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State Street SPDR Portfolio Emerging Markets ETF SPEM

i

Market dataready · fetched 2026-11-11T14:01:27.990Z

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 · 2026-11-11T12:18:29.797062962Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:01:27.395853+00:00

Share price$49.78
1D
Price history unavailable.

State Street SPDR Portfolio Emerging Markets ETF options

Live interpolated SPEM call and put midpoint premiums by absolute delta.State Street SPDR Portfolio Emerging Markets ETF$0.45$2.05$3.64$5.24$6.83$45.29$47.25$49.20$51.16$53.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SPEM spot · $49.78SPEM PRICE$0.63$0.63$0.63$0.67$0.72$0.77$0.81$0.85$0.88$0.92$0.95$0.99$0.66$0.68$0.75$0.84$0.93$1.01$1.10$1.32$1.60$1.93$2.58$3.74$6.37
PutsExpensive2.26×
Calls——
Skew——
Implied moveBearish±$1.91
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.5074.7%12.7%45.5771.2%9.8%
25Δ53.1055.2%7.9%47.1255.4%6.7%
30Δ51.8443.7%5.4%48.0247.8%5.1%
35Δ51.0937.1%4.0%48.6043.5%4.1%
40Δ50.6433.3%3.2%49.1239.7%3.2%
45Δ50.2429.8%2.5%49.5036.9%2.6%
50Δ49.9326.8%1.9%49.8834.1%2.0%
55Δ49.7524.5%1.7%50.2734.2%1.7%
60Δ49.5822.3%1.4%50.6635.8%1.5%
65Δ49.4020.1%1.1%51.0837.8%1.3%
70Δ49.2317.8%0.8%51.7943.5%1.1%
75Δ49.0515.6%0.5%52.9754.2%1.1%
80Δ55.5776.9%1.2%

20Δ

Calls
Pseudo strike
55.50
IV
74.7%
B/E move
12.7%
Puts
Pseudo strike
45.57
IV
71.2%
B/E move
9.8%

25Δ

Calls
Pseudo strike
53.10
IV
55.2%
B/E move
7.9%
Puts
Pseudo strike
47.12
IV
55.4%
B/E move
6.7%

30Δ

Calls
Pseudo strike
51.84
IV
43.7%
B/E move
5.4%
Puts
Pseudo strike
48.02
IV
47.8%
B/E move
5.1%

35Δ

Calls
Pseudo strike
51.09
IV
37.1%
B/E move
4.0%
Puts
Pseudo strike
48.60
IV
43.5%
B/E move
4.1%

40Δ

Calls
Pseudo strike
50.64
IV
33.3%
B/E move
3.2%
Puts
Pseudo strike
49.12
IV
39.7%
B/E move
3.2%

45Δ

Calls
Pseudo strike
50.24
IV
29.8%
B/E move
2.5%
Puts
Pseudo strike
49.50
IV
36.9%
B/E move
2.6%

50Δ

Calls
Pseudo strike
49.93
IV
26.8%
B/E move
1.9%
Puts
Pseudo strike
49.88
IV
34.1%
B/E move
2.0%

55Δ

Calls
Pseudo strike
49.75
IV
24.5%
B/E move
1.7%
Puts
Pseudo strike
50.27
IV
34.2%
B/E move
1.7%

60Δ

Calls
Pseudo strike
49.58
IV
22.3%
B/E move
1.4%
Puts
Pseudo strike
50.66
IV
35.8%
B/E move
1.5%

65Δ

Calls
Pseudo strike
49.40
IV
20.1%
B/E move
1.1%
Puts
Pseudo strike
51.08
IV
37.8%
B/E move
1.3%

70Δ

Calls
Pseudo strike
49.23
IV
17.8%
B/E move
0.8%
Puts
Pseudo strike
51.79
IV
43.5%
B/E move
1.1%

75Δ

Calls
Pseudo strike
49.05
IV
15.6%
B/E move
0.5%
Puts
Pseudo strike
52.97
IV
54.2%
B/E move
1.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.57
IV
76.9%
B/E move
1.2%

Options history

IV · four-Friday blend20.99%
Daily EOD
SPEM18.1%39.2%60.4%2026-10-19: 43.87%2026-10-20: 48.70%2026-10-21: 53.86%2026-10-22: 57.50%2026-10-23: 51.66%2026-10-26: 52.71%2026-10-27: 21.44%2026-10-28: 39.42%2026-10-29: 38.22%2026-10-30: 20.99%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
43.87%
48.70%
53.86%
57.50%
51.66%
52.71%
21.44%
39.42%
38.22%
20.99%