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State Street SPDR Dow Jones REIT ETF RWR

i

Market dataready · fetched 2026-11-12T02:16:16.880Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T01:00:00.003568648Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:16:16.454390+00:00

Share price$112.39
1D+0.3%
AH$111.53$111.78$112.02$112.26$112.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRWR
Sold putSold callAH

State Street SPDR Dow Jones REIT ETF options

Live interpolated RWR call and put midpoint premiums by absolute delta.State Street SPDR Dow Jones REIT ETF$0.62$1.65$2.69$3.72$4.76$104.80$108.68$112.57$116.46$120.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RWR spot · $112.39RWR PRICE$0.73$0.88$0.75$0.98$1.13$1.24$1.38$1.53$1.76$2.04$2.32$2.63$3.00$0.91$1.00$1.09$1.21$1.32$1.44$1.60$1.77$2.17$2.57$2.98$3.55$4.46
PutsCheap0.78×
CallsCheap0.61×
SkewBearish+4.57 pp
Implied moveBearish±$2.98
TiltBearish12.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ118.2637.1%5.9%106.2845.5%6.2%
25Δ116.8835.0%4.8%108.3537.5%4.5%
30Δ114.5922.1%2.6%109.7332.1%3.3%
35Δ114.1823.8%2.5%110.6828.8%2.6%
40Δ113.6623.4%2.1%111.4226.1%2.0%
45Δ113.0521.4%1.7%112.0623.9%1.6%
50Δ112.5920.2%1.4%112.5422.4%1.3%
55Δ112.1419.0%1.1%113.0321.1%1.0%
60Δ111.7018.7%1.0%113.5822.1%0.9%
65Δ111.2618.8%0.8%114.1422.8%0.7%
70Δ110.8218.7%0.7%114.7222.9%0.6%
75Δ110.3718.3%0.5%115.4523.6%0.4%
80Δ109.8618.2%0.4%116.4725.5%0.3%

20Δ

Calls
Pseudo strike
118.26
IV
37.1%
B/E move
5.9%
Puts
Pseudo strike
106.28
IV
45.5%
B/E move
6.2%

25Δ

Calls
Pseudo strike
116.88
IV
35.0%
B/E move
4.8%
Puts
Pseudo strike
108.35
IV
37.5%
B/E move
4.5%

30Δ

Calls
Pseudo strike
114.59
IV
22.1%
B/E move
2.6%
Puts
Pseudo strike
109.73
IV
32.1%
B/E move
3.3%

35Δ

Calls
Pseudo strike
114.18
IV
23.8%
B/E move
2.5%
Puts
Pseudo strike
110.68
IV
28.8%
B/E move
2.6%

40Δ

Calls
Pseudo strike
113.66
IV
23.4%
B/E move
2.1%
Puts
Pseudo strike
111.42
IV
26.1%
B/E move
2.0%

45Δ

Calls
Pseudo strike
113.05
IV
21.4%
B/E move
1.7%
Puts
Pseudo strike
112.06
IV
23.9%
B/E move
1.6%

50Δ

Calls
Pseudo strike
112.59
IV
20.2%
B/E move
1.4%
Puts
Pseudo strike
112.54
IV
22.4%
B/E move
1.3%

55Δ

Calls
Pseudo strike
112.14
IV
19.0%
B/E move
1.1%
Puts
Pseudo strike
113.03
IV
21.1%
B/E move
1.0%

60Δ

Calls
Pseudo strike
111.70
IV
18.7%
B/E move
1.0%
Puts
Pseudo strike
113.58
IV
22.1%
B/E move
0.9%

65Δ

Calls
Pseudo strike
111.26
IV
18.8%
B/E move
0.8%
Puts
Pseudo strike
114.14
IV
22.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
110.82
IV
18.7%
B/E move
0.7%
Puts
Pseudo strike
114.72
IV
22.9%
B/E move
0.6%

75Δ

Calls
Pseudo strike
110.37
IV
18.3%
B/E move
0.5%
Puts
Pseudo strike
115.45
IV
23.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
109.86
IV
18.2%
B/E move
0.4%
Puts
Pseudo strike
116.47
IV
25.5%
B/E move
0.3%

Options history

IV · four-Friday blend17.66%
Daily EOD
RWR17.0%17.8%18.6%2026-10-19: 17.20%2026-10-20: 17.11%2026-10-21: 17.43%2026-10-22: 17.30%2026-10-23: 18.26%2026-10-26: 18.45%2026-10-27: 17.87%2026-10-28: 18.30%2026-10-29: 17.44%2026-10-30: 17.66%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
17.20%
17.11%
17.43%
17.30%
18.26%
18.45%
17.87%
18.30%
17.44%
17.66%