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State Street SPDR S&P 600 Small Cap Value ETF SLYV

i

Market dataready · fetched 2026-11-12T15:22:00.343Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T15:21:38.301660621Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:21:58.828757+00:00

Share price$106.49
1D-0.9%
$106.35$106.63$106.91$107.18$107.465:30 AM6:30 AM9:00 AM1:00 PMSLYV
Sold putSold call

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

Live interpolated SLYV call and put midpoint premiums by absolute delta.State Street SPDR S&P 600 Small Cap Value ETF$0.62$2.58$4.55$6.51$8.48$99.73$103.65$107.58$111.50$115.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SLYV spot · $106.49SLYV PRICE$0.83$1.00$1.47$1.93$2.40$2.87$3.33$3.80$4.26$4.73$5.20$6.28$7.91$1.00$1.15$1.30$1.53$1.80$2.09$2.38$2.66$3.01$3.40$3.80
Puts——
CallsExpensive1.22×
Skew——
Implied moveBullish±$5.71
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ113.9622.9%7.8%100.0326.1%7.0%
25Δ111.8920.2%6.0%102.2822.1%5.0%
30Δ110.9320.5%5.5%103.6719.8%3.9%
35Δ109.9720.7%5.1%104.6618.8%3.2%
40Δ109.0021.0%4.6%105.4718.2%2.7%
45Δ108.0421.3%4.1%106.2117.6%2.2%
50Δ107.0721.5%3.7%106.9617.1%1.8%
55Δ106.1121.8%3.2%107.7016.5%1.4%
60Δ105.1422.1%2.7%108.4016.0%1.0%
65Δ104.1822.3%2.3%109.0715.6%0.8%
70Δ103.2222.6%1.8%109.7415.2%0.5%
75Δ101.8424.2%1.5%
80Δ99.9926.6%1.3%

20Δ

Calls
Pseudo strike
113.96
IV
22.9%
B/E move
7.8%
Puts
Pseudo strike
100.03
IV
26.1%
B/E move
7.0%

25Δ

Calls
Pseudo strike
111.89
IV
20.2%
B/E move
6.0%
Puts
Pseudo strike
102.28
IV
22.1%
B/E move
5.0%

30Δ

Calls
Pseudo strike
110.93
IV
20.5%
B/E move
5.5%
Puts
Pseudo strike
103.67
IV
19.8%
B/E move
3.9%

35Δ

Calls
Pseudo strike
109.97
IV
20.7%
B/E move
5.1%
Puts
Pseudo strike
104.66
IV
18.8%
B/E move
3.2%

40Δ

Calls
Pseudo strike
109.00
IV
21.0%
B/E move
4.6%
Puts
Pseudo strike
105.47
IV
18.2%
B/E move
2.7%

45Δ

Calls
Pseudo strike
108.04
IV
21.3%
B/E move
4.1%
Puts
Pseudo strike
106.21
IV
17.6%
B/E move
2.2%

50Δ

Calls
Pseudo strike
107.07
IV
21.5%
B/E move
3.7%
Puts
Pseudo strike
106.96
IV
17.1%
B/E move
1.8%

55Δ

Calls
Pseudo strike
106.11
IV
21.8%
B/E move
3.2%
Puts
Pseudo strike
107.70
IV
16.5%
B/E move
1.4%

60Δ

Calls
Pseudo strike
105.14
IV
22.1%
B/E move
2.7%
Puts
Pseudo strike
108.40
IV
16.0%
B/E move
1.0%

65Δ

Calls
Pseudo strike
104.18
IV
22.3%
B/E move
2.3%
Puts
Pseudo strike
109.07
IV
15.6%
B/E move
0.8%

70Δ

Calls
Pseudo strike
103.22
IV
22.6%
B/E move
1.8%
Puts
Pseudo strike
109.74
IV
15.2%
B/E move
0.5%

75Δ

Calls
Pseudo strike
101.84
IV
24.2%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
99.99
IV
26.6%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend19.17%
Daily EOD
SLYV18.5%21.8%25.0%2026-10-19: 24.52%2026-10-20: 22.61%2026-10-21: 24.58%2026-10-22: 23.94%2026-10-23: 19.18%2026-10-26: 19.80%2026-10-27: 18.94%2026-10-28: 22.37%2026-10-30: 19.17%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
24.52%
22.61%
24.58%
23.94%
19.18%
19.80%
18.94%
22.37%
19.17%