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State Street SPDR S&P 600 Small Cap Growth ETF SLYG

i

Market dataready · fetched 2026-11-11T14:45:30.525Z

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 · 2026-11-11T14:36:39.393981107Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:45:29.660434+00:00

Share price$110.97
1D-0.3%
$110.91$111.02$111.13$111.23$111.345:30 AM6:30 AM9:00 AM1:00 PMSLYG
Sold putSold call

State Street SPDR S&P 600 Small Cap Growth ETF options

Live interpolated SLYG call and put midpoint premiums by absolute delta.State Street SPDR S&P 600 Small Cap Growth ETF$0.46$1.59$2.72$3.85$4.98$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICESLYG PRICE$0.58$0.71$0.89$1.08$1.26$1.45$1.63$1.81$2.00$2.50$3.21$3.93$4.65$0.63$0.72$0.80$0.89
Puts——
CallsCheap0.81×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ116.2631.4%5.3%106.3832.2%4.7%
25Δ114.6326.9%3.9%107.4328.6%3.8%
30Δ114.0126.2%3.5%108.4925.1%3.0%
35Δ113.3825.4%3.1%109.5421.6%2.1%
40Δ112.7624.7%2.7%
45Δ112.1323.9%2.4%
50Δ111.5123.2%2.0%
55Δ110.8822.4%1.6%
60Δ110.2621.6%1.2%
65Δ109.5022.3%0.9%
70Δ108.6523.8%0.8%
75Δ107.8025.4%0.7%
80Δ106.9527.0%0.6%

20Δ

Calls
Pseudo strike
116.26
IV
31.4%
B/E move
5.3%
Puts
Pseudo strike
106.38
IV
32.2%
B/E move
4.7%

25Δ

Calls
Pseudo strike
114.63
IV
26.9%
B/E move
3.9%
Puts
Pseudo strike
107.43
IV
28.6%
B/E move
3.8%

30Δ

Calls
Pseudo strike
114.01
IV
26.2%
B/E move
3.5%
Puts
Pseudo strike
108.49
IV
25.1%
B/E move
3.0%

35Δ

Calls
Pseudo strike
113.38
IV
25.4%
B/E move
3.1%
Puts
Pseudo strike
109.54
IV
21.6%
B/E move
2.1%

40Δ

Calls
Pseudo strike
112.76
IV
24.7%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
112.13
IV
23.9%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
111.51
IV
23.2%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
110.88
IV
22.4%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
110.26
IV
21.6%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
109.50
IV
22.3%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
108.65
IV
23.8%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
107.80
IV
25.4%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
106.95
IV
27.0%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend19.79%
Daily EOD
SLYG17.8%18.9%19.9%2026-10-19: 18.50%2026-10-20: 18.55%2026-10-21: 18.81%2026-10-22: 19.01%2026-10-23: 19.62%2026-10-26: 19.24%2026-10-27: 18.62%2026-10-28: 18.31%2026-10-29: 17.98%2026-10-30: 19.79%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
18.50%
18.55%
18.81%
19.01%
19.62%
19.24%
18.62%
18.31%
17.98%
19.79%