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State Street SPDR Portfolio Developed World ex-US ETF SPDW

i

Market dataready · fetched 2026-11-12T15:28:42.955Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T15:28:31.468051055Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:28:42.464058+00:00

Share price$49.27
1D-0.3%
$49.22$49.29$49.36$49.43$49.505:30 AM6:30 AM9:00 AM1:00 PMSPDW
Sold putSold call

State Street SPDR Portfolio Developed World ex-US ETF options

Live interpolated SPDW call and put midpoint premiums by absolute delta.State Street SPDR Portfolio Developed World ex-US ETF$0.28$0.85$1.43$2.00$2.58$46.05$47.65$49.25$50.86$52.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPDW spot · $49.27SPDW PRICE$0.34$0.47$0.60$0.71$0.80$0.90$0.99$1.08$1.18$1.27$1.36$1.46$2.24$0.63$0.65$0.68$0.72$0.75$0.79$0.85$0.90$0.96$1.01$1.41$1.91$2.41
PutsExpensive1.09×
CallsExpensive1.73×
SkewBearish+0.43 pp
Implied moveBullish±$1.84
TiltBalanced0.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.5935.6%5.4%45.2272.8%9.5%
25Δ51.3439.2%5.2%46.6856.9%6.6%
30Δ51.0942.8%4.9%47.6147.1%4.8%
35Δ50.8042.7%4.5%48.2240.4%3.6%
40Δ50.4740.5%4.1%48.6835.2%2.7%
45Δ50.1538.3%3.6%49.0630.8%2.0%
50Δ49.8336.1%3.2%49.2828.5%1.7%
55Δ49.5133.9%2.7%49.5126.2%1.4%
60Δ49.1931.7%2.2%49.7323.9%1.0%
65Δ48.8729.5%1.8%49.9521.6%0.7%
70Δ48.5527.3%1.3%50.4322.6%0.5%
75Δ48.2325.1%0.8%50.9824.6%0.4%
80Δ47.2729.0%0.5%51.5326.6%0.3%

20Δ

Calls
Pseudo strike
51.59
IV
35.6%
B/E move
5.4%
Puts
Pseudo strike
45.22
IV
72.8%
B/E move
9.5%

25Δ

Calls
Pseudo strike
51.34
IV
39.2%
B/E move
5.2%
Puts
Pseudo strike
46.68
IV
56.9%
B/E move
6.6%

30Δ

Calls
Pseudo strike
51.09
IV
42.8%
B/E move
4.9%
Puts
Pseudo strike
47.61
IV
47.1%
B/E move
4.8%

35Δ

Calls
Pseudo strike
50.80
IV
42.7%
B/E move
4.5%
Puts
Pseudo strike
48.22
IV
40.4%
B/E move
3.6%

40Δ

Calls
Pseudo strike
50.47
IV
40.5%
B/E move
4.1%
Puts
Pseudo strike
48.68
IV
35.2%
B/E move
2.7%

45Δ

Calls
Pseudo strike
50.15
IV
38.3%
B/E move
3.6%
Puts
Pseudo strike
49.06
IV
30.8%
B/E move
2.0%

50Δ

Calls
Pseudo strike
49.83
IV
36.1%
B/E move
3.2%
Puts
Pseudo strike
49.28
IV
28.5%
B/E move
1.7%

55Δ

Calls
Pseudo strike
49.51
IV
33.9%
B/E move
2.7%
Puts
Pseudo strike
49.51
IV
26.2%
B/E move
1.4%

60Δ

Calls
Pseudo strike
49.19
IV
31.7%
B/E move
2.2%
Puts
Pseudo strike
49.73
IV
23.9%
B/E move
1.0%

65Δ

Calls
Pseudo strike
48.87
IV
29.5%
B/E move
1.8%
Puts
Pseudo strike
49.95
IV
21.6%
B/E move
0.7%

70Δ

Calls
Pseudo strike
48.55
IV
27.3%
B/E move
1.3%
Puts
Pseudo strike
50.43
IV
22.6%
B/E move
0.5%

75Δ

Calls
Pseudo strike
48.23
IV
25.1%
B/E move
0.8%
Puts
Pseudo strike
50.98
IV
24.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
47.27
IV
29.0%
B/E move
0.5%
Puts
Pseudo strike
51.53
IV
26.6%
B/E move
0.3%

Options history

IV · four-Friday blend18.85%
Daily EOD
SPDW14.6%41.1%67.6%2026-10-19: 18.21%2026-10-20: 53.55%2026-10-21: 58.65%2026-10-22: 18.63%2026-10-23: 43.38%2026-10-26: 55.63%2026-10-27: 18.48%2026-10-28: 63.26%2026-10-29: 63.98%2026-10-30: 18.85%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
18.21%
53.55%
58.65%
18.63%
43.38%
55.63%
18.48%
63.26%
63.98%
18.85%