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State Street SPDR Russell 1000 Low Volatility Focus ETF ONEV

i

Market dataready · fetched 2026-11-11T15:55:29.825Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T14:30:00.196472331Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:55:28.998820+00:00

Share price$154.30
1D+0.0%
$154.22$154.26$154.30$154.34$154.385:30 AM6:30 AM9:00 AM1:00 PMONEV
Sold putSold call

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$2.96$3.45$3.95$4.44$4.93$136.84$144.26$151.68$159.09$166.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive ONEV spot · $154.30ONEV PRICE$3.01$3.30$3.75$4.24$4.58$4.79$3.02$3.29$3.63$4.09
Puts——
Calls——
Skew——
Implied moveBearish±$6.31
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ154.0717.5%2.1%
50Δ155.1215.9%2.5%155.1216.3%1.6%
55Δ154.1814.9%2.1%156.0615.4%1.2%
60Δ153.2814.5%1.8%156.9715.0%0.9%
65Δ152.3814.3%1.5%
70Δ151.6413.5%1.2%
75Δ151.0212.2%1.0%
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
154.07
IV
17.5%
B/E move
2.1%

50Δ

Calls
Pseudo strike
155.12
IV
15.9%
B/E move
2.5%
Puts
Pseudo strike
155.12
IV
16.3%
B/E move
1.6%

55Δ

Calls
Pseudo strike
154.18
IV
14.9%
B/E move
2.1%
Puts
Pseudo strike
156.06
IV
15.4%
B/E move
1.2%

60Δ

Calls
Pseudo strike
153.28
IV
14.5%
B/E move
1.8%
Puts
Pseudo strike
156.97
IV
15.0%
B/E move
0.9%

65Δ

Calls
Pseudo strike
152.38
IV
14.3%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
151.64
IV
13.5%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
151.02
IV
12.2%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

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

Options history

IV · four-Friday blend14.60%
Daily EOD
ONEV14.1%14.7%15.2%2026-10-19: 14.19%2026-10-20: 14.80%2026-10-21: 14.20%2026-10-23: 14.71%2026-10-26: 15.03%2026-10-27: 14.76%2026-10-28: 15.17%2026-10-29: 14.85%2026-10-30: 14.60%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
14.19%
14.80%
14.20%
14.71%
15.03%
14.76%
15.17%
14.85%
14.60%