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State Street SPDR MSCI EAFE StrategicFactors ETF QEFA

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Market datapartial · fetched 2026-10-22T15:55:16.977Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T15:47:39.68225421Z

FundamentalsAlpha Vantage · unavailable

Share price$99.69
1D-0.2%
$99.62$99.71$99.80$99.89$99.985:30 AM6:30 AM9:00 AM1:00 PMQEFA
Sold putSold call

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$2.93$4.08$5.23$6.38$7.54$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEQEFA PRICE$5.97$7.20$3.06
PutsExpensive1.48×
CallsFair0.98×
SkewBearish+3.99 pp
Implied move——
TiltBullish62.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ98.9417.7%3.8%
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ96.1813.3%2.5%
80Δ94.7014.1%2.2%

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
98.94
IV
17.7%
B/E move
3.8%

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

Calls
Pseudo strike
IV
B/E move
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
96.18
IV
13.3%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
94.70
IV
14.1%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations