IntraAlpha
Create free account Start free

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

i

Market datapartial · fetched 2026-10-22T21:20:50.338Z

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 · 2026-10-22T20:10:00.001492378Z

FundamentalsAlpha Vantage · unavailable

Share price$107.99
1D+0.5%
AH$107.24$107.47$107.70$107.93$108.165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSLYG
Sold putSold callAH

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$0.53$2.35$4.17$5.99$7.80$99.90$103.74$107.58$111.42$115.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SLYG spot · $107.99SLYG PRICE$0.73$0.92$1.10$1.28$1.51$1.90$2.29$2.68$3.07$3.45$3.91$4.51$5.32$0.91$1.07$1.29$1.59$1.94$2.30$2.66$3.01$3.40$4.37$5.34$6.31$7.28
PutsExpensive1.15×
CallsExpensive1.09×
SkewBearish+2.72 pp
Implied moveBearish±$4.95
TiltBearish11.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ114.6222.3%6.8%102.1925.9%6.2%
25Δ113.4021.0%5.9%103.9522.8%4.7%
30Δ112.1719.8%4.9%105.1221.5%3.8%
35Δ110.9418.6%3.9%106.0321.4%3.3%
40Δ109.8317.7%3.1%106.8321.1%2.9%
45Δ109.1217.9%2.8%107.6320.8%2.5%
50Δ108.4118.1%2.5%108.4420.4%2.0%
55Δ107.7018.3%2.2%109.2420.1%1.6%
60Δ106.9818.5%1.9%110.0619.9%1.2%
65Δ106.2718.7%1.6%111.2620.8%1.0%
70Δ105.5218.6%1.3%112.4621.7%0.8%
75Δ104.6818.7%1.1%113.6522.6%0.6%
80Δ103.6619.1%0.9%114.8523.5%0.4%

20Δ

Calls
Pseudo strike
114.62
IV
22.3%
B/E move
6.8%
Puts
Pseudo strike
102.19
IV
25.9%
B/E move
6.2%

25Δ

Calls
Pseudo strike
113.40
IV
21.0%
B/E move
5.9%
Puts
Pseudo strike
103.95
IV
22.8%
B/E move
4.7%

30Δ

Calls
Pseudo strike
112.17
IV
19.8%
B/E move
4.9%
Puts
Pseudo strike
105.12
IV
21.5%
B/E move
3.8%

35Δ

Calls
Pseudo strike
110.94
IV
18.6%
B/E move
3.9%
Puts
Pseudo strike
106.03
IV
21.4%
B/E move
3.3%

40Δ

Calls
Pseudo strike
109.83
IV
17.7%
B/E move
3.1%
Puts
Pseudo strike
106.83
IV
21.1%
B/E move
2.9%

45Δ

Calls
Pseudo strike
109.12
IV
17.9%
B/E move
2.8%
Puts
Pseudo strike
107.63
IV
20.8%
B/E move
2.5%

50Δ

Calls
Pseudo strike
108.41
IV
18.1%
B/E move
2.5%
Puts
Pseudo strike
108.44
IV
20.4%
B/E move
2.0%

55Δ

Calls
Pseudo strike
107.70
IV
18.3%
B/E move
2.2%
Puts
Pseudo strike
109.24
IV
20.1%
B/E move
1.6%

60Δ

Calls
Pseudo strike
106.98
IV
18.5%
B/E move
1.9%
Puts
Pseudo strike
110.06
IV
19.9%
B/E move
1.2%

65Δ

Calls
Pseudo strike
106.27
IV
18.7%
B/E move
1.6%
Puts
Pseudo strike
111.26
IV
20.8%
B/E move
1.0%

70Δ

Calls
Pseudo strike
105.52
IV
18.6%
B/E move
1.3%
Puts
Pseudo strike
112.46
IV
21.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
104.68
IV
18.7%
B/E move
1.1%
Puts
Pseudo strike
113.65
IV
22.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
103.66
IV
19.1%
B/E move
0.9%
Puts
Pseudo strike
114.85
IV
23.5%
B/E move
0.4%

Options history

No recorded observations