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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 2026-10-22T21:19:58.325Z

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 · 2026-10-22T20:00:00.626093953Z

FundamentalsAlpha Vantage · unavailable

Share price$46.02
1D-0.2%
AH$46.05$46.09$46.13$46.18$46.225:30 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$0.22$0.86$1.51$2.15$2.79$42.22$43.89$45.56$47.22$48.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NZAC spot · $46.02NZAC PRICE$0.29$0.34$0.41$0.47$0.57$0.67$0.77$0.89$1.10$1.32$1.54$2.04$2.60$0.37$0.52$0.73$0.95$0.91$0.80$1.13$1.59$2.05$2.51
PutsExpensive2.37×
CallsExpensive1.44×
SkewBearish+7.11 pp
Implied moveBearish±$1.90
TiltBullish5.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.6621.0%6.4%43.6324.7%6.0%
25Δ47.8918.2%4.8%44.2324.4%5.0%
30Δ47.4617.0%4.0%44.5726.7%4.7%
35Δ47.0315.8%3.2%44.9129.1%4.5%
40Δ46.7515.5%2.8%45.3824.7%3.4%
45Δ46.4915.3%2.5%45.8918.0%2.0%
50Δ46.2215.1%2.1%46.3819.0%1.7%
55Δ45.9515.0%1.8%46.8722.2%1.6%
60Δ45.6515.7%1.6%47.3625.5%1.5%
65Δ45.3516.4%1.4%47.8528.7%1.5%
70Δ45.0517.1%1.2%
75Δ44.4919.6%1.1%
80Δ43.8822.0%1.0%

20Δ

Calls
Pseudo strike
48.66
IV
21.0%
B/E move
6.4%
Puts
Pseudo strike
43.63
IV
24.7%
B/E move
6.0%

25Δ

Calls
Pseudo strike
47.89
IV
18.2%
B/E move
4.8%
Puts
Pseudo strike
44.23
IV
24.4%
B/E move
5.0%

30Δ

Calls
Pseudo strike
47.46
IV
17.0%
B/E move
4.0%
Puts
Pseudo strike
44.57
IV
26.7%
B/E move
4.7%

35Δ

Calls
Pseudo strike
47.03
IV
15.8%
B/E move
3.2%
Puts
Pseudo strike
44.91
IV
29.1%
B/E move
4.5%

40Δ

Calls
Pseudo strike
46.75
IV
15.5%
B/E move
2.8%
Puts
Pseudo strike
45.38
IV
24.7%
B/E move
3.4%

45Δ

Calls
Pseudo strike
46.49
IV
15.3%
B/E move
2.5%
Puts
Pseudo strike
45.89
IV
18.0%
B/E move
2.0%

50Δ

Calls
Pseudo strike
46.22
IV
15.1%
B/E move
2.1%
Puts
Pseudo strike
46.38
IV
19.0%
B/E move
1.7%

55Δ

Calls
Pseudo strike
45.95
IV
15.0%
B/E move
1.8%
Puts
Pseudo strike
46.87
IV
22.2%
B/E move
1.6%

60Δ

Calls
Pseudo strike
45.65
IV
15.7%
B/E move
1.6%
Puts
Pseudo strike
47.36
IV
25.5%
B/E move
1.5%

65Δ

Calls
Pseudo strike
45.35
IV
16.4%
B/E move
1.4%
Puts
Pseudo strike
47.85
IV
28.7%
B/E move
1.5%

70Δ

Calls
Pseudo strike
45.05
IV
17.1%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
44.49
IV
19.6%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
43.88
IV
22.0%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations