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

i

Market dataready · fetched 2026-11-11T14:08:38.354Z

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 · 2026-11-10T21:00:00.098101406Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:08:37.685444+00:00

Share price$45.58
1D-0.4%
AH$45.26$45.40$45.55$45.69$45.835:30 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$0.25$0.73$1.21$1.69$2.16$43.03$44.23$45.42$46.61$47.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NZAC spot · $45.58NZAC PRICE$0.30$0.32$0.36$0.40$0.44$0.60$0.81$1.01$1.21$1.42$1.62$1.82$2.03$0.35$0.38$0.41$0.45$0.50$0.55$0.61$0.66$0.71$0.90$1.11$1.33$1.55
PutsCheap0.86×
CallsExpensive1.06×
SkewNeutral+0.23 pp
Implied moveBullish±$1.41
TiltBullish12.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.1338.2%6.3%43.1742.6%6.1%
25Δ47.2430.5%4.3%44.0434.1%4.2%
30Δ46.7626.7%3.4%44.4929.8%3.3%
35Δ46.4224.3%2.7%44.9425.6%2.4%
40Δ46.0821.8%2.1%45.1723.8%2.0%
45Δ45.7921.3%1.8%45.3722.4%1.7%
50Δ45.5121.4%1.6%45.5721.0%1.4%
55Δ45.2421.6%1.5%45.7619.6%1.0%
60Δ44.9621.7%1.3%45.9618.2%0.7%
65Δ44.6821.9%1.1%46.2118.8%0.6%
70Δ44.4022.0%1.0%46.4719.8%0.5%
75Δ44.1322.1%0.8%46.7320.9%0.4%
80Δ43.8522.3%0.7%47.0022.0%0.3%

20Δ

Calls
Pseudo strike
48.13
IV
38.2%
B/E move
6.3%
Puts
Pseudo strike
43.17
IV
42.6%
B/E move
6.1%

25Δ

Calls
Pseudo strike
47.24
IV
30.5%
B/E move
4.3%
Puts
Pseudo strike
44.04
IV
34.1%
B/E move
4.2%

30Δ

Calls
Pseudo strike
46.76
IV
26.7%
B/E move
3.4%
Puts
Pseudo strike
44.49
IV
29.8%
B/E move
3.3%

35Δ

Calls
Pseudo strike
46.42
IV
24.3%
B/E move
2.7%
Puts
Pseudo strike
44.94
IV
25.6%
B/E move
2.4%

40Δ

Calls
Pseudo strike
46.08
IV
21.8%
B/E move
2.1%
Puts
Pseudo strike
45.17
IV
23.8%
B/E move
2.0%

45Δ

Calls
Pseudo strike
45.79
IV
21.3%
B/E move
1.8%
Puts
Pseudo strike
45.37
IV
22.4%
B/E move
1.7%

50Δ

Calls
Pseudo strike
45.51
IV
21.4%
B/E move
1.6%
Puts
Pseudo strike
45.57
IV
21.0%
B/E move
1.4%

55Δ

Calls
Pseudo strike
45.24
IV
21.6%
B/E move
1.5%
Puts
Pseudo strike
45.76
IV
19.6%
B/E move
1.0%

60Δ

Calls
Pseudo strike
44.96
IV
21.7%
B/E move
1.3%
Puts
Pseudo strike
45.96
IV
18.2%
B/E move
0.7%

65Δ

Calls
Pseudo strike
44.68
IV
21.9%
B/E move
1.1%
Puts
Pseudo strike
46.21
IV
18.8%
B/E move
0.6%

70Δ

Calls
Pseudo strike
44.40
IV
22.0%
B/E move
1.0%
Puts
Pseudo strike
46.47
IV
19.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
44.13
IV
22.1%
B/E move
0.8%
Puts
Pseudo strike
46.73
IV
20.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
43.85
IV
22.3%
B/E move
0.7%
Puts
Pseudo strike
47.00
IV
22.0%
B/E move
0.3%

Options history

IV · four-Friday blend16.37%
Daily EOD
NZAC14.0%15.6%17.2%2026-10-19: 14.18%2026-10-20: 14.50%2026-10-21: 14.91%2026-10-22: 16.98%2026-10-23: 15.29%2026-10-26: 16.30%2026-10-27: 14.50%2026-10-28: 14.46%2026-10-29: 14.64%2026-10-30: 16.37%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
14.18%
14.50%
14.91%
16.98%
15.29%
16.30%
14.50%
14.46%
14.64%
16.37%