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State Street SPDR S&P Kensho Final Frontiers ETF ROKT

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Market datapartial · fetched 2026-10-23T16:43:23.884Z

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 · 2026-10-23T15:56:57.896731358Z

FundamentalsAlpha Vantage · unavailable

Share price$99.26
1D+1.2%
$97.45$97.93$98.42$98.90$99.395:30 AM6:30 AM9:00 AM1:00 PMROKT
Sold putSold call

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$2.37$4.58$6.78$8.99$11.19$87.47$93.21$98.95$104.70$110.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ROKT spot · $99.25ROKT PRICE$2.61$2.79$2.96$3.15$3.41$3.65$4.00$4.58$5.58$2.92$3.42$4.00$4.61$5.40$6.43$7.26$8.39$10.56
PutsExpensive1.25×
CallsExpensive1.18×
SkewBearish+8.64 pp
Implied moveBearish±$6.97
TiltBearish23.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ102.9536.0%6.4%97.5935.1%4.6%
45Δ101.5932.6%5.2%98.8134.6%3.9%
50Δ100.2329.1%4.0%100.0034.3%3.3%
55Δ98.9225.8%2.8%101.1833.8%2.7%
60Δ98.1124.1%2.3%102.4334.1%2.2%
65Δ97.4222.4%1.8%103.8535.1%1.9%
70Δ96.7021.2%1.5%105.1234.3%1.4%
75Δ95.8521.1%1.2%106.6134.3%1.0%
80Δ94.6722.3%1.0%109.0636.9%0.8%

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

35Δ

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

40Δ

Calls
Pseudo strike
102.95
IV
36.0%
B/E move
6.4%
Puts
Pseudo strike
97.59
IV
35.1%
B/E move
4.6%

45Δ

Calls
Pseudo strike
101.59
IV
32.6%
B/E move
5.2%
Puts
Pseudo strike
98.81
IV
34.6%
B/E move
3.9%

50Δ

Calls
Pseudo strike
100.23
IV
29.1%
B/E move
4.0%
Puts
Pseudo strike
100.00
IV
34.3%
B/E move
3.3%

55Δ

Calls
Pseudo strike
98.92
IV
25.8%
B/E move
2.8%
Puts
Pseudo strike
101.18
IV
33.8%
B/E move
2.7%

60Δ

Calls
Pseudo strike
98.11
IV
24.1%
B/E move
2.3%
Puts
Pseudo strike
102.43
IV
34.1%
B/E move
2.2%

65Δ

Calls
Pseudo strike
97.42
IV
22.4%
B/E move
1.8%
Puts
Pseudo strike
103.85
IV
35.1%
B/E move
1.9%

70Δ

Calls
Pseudo strike
96.70
IV
21.2%
B/E move
1.5%
Puts
Pseudo strike
105.12
IV
34.3%
B/E move
1.4%

75Δ

Calls
Pseudo strike
95.85
IV
21.1%
B/E move
1.2%
Puts
Pseudo strike
106.61
IV
34.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
94.67
IV
22.3%
B/E move
1.0%
Puts
Pseudo strike
109.06
IV
36.9%
B/E move
0.8%

Options history

No recorded observations