/E move
2.6%
Puts
Pseudo strike
47.29
IV
14.2%
B/E move
0.8%

65Δ

Calls
Pseudo strike
45.65
IV
25.3%
B/E move
2.1%
Puts
Pseudo strike
47.54
IV
14.1%
B/E move
0.6%

70Δ

Calls
Pseudo strike
45.31
IV
23.4%
B/E move
1.7%
Puts
Pseudo strike
47.80
IV
14.1%
B/E move
0.4%

75Δ

Calls
Pseudo strike
44.96
IV
21.5%
B/E move
1.2%
Puts
Pseudo strike
48.10
IV
14.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
44.58
IV
20.5%
B/E move
1.0%
Puts
Pseudo strike
48.63
IV
15.7%
B/E move
0.2%

Options history

No recorded observations