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State Street SPDR S&P Dividend ETF SDY

i

Market dataready · fetched 2026-11-13T01:31:23.758Z

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 · 2026-11-13T01:00:00.11326359Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:31:23.401888+00:00

Share price$163.40
1D-1.2%
AH$162.84$163.42$164.00$164.58$165.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSDY
Sold putSold callAH

State Street SPDR S&P Dividend ETF options

Live interpolated SDY call and put midpoint premiums by absolute delta.State Street SPDR S&P Dividend ETF$1.19$1.81$2.43$3.05$3.67$158.14$160.45$162.77$165.08$167.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SDY spot · $163.40SDY PRICE$1.55$1.86$2.20$2.51$2.65$2.84$3.12$3.49$1.70$1.75$1.75$1.26$1.36$1.52$1.68$1.73$1.78$1.82$2.28$3.27
Puts——
Calls——
Skew——
Implied moveBullish±$3.72
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ152.3161.1%7.8%
25Δ156.4447.4%5.3%
30Δ159.1637.4%3.7%
35Δ
40Δ165.0823.2%2.0%162.4718.3%1.3%
45Δ164.3423.1%1.7%163.1016.5%1.0%
50Δ163.6423.2%1.5%163.5715.6%0.8%
55Δ162.9522.9%1.3%164.0214.7%0.6%
60Δ162.3820.9%1.0%164.3013.3%0.5%
65Δ161.8219.3%0.8%164.5712.0%0.4%
70Δ161.2918.4%0.6%164.8510.6%0.2%
75Δ160.7117.8%0.5%165.4311.2%0.2%
80Δ166.4513.6%0.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
152.31
IV
61.1%
B/E move
7.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
156.44
IV
47.4%
B/E move
5.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
159.16
IV
37.4%
B/E move
3.7%

35Δ

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

40Δ

Calls
Pseudo strike
165.08
IV
23.2%
B/E move
2.0%
Puts
Pseudo strike
162.47
IV
18.3%
B/E move
1.3%

45Δ

Calls
Pseudo strike
164.34
IV
23.1%
B/E move
1.7%
Puts
Pseudo strike
163.10
IV
16.5%
B/E move
1.0%

50Δ

Calls
Pseudo strike
163.64
IV
23.2%
B/E move
1.5%
Puts
Pseudo strike
163.57
IV
15.6%
B/E move
0.8%

55Δ

Calls
Pseudo strike
162.95
IV
22.9%
B/E move
1.3%
Puts
Pseudo strike
164.02
IV
14.7%
B/E move
0.6%

60Δ

Calls
Pseudo strike
162.38
IV
20.9%
B/E move
1.0%
Puts
Pseudo strike
164.30
IV
13.3%
B/E move
0.5%

65Δ

Calls
Pseudo strike
161.82
IV
19.3%
B/E move
0.8%
Puts
Pseudo strike
164.57
IV
12.0%
B/E move
0.4%

70Δ

Calls
Pseudo strike
161.29
IV
18.4%
B/E move
0.6%
Puts
Pseudo strike
164.85
IV
10.6%
B/E move
0.2%

75Δ

Calls
Pseudo strike
160.71
IV
17.8%
B/E move
0.5%
Puts
Pseudo strike
165.43
IV
11.2%
B/E move
0.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
166.45
IV
13.6%
B/E move
0.1%

Options history

IV · four-Friday blend12.74%
Daily EOD
SDY11.8%13.0%14.2%2026-10-19: 12.03%2026-10-20: 11.96%2026-10-21: 12.07%2026-10-22: 12.75%2026-10-23: 13.90%2026-10-26: 13.86%2026-10-27: 14.06%2026-10-28: 13.82%2026-10-29: 12.51%2026-10-30: 12.74%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
12.03%
11.96%
12.07%
12.75%
13.90%
13.86%
14.06%
13.82%
12.51%
12.74%