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

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Market dataready · fetched 2026-10-22T21:09:48.405Z

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 · 2026-10-22T20:10:00.002217148Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:09:46.605828+00:00

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$2.10$3.59$5.08$6.57$96.47$100.40$104.34$108.28$112.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SLYV spot · $105.05SLYV PRICE$0.78$0.89$1.00$1.15$1.34$1.57$2.00$2.38$2.53$3.45$4.33$5.00$5.84$1.04$1.19$1.41$1.72$2.05$2.45$2.86$3.35$4.00$4.73$5.18$5.35$6.14
PutsExpensive1.60×
CallsExpensive1.33×
SkewBearish+4.80 pp
Implied moveBearish±$4.86
TiltBearish12.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ111.9524.3%7.3%98.4930.2%7.2%
25Δ109.8520.7%5.4%100.6125.9%5.4%
30Δ108.4818.3%4.2%101.9224.1%4.3%
35Δ107.5016.9%3.4%102.9223.8%3.7%
40Δ106.7316.3%2.9%103.8623.4%3.1%
45Δ106.0916.0%2.5%104.7423.4%2.6%
50Δ105.4717.2%2.3%105.6023.2%2.2%
55Δ104.8617.9%2.1%106.4823.2%1.8%
60Δ104.2916.4%1.7%107.4423.8%1.5%
65Δ103.3119.4%1.6%108.4824.4%1.2%
70Δ102.2821.3%1.5%109.2723.3%0.9%
75Δ101.3421.4%1.2%109.8220.9%0.5%
80Δ100.2621.7%1.0%110.8720.7%0.3%

20Δ

Calls
Pseudo strike
111.95
IV
24.3%
B/E move
7.3%
Puts
Pseudo strike
98.49
IV
30.2%
B/E move
7.2%

25Δ

Calls
Pseudo strike
109.85
IV
20.7%
B/E move
5.4%
Puts
Pseudo strike
100.61
IV
25.9%
B/E move
5.4%

30Δ

Calls
Pseudo strike
108.48
IV
18.3%
B/E move
4.2%
Puts
Pseudo strike
101.92
IV
24.1%
B/E move
4.3%

35Δ

Calls
Pseudo strike
107.50
IV
16.9%
B/E move
3.4%
Puts
Pseudo strike
102.92
IV
23.8%
B/E move
3.7%

40Δ

Calls
Pseudo strike
106.73
IV
16.3%
B/E move
2.9%
Puts
Pseudo strike
103.86
IV
23.4%
B/E move
3.1%

45Δ

Calls
Pseudo strike
106.09
IV
16.0%
B/E move
2.5%
Puts
Pseudo strike
104.74
IV
23.4%
B/E move
2.6%

50Δ

Calls
Pseudo strike
105.47
IV
17.2%
B/E move
2.3%
Puts
Pseudo strike
105.60
IV
23.2%
B/E move
2.2%

55Δ

Calls
Pseudo strike
104.86
IV
17.9%
B/E move
2.1%
Puts
Pseudo strike
106.48
IV
23.2%
B/E move
1.8%

60Δ

Calls
Pseudo strike
104.29
IV
16.4%
B/E move
1.7%
Puts
Pseudo strike
107.44
IV
23.8%
B/E move
1.5%

65Δ

Calls
Pseudo strike
103.31
IV
19.4%
B/E move
1.6%
Puts
Pseudo strike
108.48
IV
24.4%
B/E move
1.2%

70Δ

Calls
Pseudo strike
102.28
IV
21.3%
B/E move
1.5%
Puts
Pseudo strike
109.27
IV
23.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
101.34
IV
21.4%
B/E move
1.2%
Puts
Pseudo strike
109.82
IV
20.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
100.26
IV
21.7%
B/E move
1.0%
Puts
Pseudo strike
110.87
IV
20.7%
B/E move
0.3%

Options history

No recorded observations