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State Street SPDR Russell 1000 Low Volatility Focus ETF ONEV

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Market datapartial · fetched 2026-10-22T14:52:26.449Z

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 · 2026-10-22T00:00:00.114312229Z

FundamentalsAlpha Vantage · unavailable

Share price$147.64
1D-0.0%
AH$147.42$147.51$147.60$147.70$147.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMONEV
Sold putSold callAH

State Street SPDR Russell 1000 Low Volatility Focus ETF options

Live interpolated ONEV call and put midpoint premiums by absolute delta.State Street SPDR Russell 1000 Low Volatility Focus ETF$2.60$2.86$3.11$3.37$3.62$-0.15$0.18$0.50$0.82$1.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEONEV PRICE$2.73$2.97$3.23$3.55$2.63
PutsExpensive2.07×
CallsExpensive1.35×
SkewBearish+2.65 pp
Implied move——
TiltBullish65.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ147.3318.1%2.0%
50Δ148.3417.0%2.3%
55Δ147.4715.8%1.9%
60Δ146.6814.8%1.5%
65Δ145.9514.1%1.3%
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
147.33
IV
18.1%
B/E move
2.0%

50Δ

Calls
Pseudo strike
148.34
IV
17.0%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
147.47
IV
15.8%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
146.68
IV
14.8%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
145.95
IV
14.1%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

70Δ

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

75Δ

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

80Δ

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

Options history

No recorded observations