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State Street SPDR Russell 1000 Yield Focus ETF ONEY

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Market dataready · fetched 2026-11-11T15:48:57.582Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-11-11T15:18:30.50624416Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:48:55.660688+00:00

Share price$136.15
1D-0.0%
$136.08$136.19$136.29$136.39$136.505:30 AM6:30 AM9:00 AM1:00 PMONEY
Sold putSold call

State Street SPDR Russell 1000 Yield Focus ETF options

Live interpolated ONEY call and put midpoint premiums by absolute delta.State Street SPDR Russell 1000 Yield Focus ETF$2.35$3.74$5.13$6.52$7.91$120.13$127.34$134.56$141.78$149.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ 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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive ONEY spot · $136.15ONEY PRICE$2.58$2.89$3.33$3.82$4.48$5.31$6.16$7.23$2.50$2.63$3.03$3.38$3.87$4.59$5.42$6.38$7.51
Puts——
Calls——
Skew——
Implied moveBearish±$9.24
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ122.6429.1%11.8%
25Δ127.7823.2%8.1%
30Δ130.7521.0%6.2%
35Δ142.7716.1%6.8%133.1519.0%4.7%
40Δ140.8714.9%5.6%135.0418.0%3.7%
45Δ139.4114.4%4.8%136.6817.9%3.0%
50Δ138.0714.1%4.2%138.3017.9%2.4%
55Δ136.7914.2%3.8%139.9618.1%1.9%
60Δ135.4514.5%3.4%141.7218.3%1.4%
65Δ134.0714.7%3.0%
70Δ132.5315.0%2.7%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
122.64
IV
29.1%
B/E move
11.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
127.78
IV
23.2%
B/E move
8.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
130.75
IV
21.0%
B/E move
6.2%

35Δ

Calls
Pseudo strike
142.77
IV
16.1%
B/E move
6.8%
Puts
Pseudo strike
133.15
IV
19.0%
B/E move
4.7%

40Δ

Calls
Pseudo strike
140.87
IV
14.9%
B/E move
5.6%
Puts
Pseudo strike
135.04
IV
18.0%
B/E move
3.7%

45Δ

Calls
Pseudo strike
139.41
IV
14.4%
B/E move
4.8%
Puts
Pseudo strike
136.68
IV
17.9%
B/E move
3.0%

50Δ

Calls
Pseudo strike
138.07
IV
14.1%
B/E move
4.2%
Puts
Pseudo strike
138.30
IV
17.9%
B/E move
2.4%

55Δ

Calls
Pseudo strike
136.79
IV
14.2%
B/E move
3.8%
Puts
Pseudo strike
139.96
IV
18.1%
B/E move
1.9%

60Δ

Calls
Pseudo strike
135.45
IV
14.5%
B/E move
3.4%
Puts
Pseudo strike
141.72
IV
18.3%
B/E move
1.4%

65Δ

Calls
Pseudo strike
134.07
IV
14.7%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
132.53
IV
15.0%
B/E move
2.7%
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

IV · four-Friday blend15.16%
Daily EOD
ONEY14.4%15.1%15.7%2026-10-19: 14.51%2026-10-20: 15.63%2026-10-21: 14.78%2026-10-27: 15.16%Oct 19Oct 20Oct 27
4 observations2026-10-19 — 2026-10-27
Table
DateIV (%)
14.51%
15.63%
14.78%
15.16%