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State Street SPDR S&P Kensho Final Frontiers ETF ROKT

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Market dataready · fetched 2026-10-23T00:21:38.127Z

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 · 2026-10-23T00:00:00.089673566Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T00:18:24.823576+00:00

Share price$98.87
1D-1.3%
AH$97.58$98.28$98.98$99.69$100.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMROKT
Sold putSold callAH

State Street SPDR S&P Kensho Final Frontiers ETF options

Live interpolated ROKT call and put midpoint premiums by absolute delta.State Street SPDR S&P Kensho Final Frontiers ETF$2.05$4.28$6.52$8.75$10.98$87.19$94.15$101.12$108.09$115.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ROKT spot · $98.87ROKT PRICE$2.29$2.31$2.50$2.75$3.45$3.92$3.04$3.42$3.62$5.51$6.26$7.29$8.66$10.34
PutsExpensive1.21×
CallsCheap0.73×
SkewBullish-2.98 pp
Implied moveBalanced±$6.87
TiltBearish47.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ107.1546.3%10.7%
35Δ103.9037.4%7.4%
40Δ102.0033.2%5.7%
45Δ100.5830.3%4.5%98.4730.4%3.5%
50Δ99.6132.8%4.2%99.5029.3%2.8%
55Δ98.4632.0%3.6%100.3626.7%2.2%
60Δ102.1234.3%2.3%
65Δ103.3533.7%1.8%
70Δ104.7633.9%1.4%
75Δ106.4934.8%1.1%
80Δ108.4935.6%0.7%

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
107.15
IV
46.3%
B/E move
10.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
103.90
IV
37.4%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
102.00
IV
33.2%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
100.58
IV
30.3%
B/E move
4.5%
Puts
Pseudo strike
98.47
IV
30.4%
B/E move
3.5%

50Δ

Calls
Pseudo strike
99.61
IV
32.8%
B/E move
4.2%
Puts
Pseudo strike
99.50
IV
29.3%
B/E move
2.8%

55Δ

Calls
Pseudo strike
98.46
IV
32.0%
B/E move
3.6%
Puts
Pseudo strike
100.36
IV
26.7%
B/E move
2.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
102.12
IV
34.3%
B/E move
2.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
103.35
IV
33.7%
B/E move
1.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
104.76
IV
33.9%
B/E move
1.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
106.49
IV
34.8%
B/E move
1.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
108.49
IV
35.6%
B/E move
0.7%

Options history

No recorded observations