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State Street SPDR MSCI USA Gender Diversity ETF SHE

i

Market dataready · fetched 2026-10-22T22:08:32.187Z

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 · 2026-10-22T20:10:00.003355497Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:08:30.812131+00:00

Share price$154.89
1D-0.1%
AH$154.50$154.59$154.67$154.76$154.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSHE
Sold putSold callAH

State Street SPDR MSCI USA Gender Diversity ETF options

Live interpolated SHE call and put midpoint premiums by absolute delta.State Street SPDR MSCI USA Gender Diversity ETF$0.49$2.38$4.26$6.15$8.03$145.72$150.17$154.61$159.05$163.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SHE spot · $154.89SHE PRICE$0.70$0.90$1.18$1.47$1.84$2.25$2.72$3.27$3.88$4.57$5.53$1.62$1.94$2.24$2.60$3.06$3.53$4.02$4.60$5.19$6.05$7.49
PutsExpensive1.39×
CallsExpensive1.64×
SkewBearish+1.31 pp
Implied moveBearish±$5.78
TiltBearish19.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ161.0514.6%4.4%
25Δ159.7014.0%3.7%
30Δ158.8614.4%3.3%151.3018.9%3.4%
35Δ158.0014.7%3.0%152.5018.3%2.8%
40Δ157.2015.1%2.7%153.6317.5%2.3%
45Δ156.3815.5%2.4%154.6117.1%1.9%
50Δ155.5316.0%2.2%155.5617.0%1.5%
55Δ154.6316.5%1.9%156.4716.8%1.3%
60Δ153.6717.0%1.7%157.4016.5%1.0%
65Δ152.6417.4%1.5%158.3416.4%0.7%
70Δ151.4118.4%1.3%159.2716.0%0.5%
75Δ160.4116.2%0.3%
80Δ162.0617.3%0.2%

20Δ

Calls
Pseudo strike
161.05
IV
14.6%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
159.70
IV
14.0%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
158.86
IV
14.4%
B/E move
3.3%
Puts
Pseudo strike
151.30
IV
18.9%
B/E move
3.4%

35Δ

Calls
Pseudo strike
158.00
IV
14.7%
B/E move
3.0%
Puts
Pseudo strike
152.50
IV
18.3%
B/E move
2.8%

40Δ

Calls
Pseudo strike
157.20
IV
15.1%
B/E move
2.7%
Puts
Pseudo strike
153.63
IV
17.5%
B/E move
2.3%

45Δ

Calls
Pseudo strike
156.38
IV
15.5%
B/E move
2.4%
Puts
Pseudo strike
154.61
IV
17.1%
B/E move
1.9%

50Δ

Calls
Pseudo strike
155.53
IV
16.0%
B/E move
2.2%
Puts
Pseudo strike
155.56
IV
17.0%
B/E move
1.5%

55Δ

Calls
Pseudo strike
154.63
IV
16.5%
B/E move
1.9%
Puts
Pseudo strike
156.47
IV
16.8%
B/E move
1.3%

60Δ

Calls
Pseudo strike
153.67
IV
17.0%
B/E move
1.7%
Puts
Pseudo strike
157.40
IV
16.5%
B/E move
1.0%

65Δ

Calls
Pseudo strike
152.64
IV
17.4%
B/E move
1.5%
Puts
Pseudo strike
158.34
IV
16.4%
B/E move
0.7%

70Δ

Calls
Pseudo strike
151.41
IV
18.4%
B/E move
1.3%
Puts
Pseudo strike
159.27
IV
16.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
160.41
IV
16.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
162.06
IV
17.3%
B/E move
0.2%

Options history

No recorded observations