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State Street SPDR Dow Jones REIT ETF RWR

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Market datapartial · fetched 2026-10-22T23:44:58.250Z

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 · 2026-10-22T22:30:00.000885876Z

FundamentalsAlpha Vantage · unavailable

Share price$107.61
1D+1.3%
AH$106.09$106.50$106.91$107.31$107.725:30 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$0.71$2.56$4.40$6.25$8.10$98.86$102.71$106.55$110.40$114.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RWR spot · $107.61RWR PRICE$0.91$0.97$1.02$1.03$1.17$1.44$1.75$2.66$2.98$2.87$2.87$3.37$3.79$1.03$1.26$1.41$1.65$1.96$2.33$2.81$3.38$3.79$4.52$5.55$7.27$7.57
PutsExpensive1.65×
CallsExpensive1.07×
SkewBearish+6.98 pp
Implied moveBearish±$4.56
TiltBearish24.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ115.7227.9%8.4%101.0929.3%7.0%
25Δ112.8922.3%5.8%102.8926.7%5.6%
30Δ111.0918.2%4.2%104.4923.7%4.2%
35Δ109.8514.8%3.0%105.5822.3%3.4%
40Δ109.1613.8%2.5%106.4621.9%2.9%
45Δ108.5814.2%2.2%107.3221.7%2.4%
50Δ108.0414.8%2.0%108.1622.2%2.1%
55Δ107.3119.3%2.2%109.0522.9%1.8%
60Δ106.7519.3%2.0%109.8922.2%1.4%
65Δ106.3316.1%1.5%110.9022.9%1.1%
70Δ105.8713.6%1.1%112.1624.3%0.9%
75Δ105.2113.8%0.9%114.0427.3%0.8%
80Δ104.6213.4%0.7%114.7124.7%0.4%

20Δ

Calls
Pseudo strike
115.72
IV
27.9%
B/E move
8.4%
Puts
Pseudo strike
101.09
IV
29.3%
B/E move
7.0%

25Δ

Calls
Pseudo strike
112.89
IV
22.3%
B/E move
5.8%
Puts
Pseudo strike
102.89
IV
26.7%
B/E move
5.6%

30Δ

Calls
Pseudo strike
111.09
IV
18.2%
B/E move
4.2%
Puts
Pseudo strike
104.49
IV
23.7%
B/E move
4.2%

35Δ

Calls
Pseudo strike
109.85
IV
14.8%
B/E move
3.0%
Puts
Pseudo strike
105.58
IV
22.3%
B/E move
3.4%

40Δ

Calls
Pseudo strike
109.16
IV
13.8%
B/E move
2.5%
Puts
Pseudo strike
106.46
IV
21.9%
B/E move
2.9%

45Δ

Calls
Pseudo strike
108.58
IV
14.2%
B/E move
2.2%
Puts
Pseudo strike
107.32
IV
21.7%
B/E move
2.4%

50Δ

Calls
Pseudo strike
108.04
IV
14.8%
B/E move
2.0%
Puts
Pseudo strike
108.16
IV
22.2%
B/E move
2.1%

55Δ

Calls
Pseudo strike
107.31
IV
19.3%
B/E move
2.2%
Puts
Pseudo strike
109.05
IV
22.9%
B/E move
1.8%

60Δ

Calls
Pseudo strike
106.75
IV
19.3%
B/E move
2.0%
Puts
Pseudo strike
109.89
IV
22.2%
B/E move
1.4%

65Δ

Calls
Pseudo strike
106.33
IV
16.1%
B/E move
1.5%
Puts
Pseudo strike
110.90
IV
22.9%
B/E move
1.1%

70Δ

Calls
Pseudo strike
105.87
IV
13.6%
B/E move
1.1%
Puts
Pseudo strike
112.16
IV
24.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
105.21
IV
13.8%
B/E move
0.9%
Puts
Pseudo strike
114.04
IV
27.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
104.62
IV
13.4%
B/E move
0.7%
Puts
Pseudo strike
114.71
IV
24.7%
B/E move
0.4%

Options history

No recorded observations