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State Street SPDR S&P Kensho Intelligent Structures ETF SIMS

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Market datapartial · fetched 2026-10-22T21:23:44.823Z

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 · 2026-10-22T20:10:00.003132961Z

FundamentalsAlpha Vantage · unavailable

Share price$42.51
1D+0.0%
AH$42.25$42.26$42.28$42.29$42.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSIMS
Sold putSold callAH

State Street SPDR S&P Kensho Intelligent Structures ETF options

Live interpolated SIMS call and put midpoint premiums by absolute delta.State Street SPDR S&P Kensho Intelligent Structures ETF$0.93$1.82$2.72$3.61$4.51$37.21$39.81$42.41$45.00$47.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SIMS spot · $42.51SIMS PRICE$1.02$1.04$1.10$1.19$1.30$1.41$1.51$1.60$1.68$1.76$1.83$1.11$1.17$1.30$1.42$1.56$1.70$1.83$1.94$2.06$2.79$3.52$4.25
PutsExpensive1.73×
CallsExpensive2.12×
SkewBearish+1.67 pp
Implied moveBearish±$3.11
TiltBearish22.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ48.8062.5%17.2%38.7557.1%11.4%
30Δ46.3349.1%11.5%40.1147.6%8.4%
35Δ44.9541.7%8.4%41.0143.1%6.6%
40Δ44.0537.2%6.4%41.7139.2%5.2%
45Δ43.4134.1%5.2%42.3136.2%4.1%
50Δ42.8531.2%4.1%42.8333.6%3.2%
55Δ42.4128.7%3.3%43.2631.1%2.5%
60Δ41.9926.2%2.6%43.6328.6%1.9%
65Δ41.7324.0%2.1%44.0226.2%1.3%
70Δ41.4821.8%1.7%44.8527.7%1.1%
75Δ41.2319.6%1.3%45.6829.1%0.8%
80Δ46.5230.6%0.6%

20Δ

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

25Δ

Calls
Pseudo strike
48.80
IV
62.5%
B/E move
17.2%
Puts
Pseudo strike
38.75
IV
57.1%
B/E move
11.4%

30Δ

Calls
Pseudo strike
46.33
IV
49.1%
B/E move
11.5%
Puts
Pseudo strike
40.11
IV
47.6%
B/E move
8.4%

35Δ

Calls
Pseudo strike
44.95
IV
41.7%
B/E move
8.4%
Puts
Pseudo strike
41.01
IV
43.1%
B/E move
6.6%

40Δ

Calls
Pseudo strike
44.05
IV
37.2%
B/E move
6.4%
Puts
Pseudo strike
41.71
IV
39.2%
B/E move
5.2%

45Δ

Calls
Pseudo strike
43.41
IV
34.1%
B/E move
5.2%
Puts
Pseudo strike
42.31
IV
36.2%
B/E move
4.1%

50Δ

Calls
Pseudo strike
42.85
IV
31.2%
B/E move
4.1%
Puts
Pseudo strike
42.83
IV
33.6%
B/E move
3.2%

55Δ

Calls
Pseudo strike
42.41
IV
28.7%
B/E move
3.3%
Puts
Pseudo strike
43.26
IV
31.1%
B/E move
2.5%

60Δ

Calls
Pseudo strike
41.99
IV
26.2%
B/E move
2.6%
Puts
Pseudo strike
43.63
IV
28.6%
B/E move
1.9%

65Δ

Calls
Pseudo strike
41.73
IV
24.0%
B/E move
2.1%
Puts
Pseudo strike
44.02
IV
26.2%
B/E move
1.3%

70Δ

Calls
Pseudo strike
41.48
IV
21.8%
B/E move
1.7%
Puts
Pseudo strike
44.85
IV
27.7%
B/E move
1.1%

75Δ

Calls
Pseudo strike
41.23
IV
19.6%
B/E move
1.3%
Puts
Pseudo strike
45.68
IV
29.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.52
IV
30.6%
B/E move
0.6%

Options history

No recorded observations