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State Street SPDR Russell 1000 Yield Focus ETF ONEY

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Market datapartial · fetched 2026-10-22T17:34:29.066Z

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 · 2026-10-22T16:56:17.471106129Z

FundamentalsAlpha Vantage · unavailable

Share price$133.55
1D+2.1%
$130.58$131.38$132.17$132.97$133.765:30 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$1.26$5.83$10.40$14.97$19.53$-0.13$0.18$0.50$0.82$1.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEONEY PRICE$1.75$1.76$1.81$1.91$2.00$1.90$2.10$2.29$2.48$2.67$2.86$3.05$3.25$5.65$8.08$12.01$18.22
PutsExpensive3.02×
CallsExpensive1.91×
SkewBearish+4.34 pp
Implied move——
TiltBearish75.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ149.9844.0%13.6%120.1446.0%11.5%
25Δ143.6333.3%8.9%122.2642.0%10.0%
30Δ139.8226.4%6.1%124.3838.0%8.6%
35Δ138.2123.2%4.9%126.4934.0%7.1%
40Δ136.5920.0%3.8%128.6130.0%5.7%
45Δ130.7326.0%4.3%
50Δ132.8522.0%2.8%
55Δ134.9718.0%1.4%
60Δ137.2024.8%1.5%
65Δ139.4331.7%1.6%
70Δ143.3140.3%1.7%
75Δ149.5252.0%1.7%
80Δ

20Δ

Calls
Pseudo strike
149.98
IV
44.0%
B/E move
13.6%
Puts
Pseudo strike
120.14
IV
46.0%
B/E move
11.5%

25Δ

Calls
Pseudo strike
143.63
IV
33.3%
B/E move
8.9%
Puts
Pseudo strike
122.26
IV
42.0%
B/E move
10.0%

30Δ

Calls
Pseudo strike
139.82
IV
26.4%
B/E move
6.1%
Puts
Pseudo strike
124.38
IV
38.0%
B/E move
8.6%

35Δ

Calls
Pseudo strike
138.21
IV
23.2%
B/E move
4.9%
Puts
Pseudo strike
126.49
IV
34.0%
B/E move
7.1%

40Δ

Calls
Pseudo strike
136.59
IV
20.0%
B/E move
3.8%
Puts
Pseudo strike
128.61
IV
30.0%
B/E move
5.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
130.73
IV
26.0%
B/E move
4.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
132.85
IV
22.0%
B/E move
2.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
134.97
IV
18.0%
B/E move
1.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
137.20
IV
24.8%
B/E move
1.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
139.43
IV
31.7%
B/E move
1.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
143.31
IV
40.3%
B/E move
1.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
149.52
IV
52.0%
B/E move
1.7%

80Δ

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

Options history

No recorded observations