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State Street SPDR MSCI Emerging Markets StrategicFactors ETF QEMM

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Market datapartial · fetched 2026-10-22T21:30:50.155Z

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 · 2026-10-22T20:10:00.004217007Z

FundamentalsAlpha Vantage · unavailable

Share price$76.90
1D-0.2%
AH$76.63$76.76$76.88$77.00$77.135:30 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$0.49$1.67$2.86$4.05$5.24$70.83$74.03$77.22$80.42$83.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QEMM spot · $76.90QEMM PRICE$0.61$0.72$0.85$0.98$1.19$1.43$1.71$2.04$2.41$2.87$3.40$4.01$4.52$0.72$0.81$0.98$1.18$1.39$1.64$1.90$2.17$2.55$2.98$3.41$4.05$4.90
PutsExpensive1.08×
CallsExpensive1.44×
SkewBearish+0.44 pp
Implied moveBearish±$3.62
TiltBearish3.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ82.4026.4%8.0%72.2928.9%6.9%
25Δ80.8223.1%6.0%73.8624.3%5.0%
30Δ79.8021.3%4.9%74.7123.0%4.1%
35Δ78.9319.7%3.9%75.4322.3%3.4%
40Δ78.3619.7%3.4%76.1021.7%2.9%
45Δ77.8119.9%3.0%76.6921.5%2.4%
50Δ77.2620.4%2.7%77.2721.1%2.0%
55Δ76.6920.9%2.4%77.8420.7%1.6%
60Δ76.1021.5%2.1%78.4520.8%1.3%
65Δ75.4422.1%1.8%79.0821.1%1.0%
70Δ74.7122.9%1.6%79.7120.9%0.8%
75Δ73.9123.6%1.3%80.5221.5%0.5%
80Δ73.1923.0%1.0%81.5322.4%0.4%

20Δ

Calls
Pseudo strike
82.40
IV
26.4%
B/E move
8.0%
Puts
Pseudo strike
72.29
IV
28.9%
B/E move
6.9%

25Δ

Calls
Pseudo strike
80.82
IV
23.1%
B/E move
6.0%
Puts
Pseudo strike
73.86
IV
24.3%
B/E move
5.0%

30Δ

Calls
Pseudo strike
79.80
IV
21.3%
B/E move
4.9%
Puts
Pseudo strike
74.71
IV
23.0%
B/E move
4.1%

35Δ

Calls
Pseudo strike
78.93
IV
19.7%
B/E move
3.9%
Puts
Pseudo strike
75.43
IV
22.3%
B/E move
3.4%

40Δ

Calls
Pseudo strike
78.36
IV
19.7%
B/E move
3.4%
Puts
Pseudo strike
76.10
IV
21.7%
B/E move
2.9%

45Δ

Calls
Pseudo strike
77.81
IV
19.9%
B/E move
3.0%
Puts
Pseudo strike
76.69
IV
21.5%
B/E move
2.4%

50Δ

Calls
Pseudo strike
77.26
IV
20.4%
B/E move
2.7%
Puts
Pseudo strike
77.27
IV
21.1%
B/E move
2.0%

55Δ

Calls
Pseudo strike
76.69
IV
20.9%
B/E move
2.4%
Puts
Pseudo strike
77.84
IV
20.7%
B/E move
1.6%

60Δ

Calls
Pseudo strike
76.10
IV
21.5%
B/E move
2.1%
Puts
Pseudo strike
78.45
IV
20.8%
B/E move
1.3%

65Δ

Calls
Pseudo strike
75.44
IV
22.1%
B/E move
1.8%
Puts
Pseudo strike
79.08
IV
21.1%
B/E move
1.0%

70Δ

Calls
Pseudo strike
74.71
IV
22.9%
B/E move
1.6%
Puts
Pseudo strike
79.71
IV
20.9%
B/E move
0.8%

75Δ

Calls
Pseudo strike
73.91
IV
23.6%
B/E move
1.3%
Puts
Pseudo strike
80.52
IV
21.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
73.19
IV
23.0%
B/E move
1.0%
Puts
Pseudo strike
81.53
IV
22.4%
B/E move
0.4%

Options history

No recorded observations