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State Street SPDR US Small Cap Low Volatility Index ETF SMLV

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Market datapartial · fetched 2026-10-22T22:59:37.928Z

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 · 2026-10-22T22:30:00.003824834Z

FundamentalsAlpha Vantage · unavailable

Share price$155.32
1D+0.2%
AH$154.19$154.47$154.74$155.01$155.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSMLV
Sold putSold callAH

State Street SPDR US Small Cap Low Volatility Index ETF options

Live interpolated SMLV call and put midpoint premiums by absolute delta.State Street SPDR US Small Cap Low Volatility Index ETF$0.96$2.27$3.59$4.90$6.22$143.21$148.45$153.69$158.93$164.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMLV spot · $155.32SMLV PRICE$1.10$1.72$2.35$2.53$2.50$2.50$2.58$2.74$2.94$4.51$4.41$4.31$2.50$2.50$2.52$2.58$3.21$3.48$4.28$5.84$5.83$5.63
PutsExpensive2.09×
CallsExpensive1.19×
SkewBearish+7.49 pp
Implied moveBearish±$5.98
TiltBearish5.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ160.8816.4%4.3%146.2336.4%7.5%
30Δ160.4919.8%4.4%149.8828.8%5.1%
35Δ160.1023.2%4.6%152.2123.6%3.6%
40Δ158.4921.0%3.7%153.8420.1%2.6%
45Δ157.0317.4%2.7%154.9320.8%2.3%
50Δ156.0114.7%2.1%156.0419.2%1.8%
55Δ155.2413.0%1.6%157.1920.2%1.6%
60Δ154.6011.9%1.3%158.8223.6%1.5%
65Δ154.0311.1%1.1%159.4920.8%1.1%
70Δ152.7015.2%1.2%160.0417.3%0.6%
75Δ152.3612.9%0.9%
80Δ152.0310.6%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
160.88
IV
16.4%
B/E move
4.3%
Puts
Pseudo strike
146.23
IV
36.4%
B/E move
7.5%

30Δ

Calls
Pseudo strike
160.49
IV
19.8%
B/E move
4.4%
Puts
Pseudo strike
149.88
IV
28.8%
B/E move
5.1%

35Δ

Calls
Pseudo strike
160.10
IV
23.2%
B/E move
4.6%
Puts
Pseudo strike
152.21
IV
23.6%
B/E move
3.6%

40Δ

Calls
Pseudo strike
158.49
IV
21.0%
B/E move
3.7%
Puts
Pseudo strike
153.84
IV
20.1%
B/E move
2.6%

45Δ

Calls
Pseudo strike
157.03
IV
17.4%
B/E move
2.7%
Puts
Pseudo strike
154.93
IV
20.8%
B/E move
2.3%

50Δ

Calls
Pseudo strike
156.01
IV
14.7%
B/E move
2.1%
Puts
Pseudo strike
156.04
IV
19.2%
B/E move
1.8%

55Δ

Calls
Pseudo strike
155.24
IV
13.0%
B/E move
1.6%
Puts
Pseudo strike
157.19
IV
20.2%
B/E move
1.6%

60Δ

Calls
Pseudo strike
154.60
IV
11.9%
B/E move
1.3%
Puts
Pseudo strike
158.82
IV
23.6%
B/E move
1.5%

65Δ

Calls
Pseudo strike
154.03
IV
11.1%
B/E move
1.1%
Puts
Pseudo strike
159.49
IV
20.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
152.70
IV
15.2%
B/E move
1.2%
Puts
Pseudo strike
160.04
IV
17.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
152.36
IV
12.9%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
152.03
IV
10.6%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations