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State Street SPDR MSCI EAFE StrategicFactors ETF QEFA

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Market dataready · fetched 2026-10-22T23:24:08.406Z

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 · 2026-10-22T22:30:00.00386079Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:24:07.887522+00:00

Share price$100.04
1D+0.2%
AH$99.62$99.74$99.86$99.97$100.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQEFA
Sold putSold callAH

State Street SPDR MSCI EAFE StrategicFactors ETF options

Live interpolated QEFA call and put midpoint premiums by absolute delta.State Street SPDR MSCI EAFE StrategicFactors ETF$0.79$1.84$2.89$3.94$4.98$93.48$96.78$100.08$103.38$106.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QEFA spot · $100.04QEFA PRICE$0.90$1.02$1.23$1.52$1.86$2.02$2.16$2.67$3.19$3.72$4.24$4.54$0.99$1.12$1.21$1.34$1.56$1.94$2.07$2.10$2.42$2.73$2.97$3.26$4.68
PutsExpensive1.58×
CallsExpensive1.42×
SkewBullish-0.26 pp
Implied moveBalanced±$4.09
TiltBalanced1.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.7730.3%7.3%
25Δ104.9422.2%5.8%95.8325.8%5.3%
30Δ103.5419.7%4.5%97.3621.9%3.9%
35Δ102.6319.0%3.8%98.4119.6%3.0%
40Δ101.9619.5%3.4%99.2118.6%2.4%
45Δ101.2720.1%3.1%99.8319.5%2.2%
50Δ100.5618.7%2.5%100.4218.0%1.7%
55Δ99.8516.9%2.0%101.0015.6%1.1%
60Δ99.1818.1%1.8%101.5615.4%0.9%
65Δ98.4518.8%1.6%102.1015.1%0.7%
70Δ97.6819.1%1.4%102.5614.2%0.5%
75Δ96.9319.0%1.1%103.0613.6%0.2%
80Δ96.3917.5%0.9%104.5316.6%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
93.77
IV
30.3%
B/E move
7.3%

25Δ

Calls
Pseudo strike
104.94
IV
22.2%
B/E move
5.8%
Puts
Pseudo strike
95.83
IV
25.8%
B/E move
5.3%

30Δ

Calls
Pseudo strike
103.54
IV
19.7%
B/E move
4.5%
Puts
Pseudo strike
97.36
IV
21.9%
B/E move
3.9%

35Δ

Calls
Pseudo strike
102.63
IV
19.0%
B/E move
3.8%
Puts
Pseudo strike
98.41
IV
19.6%
B/E move
3.0%

40Δ

Calls
Pseudo strike
101.96
IV
19.5%
B/E move
3.4%
Puts
Pseudo strike
99.21
IV
18.6%
B/E move
2.4%

45Δ

Calls
Pseudo strike
101.27
IV
20.1%
B/E move
3.1%
Puts
Pseudo strike
99.83
IV
19.5%
B/E move
2.2%

50Δ

Calls
Pseudo strike
100.56
IV
18.7%
B/E move
2.5%
Puts
Pseudo strike
100.42
IV
18.0%
B/E move
1.7%

55Δ

Calls
Pseudo strike
99.85
IV
16.9%
B/E move
2.0%
Puts
Pseudo strike
101.00
IV
15.6%
B/E move
1.1%

60Δ

Calls
Pseudo strike
99.18
IV
18.1%
B/E move
1.8%
Puts
Pseudo strike
101.56
IV
15.4%
B/E move
0.9%

65Δ

Calls
Pseudo strike
98.45
IV
18.8%
B/E move
1.6%
Puts
Pseudo strike
102.10
IV
15.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
97.68
IV
19.1%
B/E move
1.4%
Puts
Pseudo strike
102.56
IV
14.2%
B/E move
0.5%

75Δ

Calls
Pseudo strike
96.93
IV
19.0%
B/E move
1.1%
Puts
Pseudo strike
103.06
IV
13.6%
B/E move
0.2%

80Δ

Calls
Pseudo strike
96.39
IV
17.5%
B/E move
0.9%
Puts
Pseudo strike
104.53
IV
16.6%
B/E move
0.2%

Options history

No recorded observations