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State Street SPDR S&P Dividend ETF SDY

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Market datapartial · fetched 2026-10-23T15:45:43.283Z

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 · 2026-10-23T15:44:22.201187129Z

FundamentalsAlpha Vantage · unavailable

Share price$158.50
1D-0.4%
$157.42$157.94$158.46$158.98$159.495:30 AM6:30 AM9:00 AM1:00 PMSDY
Sold putSold call

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$0.76$2.27$3.79$5.30$6.82$144.10$149.94$155.77$161.61$167.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SDY spot · $158.50SDY PRICE$0.92$1.18$1.44$1.78$2.25$2.72$3.12$3.50$4.08$5.22$6.38$1.34$1.48$1.62$1.27$1.82$2.17$2.20$2.66$3.13$3.59
PutsExpensive1.40×
CallsCheap0.85×
SkewBearish+3.06 pp
Implied moveBalanced±$4.44
TiltBullish21.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ149.1627.5%6.7%
25Δ152.4322.6%4.8%
30Δ161.6911.1%2.6%154.9018.8%3.3%
35Δ161.0511.6%2.4%157.0512.0%1.7%
40Δ160.3711.6%2.1%157.6213.9%1.7%
45Δ159.7112.1%1.9%158.2714.3%1.5%
50Δ159.0713.1%1.8%159.0712.3%1.0%
55Δ158.3313.6%1.6%159.7912.7%0.9%
60Δ157.6013.5%1.4%160.5312.8%0.7%
65Δ156.8613.1%1.2%161.2712.7%0.5%
70Δ156.0313.4%1.0%
75Δ154.6814.0%0.9%
80Δ153.3214.7%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
149.16
IV
27.5%
B/E move
6.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
152.43
IV
22.6%
B/E move
4.8%

30Δ

Calls
Pseudo strike
161.69
IV
11.1%
B/E move
2.6%
Puts
Pseudo strike
154.90
IV
18.8%
B/E move
3.3%

35Δ

Calls
Pseudo strike
161.05
IV
11.6%
B/E move
2.4%
Puts
Pseudo strike
157.05
IV
12.0%
B/E move
1.7%

40Δ

Calls
Pseudo strike
160.37
IV
11.6%
B/E move
2.1%
Puts
Pseudo strike
157.62
IV
13.9%
B/E move
1.7%

45Δ

Calls
Pseudo strike
159.71
IV
12.1%
B/E move
1.9%
Puts
Pseudo strike
158.27
IV
14.3%
B/E move
1.5%

50Δ

Calls
Pseudo strike
159.07
IV
13.1%
B/E move
1.8%
Puts
Pseudo strike
159.07
IV
12.3%
B/E move
1.0%

55Δ

Calls
Pseudo strike
158.33
IV
13.6%
B/E move
1.6%
Puts
Pseudo strike
159.79
IV
12.7%
B/E move
0.9%

60Δ

Calls
Pseudo strike
157.60
IV
13.5%
B/E move
1.4%
Puts
Pseudo strike
160.53
IV
12.8%
B/E move
0.7%

65Δ

Calls
Pseudo strike
156.86
IV
13.1%
B/E move
1.2%
Puts
Pseudo strike
161.27
IV
12.7%
B/E move
0.5%

70Δ

Calls
Pseudo strike
156.03
IV
13.4%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
154.68
IV
14.0%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
153.32
IV
14.7%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations