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Xtrackers S&P 500 Scored & Screened ETF SNPE

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Market datapartial · fetched 2026-10-22T23:45:40.734Z

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 · 2026-10-22T22:30:00.003115372Z

FundamentalsAlpha Vantage · unavailable

Share price$69.78
1D-0.1%
AH$69.51$69.68$69.86$70.03$70.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSNPE
Sold putSold callAH

Xtrackers S&P 500 Scored & Screened ETF options

Live interpolated SNPE call and put midpoint premiums by absolute delta.Xtrackers S&P 500 Scored & Screened ETF$0.40$1.32$2.24$3.16$4.08$65.53$67.69$69.85$72.01$74.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNPE spot · $69.78SNPE PRICE$0.50$0.56$0.65$0.74$0.85$1.02$1.20$1.46$1.75$2.13$2.59$3.13$3.81$0.62$0.67$0.76$0.86$0.99$1.18$1.35$1.50$1.65$1.84$2.08$2.33$2.86
PutsExpensive1.57×
CallsExpensive1.62×
SkewBullish-0.71 pp
Implied moveBearish±$2.55
TiltBullish4.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.1823.4%7.0%65.8427.2%6.5%
25Δ72.8519.9%5.2%67.2322.4%4.6%
30Δ71.9917.9%4.1%68.0919.9%3.5%
35Δ71.4116.5%3.4%68.7018.1%2.8%
40Δ70.8815.5%2.8%69.2217.1%2.2%
45Δ70.4715.6%2.5%69.6517.0%1.9%
50Δ70.0715.6%2.1%70.0716.7%1.5%
55Δ69.6416.2%1.9%70.4315.9%1.2%
60Δ69.2216.9%1.7%70.8015.1%0.9%
65Δ68.7117.9%1.5%71.1714.5%0.6%
70Δ68.1319.1%1.4%71.5514.2%0.4%
75Δ67.4720.0%1.2%71.9313.9%0.3%
80Δ66.6521.2%1.0%72.5514.5%0.1%

20Δ

Calls
Pseudo strike
74.18
IV
23.4%
B/E move
7.0%
Puts
Pseudo strike
65.84
IV
27.2%
B/E move
6.5%

25Δ

Calls
Pseudo strike
72.85
IV
19.9%
B/E move
5.2%
Puts
Pseudo strike
67.23
IV
22.4%
B/E move
4.6%

30Δ

Calls
Pseudo strike
71.99
IV
17.9%
B/E move
4.1%
Puts
Pseudo strike
68.09
IV
19.9%
B/E move
3.5%

35Δ

Calls
Pseudo strike
71.41
IV
16.5%
B/E move
3.4%
Puts
Pseudo strike
68.70
IV
18.1%
B/E move
2.8%

40Δ

Calls
Pseudo strike
70.88
IV
15.5%
B/E move
2.8%
Puts
Pseudo strike
69.22
IV
17.1%
B/E move
2.2%

45Δ

Calls
Pseudo strike
70.47
IV
15.6%
B/E move
2.5%
Puts
Pseudo strike
69.65
IV
17.0%
B/E move
1.9%

50Δ

Calls
Pseudo strike
70.07
IV
15.6%
B/E move
2.1%
Puts
Pseudo strike
70.07
IV
16.7%
B/E move
1.5%

55Δ

Calls
Pseudo strike
69.64
IV
16.2%
B/E move
1.9%
Puts
Pseudo strike
70.43
IV
15.9%
B/E move
1.2%

60Δ

Calls
Pseudo strike
69.22
IV
16.9%
B/E move
1.7%
Puts
Pseudo strike
70.80
IV
15.1%
B/E move
0.9%

65Δ

Calls
Pseudo strike
68.71
IV
17.9%
B/E move
1.5%
Puts
Pseudo strike
71.17
IV
14.5%
B/E move
0.6%

70Δ

Calls
Pseudo strike
68.13
IV
19.1%
B/E move
1.4%
Puts
Pseudo strike
71.55
IV
14.2%
B/E move
0.4%

75Δ

Calls
Pseudo strike
67.47
IV
20.0%
B/E move
1.2%
Puts
Pseudo strike
71.93
IV
13.9%
B/E move
0.3%

80Δ

Calls
Pseudo strike
66.65
IV
21.2%
B/E move
1.0%
Puts
Pseudo strike
72.55
IV
14.5%
B/E move
0.1%

Options history

No recorded observations