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State Street SPDR MSCI Emerging Markets StrategicFactors ETF QEMM

i

Market dataready · fetched 2026-11-12T02:00:57.975Z

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 · 2026-11-12T01:00:00.122006317Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:00:56.751916+00:00

Share price$76.74
1D+0.4%
AH$76.49$76.71$76.92$77.13$77.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQEMM
Sold putSold callAH

State Street SPDR MSCI Emerging Markets StrategicFactors ETF options

Live interpolated QEMM call and put midpoint premiums by absolute delta.State Street SPDR MSCI Emerging Markets StrategicFactors ETF$0.33$4.45$8.57$12.69$16.80$69.43$72.98$76.53$80.08$83.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive QEMM spot · $76.74QEMM PRICE$0.78$0.97$1.16$1.34$1.53$1.72$1.91$2.10$2.59$3.22$3.91$4.61$1.27$1.78$2.29$2.81$3.32$3.83$4.35$5.59$8.46$11.33$15.62
Puts——
Calls——
Skew——
Implied moveBearish±$5.04
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ81.3121.7%7.0%
30Δ80.5821.0%6.3%74.0325.9%5.2%
35Δ79.8520.2%5.6%74.9226.6%4.7%
40Δ79.1219.5%4.8%75.8127.2%4.2%
45Δ78.3918.7%4.1%76.7127.9%3.7%
50Δ77.6618.0%3.4%77.6028.5%3.2%
55Δ76.9317.2%2.7%78.4929.1%2.7%
60Δ76.2016.5%2.0%79.3829.8%2.2%
65Δ75.4817.6%1.7%80.9332.4%1.8%
70Δ74.7318.9%1.6%83.9139.7%1.7%
75Δ73.8619.4%1.3%86.9046.9%1.5%
80Δ72.9920.0%1.1%91.2857.1%1.4%

20Δ

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

25Δ

Calls
Pseudo strike
81.31
IV
21.7%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
80.58
IV
21.0%
B/E move
6.3%
Puts
Pseudo strike
74.03
IV
25.9%
B/E move
5.2%

35Δ

Calls
Pseudo strike
79.85
IV
20.2%
B/E move
5.6%
Puts
Pseudo strike
74.92
IV
26.6%
B/E move
4.7%

40Δ

Calls
Pseudo strike
79.12
IV
19.5%
B/E move
4.8%
Puts
Pseudo strike
75.81
IV
27.2%
B/E move
4.2%

45Δ

Calls
Pseudo strike
78.39
IV
18.7%
B/E move
4.1%
Puts
Pseudo strike
76.71
IV
27.9%
B/E move
3.7%

50Δ

Calls
Pseudo strike
77.66
IV
18.0%
B/E move
3.4%
Puts
Pseudo strike
77.60
IV
28.5%
B/E move
3.2%

55Δ

Calls
Pseudo strike
76.93
IV
17.2%
B/E move
2.7%
Puts
Pseudo strike
78.49
IV
29.1%
B/E move
2.7%

60Δ

Calls
Pseudo strike
76.20
IV
16.5%
B/E move
2.0%
Puts
Pseudo strike
79.38
IV
29.8%
B/E move
2.2%

65Δ

Calls
Pseudo strike
75.48
IV
17.6%
B/E move
1.7%
Puts
Pseudo strike
80.93
IV
32.4%
B/E move
1.8%

70Δ

Calls
Pseudo strike
74.73
IV
18.9%
B/E move
1.6%
Puts
Pseudo strike
83.91
IV
39.7%
B/E move
1.7%

75Δ

Calls
Pseudo strike
73.86
IV
19.4%
B/E move
1.3%
Puts
Pseudo strike
86.90
IV
46.9%
B/E move
1.5%

80Δ

Calls
Pseudo strike
72.99
IV
20.0%
B/E move
1.1%
Puts
Pseudo strike
91.28
IV
57.1%
B/E move
1.4%

Options history

IV · four-Friday blend21.51%
Daily EOD
QEMM18.8%20.3%21.7%2026-10-19: 19.10%2026-10-20: 19.44%2026-10-21: 19.01%2026-10-22: 20.32%2026-10-23: 20.89%2026-10-26: 20.67%2026-10-27: 20.53%2026-10-28: 20.48%2026-10-29: 20.64%2026-10-30: 21.51%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.10%
19.44%
19.01%
20.32%
20.89%
20.67%
20.53%
20.48%
20.64%
21.51%