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State Street SPDR Portfolio Developed World ex-US ETF SPDW

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Market datapartial · fetched 2026-10-22T22:05:51.766Z

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 · 2026-10-22T20:36:32.133054015Z

FundamentalsAlpha Vantage · unavailable

Share price$49.50
1D+0.2%
AH$49.03$49.16$49.28$49.41$49.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPDW
Sold putSold callAH

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$0.34$1.06$1.77$2.48$3.20$45.58$47.37$49.15$50.94$52.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPDW spot · $49.50SPDW PRICE$0.58$0.47$0.42$0.56$0.70$0.84$0.94$1.02$1.11$1.21$1.41$1.60$1.80$0.70$0.76$0.64$0.82$1.00$0.98$0.92$0.87$1.16$1.64$2.22$2.99
PutsExpensive1.27×
CallsFair1.04×
SkewBearish+4.98 pp
Implied moveBalanced±$1.86
TiltBearish7.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.5938.0%11.4%45.2042.8%10.1%
25Δ52.5425.3%7.1%46.6934.9%7.2%
30Δ50.8715.6%3.6%48.1023.2%4.1%
35Δ50.6016.4%3.4%48.5223.7%3.6%
40Δ50.3317.3%3.1%48.9424.1%3.1%
45Δ50.0618.2%2.8%49.2721.0%2.4%
50Δ49.7817.5%2.5%49.5817.2%1.7%
55Δ49.5016.4%2.1%49.8913.5%1.0%
60Δ49.2315.3%1.7%50.2914.3%0.7%
65Δ48.9514.3%1.3%50.7517.7%0.8%
70Δ48.6614.2%1.1%51.3420.9%0.8%
75Δ48.3714.0%0.9%52.1624.5%0.7%
80Δ48.0813.9%0.8%

20Δ

Calls
Pseudo strike
54.59
IV
38.0%
B/E move
11.4%
Puts
Pseudo strike
45.20
IV
42.8%
B/E move
10.1%

25Δ

Calls
Pseudo strike
52.54
IV
25.3%
B/E move
7.1%
Puts
Pseudo strike
46.69
IV
34.9%
B/E move
7.2%

30Δ

Calls
Pseudo strike
50.87
IV
15.6%
B/E move
3.6%
Puts
Pseudo strike
48.10
IV
23.2%
B/E move
4.1%

35Δ

Calls
Pseudo strike
50.60
IV
16.4%
B/E move
3.4%
Puts
Pseudo strike
48.52
IV
23.7%
B/E move
3.6%

40Δ

Calls
Pseudo strike
50.33
IV
17.3%
B/E move
3.1%
Puts
Pseudo strike
48.94
IV
24.1%
B/E move
3.1%

45Δ

Calls
Pseudo strike
50.06
IV
18.2%
B/E move
2.8%
Puts
Pseudo strike
49.27
IV
21.0%
B/E move
2.4%

50Δ

Calls
Pseudo strike
49.78
IV
17.5%
B/E move
2.5%
Puts
Pseudo strike
49.58
IV
17.2%
B/E move
1.7%

55Δ

Calls
Pseudo strike
49.50
IV
16.4%
B/E move
2.1%
Puts
Pseudo strike
49.89
IV
13.5%
B/E move
1.0%

60Δ

Calls
Pseudo strike
49.23
IV
15.3%
B/E move
1.7%
Puts
Pseudo strike
50.29
IV
14.3%
B/E move
0.7%

65Δ

Calls
Pseudo strike
48.95
IV
14.3%
B/E move
1.3%
Puts
Pseudo strike
50.75
IV
17.7%
B/E move
0.8%

70Δ

Calls
Pseudo strike
48.66
IV
14.2%
B/E move
1.1%
Puts
Pseudo strike
51.34
IV
20.9%
B/E move
0.8%

75Δ

Calls
Pseudo strike
48.37
IV
14.0%
B/E move
0.9%
Puts
Pseudo strike
52.16
IV
24.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
48.08
IV
13.9%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations