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State Street SPDR Portfolio Developed World ex-US ETF SPDW

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Market dataready · fetched 2026-10-22T22:50:33.531Z

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 · 2026-10-22T22:30:00.00371954Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:50:33.019242+00:00

Share price$49.21
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$0.31$0.99$1.68$2.36$3.04$45.72$47.50$49.27$51.04$52.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPDW spot · $49.21SPDW PRICE$0.62$0.38$0.48$0.64$0.79$0.92$1.02$1.13$1.31$1.56$1.80$2.27$2.85$0.70$0.75$0.64$0.74$0.90$1.02$0.98$0.95$0.91$0.88$0.99$1.61$2.25
PutsExpensive1.11×
CallsExpensive1.20×
SkewBullish-0.83 pp
Implied moveBullish±$2.01
TiltBullish8.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.8041.4%12.6%44.9642.7%10.1%
25Δ51.4619.9%5.4%46.4434.6%7.2%
30Δ50.7417.8%4.1%47.7823.6%4.2%
35Δ50.4519.0%3.8%48.3321.5%3.3%
40Δ50.1620.1%3.5%48.7121.8%2.8%
45Δ49.8520.3%3.2%49.0521.3%2.4%
50Δ49.5019.2%2.7%49.2518.6%1.9%
55Δ49.1618.1%2.2%49.4516.0%1.4%
60Δ48.8017.9%1.8%49.6513.4%1.0%
65Δ48.4418.3%1.6%49.8510.7%0.5%
70Δ48.0718.8%1.3%50.139.5%0.1%
75Δ47.5220.5%1.2%50.7313.3%0.2%
80Δ46.8722.6%1.0%51.3816.1%0.2%

20Δ

Calls
Pseudo strike
54.80
IV
41.4%
B/E move
12.6%
Puts
Pseudo strike
44.96
IV
42.7%
B/E move
10.1%

25Δ

Calls
Pseudo strike
51.46
IV
19.9%
B/E move
5.4%
Puts
Pseudo strike
46.44
IV
34.6%
B/E move
7.2%

30Δ

Calls
Pseudo strike
50.74
IV
17.8%
B/E move
4.1%
Puts
Pseudo strike
47.78
IV
23.6%
B/E move
4.2%

35Δ

Calls
Pseudo strike
50.45
IV
19.0%
B/E move
3.8%
Puts
Pseudo strike
48.33
IV
21.5%
B/E move
3.3%

40Δ

Calls
Pseudo strike
50.16
IV
20.1%
B/E move
3.5%
Puts
Pseudo strike
48.71
IV
21.8%
B/E move
2.8%

45Δ

Calls
Pseudo strike
49.85
IV
20.3%
B/E move
3.2%
Puts
Pseudo strike
49.05
IV
21.3%
B/E move
2.4%

50Δ

Calls
Pseudo strike
49.50
IV
19.2%
B/E move
2.7%
Puts
Pseudo strike
49.25
IV
18.6%
B/E move
1.9%

55Δ

Calls
Pseudo strike
49.16
IV
18.1%
B/E move
2.2%
Puts
Pseudo strike
49.45
IV
16.0%
B/E move
1.4%

60Δ

Calls
Pseudo strike
48.80
IV
17.9%
B/E move
1.8%
Puts
Pseudo strike
49.65
IV
13.4%
B/E move
1.0%

65Δ

Calls
Pseudo strike
48.44
IV
18.3%
B/E move
1.6%
Puts
Pseudo strike
49.85
IV
10.7%
B/E move
0.5%

70Δ

Calls
Pseudo strike
48.07
IV
18.8%
B/E move
1.3%
Puts
Pseudo strike
50.13
IV
9.5%
B/E move
0.1%

75Δ

Calls
Pseudo strike
47.52
IV
20.5%
B/E move
1.2%
Puts
Pseudo strike
50.73
IV
13.3%
B/E move
0.2%

80Δ

Calls
Pseudo strike
46.87
IV
22.6%
B/E move
1.0%
Puts
Pseudo strike
51.38
IV
16.1%
B/E move
0.2%

Options history

No recorded observations