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State Street SPDR MSCI USA Gender Diversity ETF SHE

i

Market dataready · fetched 2026-11-12T02:42:21.621Z

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 · 2026-11-12T01:00:00.140145267Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:42:21.302132+00:00

Share price$154.65
1D+0.4%
AH$154.03$154.32$154.62$154.92$155.215:30 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$0.35$1.66$2.97$4.28$5.60$145.79$149.83$153.87$157.91$161.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SHE spot · $154.65SHE PRICE$0.49$0.55$0.68$0.87$1.07$1.31$1.58$1.90$2.28$2.76$3.45$4.27$5.22$0.62$0.71$0.81$0.95$1.13$1.30$1.46$1.63$1.80$1.97$2.20$2.42$2.73
PutsCheap0.66×
CallsCheap0.74×
SkewBullish-2.46 pp
Implied moveBullish±$3.04
TiltBullish14.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ158.7118.6%2.9%150.3122.9%3.2%
25Δ157.4615.7%2.2%151.7119.6%2.4%
30Δ156.7314.8%1.8%152.6517.3%1.8%
35Δ156.2715.2%1.6%153.3116.3%1.5%
40Δ155.8015.6%1.4%153.8516.0%1.2%
45Δ155.3316.0%1.3%154.3515.5%1.0%
50Δ154.8416.4%1.1%154.8314.9%0.8%
55Δ154.3217.0%1.0%155.2514.2%0.7%
60Δ153.7517.7%0.9%155.6513.6%0.5%
65Δ153.1218.6%0.8%156.0412.9%0.4%
70Δ152.2920.2%0.7%156.4112.4%0.3%
75Δ151.3221.9%0.6%156.7811.8%0.2%
80Δ150.2123.2%0.5%157.2211.5%0.1%

20Δ

Calls
Pseudo strike
158.71
IV
18.6%
B/E move
2.9%
Puts
Pseudo strike
150.31
IV
22.9%
B/E move
3.2%

25Δ

Calls
Pseudo strike
157.46
IV
15.7%
B/E move
2.2%
Puts
Pseudo strike
151.71
IV
19.6%
B/E move
2.4%

30Δ

Calls
Pseudo strike
156.73
IV
14.8%
B/E move
1.8%
Puts
Pseudo strike
152.65
IV
17.3%
B/E move
1.8%

35Δ

Calls
Pseudo strike
156.27
IV
15.2%
B/E move
1.6%
Puts
Pseudo strike
153.31
IV
16.3%
B/E move
1.5%

40Δ

Calls
Pseudo strike
155.80
IV
15.6%
B/E move
1.4%
Puts
Pseudo strike
153.85
IV
16.0%
B/E move
1.2%

45Δ

Calls
Pseudo strike
155.33
IV
16.0%
B/E move
1.3%
Puts
Pseudo strike
154.35
IV
15.5%
B/E move
1.0%

50Δ

Calls
Pseudo strike
154.84
IV
16.4%
B/E move
1.1%
Puts
Pseudo strike
154.83
IV
14.9%
B/E move
0.8%

55Δ

Calls
Pseudo strike
154.32
IV
17.0%
B/E move
1.0%
Puts
Pseudo strike
155.25
IV
14.2%
B/E move
0.7%

60Δ

Calls
Pseudo strike
153.75
IV
17.7%
B/E move
0.9%
Puts
Pseudo strike
155.65
IV
13.6%
B/E move
0.5%

65Δ

Calls
Pseudo strike
153.12
IV
18.6%
B/E move
0.8%
Puts
Pseudo strike
156.04
IV
12.9%
B/E move
0.4%

70Δ

Calls
Pseudo strike
152.29
IV
20.2%
B/E move
0.7%
Puts
Pseudo strike
156.41
IV
12.4%
B/E move
0.3%

75Δ

Calls
Pseudo strike
151.32
IV
21.9%
B/E move
0.6%
Puts
Pseudo strike
156.78
IV
11.8%
B/E move
0.2%

80Δ

Calls
Pseudo strike
150.21
IV
23.2%
B/E move
0.5%
Puts
Pseudo strike
157.22
IV
11.5%
B/E move
0.1%

Options history

IV · four-Friday blend17.72%
Daily EOD
SHE15.6%16.7%17.9%2026-10-19: 16.13%2026-10-20: 15.80%2026-10-21: 15.72%2026-10-22: 16.90%2026-10-23: 17.27%2026-10-26: 16.26%2026-10-27: 16.35%2026-10-28: 16.02%2026-10-29: 15.81%2026-10-30: 17.72%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
16.13%
15.80%
15.72%
16.90%
17.27%
16.26%
16.35%
16.02%
15.81%
17.72%