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State Street SPDR S&P Dividend ETF SDY

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Market dataready · fetched 2026-10-22T23:51:22.384Z

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 · 2026-10-22T22:30:00.003932322Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:51:22.025209+00:00

Share price$159.94
1D+2.0%
AH$156.56$157.47$158.39$159.30$160.215:30 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$0.56$2.00$3.44$4.88$6.31$143.92$150.22$156.52$162.81$169.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SDY spot · $159.94SDY PRICE$0.72$1.01$1.32$1.68$1.89$2.02$2.16$2.63$2.93$3.13$4.56$5.90$0.86$1.15$1.35$1.73$2.31$2.89$3.14$3.22$3.37$3.84
PutsExpensive1.49×
CallsCheap0.78×
SkewBearish+4.16 pp
Implied moveBearish±$5.16
TiltBullish11.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ154.4316.6%4.0%
25Δ163.7810.5%2.8%155.6016.7%3.4%
30Δ163.3311.6%2.8%156.9915.4%2.7%
35Δ162.8112.6%2.6%157.8515.9%2.4%
40Δ162.0913.3%2.4%158.6817.3%2.2%
45Δ161.2812.6%2.0%159.6218.3%2.0%
50Δ160.5711.5%1.7%160.5917.0%1.6%
55Δ159.9110.5%1.3%161.4015.0%1.1%
60Δ159.2511.0%1.2%162.1113.5%0.7%
65Δ158.6910.7%1.0%162.8913.3%0.6%
70Δ158.199.9%0.9%
75Δ156.7112.5%0.8%
80Δ155.2514.2%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
154.43
IV
16.6%
B/E move
4.0%

25Δ

Calls
Pseudo strike
163.78
IV
10.5%
B/E move
2.8%
Puts
Pseudo strike
155.60
IV
16.7%
B/E move
3.4%

30Δ

Calls
Pseudo strike
163.33
IV
11.6%
B/E move
2.8%
Puts
Pseudo strike
156.99
IV
15.4%
B/E move
2.7%

35Δ

Calls
Pseudo strike
162.81
IV
12.6%
B/E move
2.6%
Puts
Pseudo strike
157.85
IV
15.9%
B/E move
2.4%

40Δ

Calls
Pseudo strike
162.09
IV
13.3%
B/E move
2.4%
Puts
Pseudo strike
158.68
IV
17.3%
B/E move
2.2%

45Δ

Calls
Pseudo strike
161.28
IV
12.6%
B/E move
2.0%
Puts
Pseudo strike
159.62
IV
18.3%
B/E move
2.0%

50Δ

Calls
Pseudo strike
160.57
IV
11.5%
B/E move
1.7%
Puts
Pseudo strike
160.59
IV
17.0%
B/E move
1.6%

55Δ

Calls
Pseudo strike
159.91
IV
10.5%
B/E move
1.3%
Puts
Pseudo strike
161.40
IV
15.0%
B/E move
1.1%

60Δ

Calls
Pseudo strike
159.25
IV
11.0%
B/E move
1.2%
Puts
Pseudo strike
162.11
IV
13.5%
B/E move
0.7%

65Δ

Calls
Pseudo strike
158.69
IV
10.7%
B/E move
1.0%
Puts
Pseudo strike
162.89
IV
13.3%
B/E move
0.6%

70Δ

Calls
Pseudo strike
158.19
IV
9.9%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
156.71
IV
12.5%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
155.25
IV
14.2%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations