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

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Market datapartial · fetched 2026-10-22T16:16:31.862Z

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 · 2026-10-22T16:16:24.851429874Z

FundamentalsAlpha Vantage · unavailable

Share price$104.49
1D+0.9%
$103.51$103.77$104.03$104.29$104.565:30 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$0.66$1.91$3.16$4.41$5.66$96.09$99.88$103.68$107.47$111.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SLYV spot · $104.49SLYV PRICE$0.80$0.92$1.05$1.18$1.43$1.68$1.93$2.24$2.61$3.02$3.43$3.87$4.36$1.01$1.18$1.36$1.68$2.08$2.48$2.87$3.27$3.67$4.38$5.30
PutsExpensive1.53×
CallsExpensive1.26×
SkewBearish+5.50 pp
Implied moveBearish±$4.81
TiltBalanced1.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ111.5825.0%7.5%98.1129.4%7.1%
25Δ109.4621.4%5.6%100.0825.8%5.3%
30Δ108.0419.1%4.4%101.4823.4%4.2%
35Δ107.0017.4%3.5%102.4322.7%3.6%
40Δ106.3117.2%3.1%103.2822.6%3.1%
45Δ105.6217.1%2.7%104.1322.4%2.7%
50Δ104.9416.9%2.3%104.9822.2%2.3%
55Δ104.3116.8%2.0%105.8222.1%1.9%
60Δ103.6716.8%1.7%106.6721.9%1.4%
65Δ103.0116.7%1.5%107.7022.4%1.1%
70Δ102.3516.7%1.2%108.8623.3%0.9%
75Δ101.6816.5%1.0%
80Δ100.9916.1%0.8%

20Δ

Calls
Pseudo strike
111.58
IV
25.0%
B/E move
7.5%
Puts
Pseudo strike
98.11
IV
29.4%
B/E move
7.1%

25Δ

Calls
Pseudo strike
109.46
IV
21.4%
B/E move
5.6%
Puts
Pseudo strike
100.08
IV
25.8%
B/E move
5.3%

30Δ

Calls
Pseudo strike
108.04
IV
19.1%
B/E move
4.4%
Puts
Pseudo strike
101.48
IV
23.4%
B/E move
4.2%

35Δ

Calls
Pseudo strike
107.00
IV
17.4%
B/E move
3.5%
Puts
Pseudo strike
102.43
IV
22.7%
B/E move
3.6%

40Δ

Calls
Pseudo strike
106.31
IV
17.2%
B/E move
3.1%
Puts
Pseudo strike
103.28
IV
22.6%
B/E move
3.1%

45Δ

Calls
Pseudo strike
105.62
IV
17.1%
B/E move
2.7%
Puts
Pseudo strike
104.13
IV
22.4%
B/E move
2.7%

50Δ

Calls
Pseudo strike
104.94
IV
16.9%
B/E move
2.3%
Puts
Pseudo strike
104.98
IV
22.2%
B/E move
2.3%

55Δ

Calls
Pseudo strike
104.31
IV
16.8%
B/E move
2.0%
Puts
Pseudo strike
105.82
IV
22.1%
B/E move
1.9%

60Δ

Calls
Pseudo strike
103.67
IV
16.8%
B/E move
1.7%
Puts
Pseudo strike
106.67
IV
21.9%
B/E move
1.4%

65Δ

Calls
Pseudo strike
103.01
IV
16.7%
B/E move
1.5%
Puts
Pseudo strike
107.70
IV
22.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
102.35
IV
16.7%
B/E move
1.2%
Puts
Pseudo strike
108.86
IV
23.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
101.68
IV
16.5%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
100.99
IV
16.1%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations