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State Street Multi-Asset Real Return ETF RLY

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Market dataready · fetched 2026-10-22T21:53:21.733Z

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 · 2026-10-22T20:10:00.003744607Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:53:20.340629+00:00

Share price$37.13
1D-0.2%
AH$36.86$36.95$37.04$37.13$37.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRLY
Sold putSold callAH

State Street Multi-Asset Real Return ETF options

Live interpolated RLY call and put midpoint premiums by absolute delta.State Street Multi-Asset Real Return ETF$0.52$1.03$1.54$2.04$2.55$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICERLY PRICE$0.57$0.57$0.57$0.60$0.63$0.68$0.73$0.78$1.00$1.35$1.70$2.05$2.41$0.57$0.60$0.62$0.65$0.69
PutsExpensive2.05×
CallsExpensive1.80×
SkewBearish+7.84 pp
Implied move——
TiltBullish62.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.7252.9%16.6%33.6546.5%10.9%
25Δ40.4039.1%10.4%34.9536.5%7.5%
30Δ39.1330.3%6.9%35.7430.1%5.4%
35Δ38.4825.8%5.2%36.2725.9%4.1%
40Δ37.9522.2%3.9%36.6822.9%3.1%
45Δ37.6720.3%3.3%
50Δ37.4018.5%2.7%
55Δ37.1216.7%2.1%
60Δ36.7516.5%1.7%
65Δ36.3217.6%1.5%
70Δ35.8818.6%1.2%
75Δ35.4519.7%1.0%
80Δ35.0120.7%0.8%

20Δ

Calls
Pseudo strike
42.72
IV
52.9%
B/E move
16.6%
Puts
Pseudo strike
33.65
IV
46.5%
B/E move
10.9%

25Δ

Calls
Pseudo strike
40.40
IV
39.1%
B/E move
10.4%
Puts
Pseudo strike
34.95
IV
36.5%
B/E move
7.5%

30Δ

Calls
Pseudo strike
39.13
IV
30.3%
B/E move
6.9%
Puts
Pseudo strike
35.74
IV
30.1%
B/E move
5.4%

35Δ

Calls
Pseudo strike
38.48
IV
25.8%
B/E move
5.2%
Puts
Pseudo strike
36.27
IV
25.9%
B/E move
4.1%

40Δ

Calls
Pseudo strike
37.95
IV
22.2%
B/E move
3.9%
Puts
Pseudo strike
36.68
IV
22.9%
B/E move
3.1%

45Δ

Calls
Pseudo strike
37.67
IV
20.3%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
37.40
IV
18.5%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
37.12
IV
16.7%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
36.75
IV
16.5%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
36.32
IV
17.6%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
35.88
IV
18.6%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
35.45
IV
19.7%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
35.01
IV
20.7%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations