IntraAlpha
Create free account Start free

State Street SPDR MSCI USA StrategicFactors ETF QUS

i

Market datapartial · fetched 2026-10-22T23:53:29.286Z

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 · 2026-10-22T22:30:00.003701892Z

FundamentalsAlpha Vantage · unavailable

Share price$197.45
1D+0.3%
AH$195.95$196.35$196.76$197.16$197.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQUS
Sold putSold callAH

State Street SPDR MSCI USA StrategicFactors ETF options

Live interpolated QUS call and put midpoint premiums by absolute delta.State Street SPDR MSCI USA StrategicFactors ETF$0.65$3.03$5.41$7.79$10.17$187.15$191.90$196.65$201.39$206.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QUS spot · $197.45QUS PRICE$0.91$1.11$1.29$1.46$1.71$2.06$2.46$2.98$3.54$4.13$4.77$5.51$7.02$1.27$1.47$1.71$2.03$2.35$2.75$3.17$3.61$4.29$5.26$6.22$7.19$9.48
PutsExpensive2.17×
CallsExpensive1.38×
SkewBearish+2.90 pp
Implied moveBearish±$5.63
TiltBearish13.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ205.5014.8%4.5%189.2920.0%4.8%
25Δ203.9013.9%3.8%191.9717.4%3.5%
30Δ202.4112.7%3.2%193.7115.8%2.8%
35Δ200.9211.6%2.5%195.0215.1%2.3%
40Δ199.7110.9%2.0%196.1914.4%1.8%
45Δ198.9411.1%1.8%197.2314.2%1.5%
50Δ198.1611.3%1.6%198.2113.9%1.2%
55Δ197.3411.7%1.5%199.1713.6%1.0%
60Δ196.4712.1%1.3%200.2213.8%0.8%
65Δ195.5612.2%1.1%201.5014.1%0.6%
70Δ194.6112.3%1.0%202.7814.4%0.5%
75Δ193.5812.3%0.8%204.0614.7%0.3%
80Δ191.9013.6%0.7%206.5716.9%0.2%

20Δ

Calls
Pseudo strike
205.50
IV
14.8%
B/E move
4.5%
Puts
Pseudo strike
189.29
IV
20.0%
B/E move
4.8%

25Δ

Calls
Pseudo strike
203.90
IV
13.9%
B/E move
3.8%
Puts
Pseudo strike
191.97
IV
17.4%
B/E move
3.5%

30Δ

Calls
Pseudo strike
202.41
IV
12.7%
B/E move
3.2%
Puts
Pseudo strike
193.71
IV
15.8%
B/E move
2.8%

35Δ

Calls
Pseudo strike
200.92
IV
11.6%
B/E move
2.5%
Puts
Pseudo strike
195.02
IV
15.1%
B/E move
2.3%

40Δ

Calls
Pseudo strike
199.71
IV
10.9%
B/E move
2.0%
Puts
Pseudo strike
196.19
IV
14.4%
B/E move
1.8%

45Δ

Calls
Pseudo strike
198.94
IV
11.1%
B/E move
1.8%
Puts
Pseudo strike
197.23
IV
14.2%
B/E move
1.5%

50Δ

Calls
Pseudo strike
198.16
IV
11.3%
B/E move
1.6%
Puts
Pseudo strike
198.21
IV
13.9%
B/E move
1.2%

55Δ

Calls
Pseudo strike
197.34
IV
11.7%
B/E move
1.5%
Puts
Pseudo strike
199.17
IV
13.6%
B/E move
1.0%

60Δ

Calls
Pseudo strike
196.47
IV
12.1%
B/E move
1.3%
Puts
Pseudo strike
200.22
IV
13.8%
B/E move
0.8%

65Δ

Calls
Pseudo strike
195.56
IV
12.2%
B/E move
1.1%
Puts
Pseudo strike
201.50
IV
14.1%
B/E move
0.6%

70Δ

Calls
Pseudo strike
194.61
IV
12.3%
B/E move
1.0%
Puts
Pseudo strike
202.78
IV
14.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
193.58
IV
12.3%
B/E move
0.8%
Puts
Pseudo strike
204.06
IV
14.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
191.90
IV
13.6%
B/E move
0.7%
Puts
Pseudo strike
206.57
IV
16.9%
B/E move
0.2%

Options history

No recorded observations