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

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Market datapartial · fetched 2026-10-23T04:07:14.827Z

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 · 2026-10-23T00:00:00.106149038Z

FundamentalsAlpha Vantage · unavailable

Share price$105.05
1D+1.4%
AH$103.46$103.89$104.32$104.74$105.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSLYV
Sold putSold callAH

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$2.09$3.57$5.04$6.52$96.39$100.37$104.34$108.32$112.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SLYV spot · $105.05SLYV PRICE$0.78$0.89$1.00$1.15$1.35$1.57$2.01$2.39$2.53$3.49$4.34$5.02$5.87$1.04$1.19$1.41$1.72$2.05$2.44$2.85$3.34$3.98$4.72$5.18$5.34$6.09
PutsExpensive1.61×
CallsExpensive1.35×
SkewBearish+4.79 pp
Implied moveBearish±$4.86
TiltBearish12.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ111.9424.4%7.3%98.4930.3%7.2%
25Δ109.8520.8%5.4%100.6126.0%5.4%
30Δ108.4818.4%4.2%101.9124.5%4.3%
35Δ107.4917.1%3.4%102.9124.2%3.7%
40Δ106.7316.6%2.9%103.8523.7%3.1%
45Δ106.0816.3%2.5%104.7323.7%2.6%
50Δ105.4617.6%2.3%105.5923.5%2.2%
55Δ104.8518.3%2.1%106.4723.6%1.8%
60Δ104.2816.7%1.7%107.4224.2%1.5%
65Δ103.2720.0%1.6%108.4624.8%1.2%
70Δ102.2621.8%1.5%109.2623.7%0.9%
75Δ101.3221.9%1.2%109.8021.3%0.6%
80Δ100.2322.2%1.0%110.8220.9%0.3%

20Δ

Calls
Pseudo strike
111.94
IV
24.4%
B/E move
7.3%
Puts
Pseudo strike
98.49
IV
30.3%
B/E move
7.2%

25Δ

Calls
Pseudo strike
109.85
IV
20.8%
B/E move
5.4%
Puts
Pseudo strike
100.61
IV
26.0%
B/E move
5.4%

30Δ

Calls
Pseudo strike
108.48
IV
18.4%
B/E move
4.2%
Puts
Pseudo strike
101.91
IV
24.5%
B/E move
4.3%

35Δ

Calls
Pseudo strike
107.49
IV
17.1%
B/E move
3.4%
Puts
Pseudo strike
102.91
IV
24.2%
B/E move
3.7%

40Δ

Calls
Pseudo strike
106.73
IV
16.6%
B/E move
2.9%
Puts
Pseudo strike
103.85
IV
23.7%
B/E move
3.1%

45Δ

Calls
Pseudo strike
106.08
IV
16.3%
B/E move
2.5%
Puts
Pseudo strike
104.73
IV
23.7%
B/E move
2.6%

50Δ

Calls
Pseudo strike
105.46
IV
17.6%
B/E move
2.3%
Puts
Pseudo strike
105.59
IV
23.5%
B/E move
2.2%

55Δ

Calls
Pseudo strike
104.85
IV
18.3%
B/E move
2.1%
Puts
Pseudo strike
106.47
IV
23.6%
B/E move
1.8%

60Δ

Calls
Pseudo strike
104.28
IV
16.7%
B/E move
1.7%
Puts
Pseudo strike
107.42
IV
24.2%
B/E move
1.5%

65Δ

Calls
Pseudo strike
103.27
IV
20.0%
B/E move
1.6%
Puts
Pseudo strike
108.46
IV
24.8%
B/E move
1.2%

70Δ

Calls
Pseudo strike
102.26
IV
21.8%
B/E move
1.5%
Puts
Pseudo strike
109.26
IV
23.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
101.32
IV
21.9%
B/E move
1.2%
Puts
Pseudo strike
109.80
IV
21.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
100.23
IV
22.2%
B/E move
1.0%
Puts
Pseudo strike
110.82
IV
20.9%
B/E move
0.3%

Options history

No recorded observations