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State Street SPDR Portfolio Emerging Markets ETF SPEM

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Market dataready · fetched 2026-10-22T12:54:15.391Z

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 · 2026-10-22T12:45:43.041324479Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T12:52:56.325986+00:00

Share price$50.05
1D-0.5%
$50.00$50.18$50.35$50.53$50.705:30 AM6:30 AM9:00 AM1:00 PMSPEM
Sold putSold call

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$0.52$1.92$3.31$4.70$6.09$45.85$48.32$50.79$53.25$55.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPEM spot · $50.05SPEM PRICE$0.68$0.72$0.82$0.92$1.03$1.19$1.41$1.70$2.19$2.71$3.29$4.29$5.69$0.69$0.74$0.80$0.85$0.90$0.95$0.99$1.04$1.09$1.14
PutsFair1.05×
CallsExpensive1.87×
SkewBullish-10.38 pp
Implied moveBullish±$2.40
TiltBullish48.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.4445.3%14.1%45.8041.5%9.9%
25Δ54.0935.9%9.5%47.3033.5%7.0%
30Δ53.0332.3%7.6%48.2828.4%5.1%
35Δ52.0228.9%5.8%49.0224.5%3.8%
40Δ51.3926.7%4.7%49.4921.8%2.9%
45Δ50.8225.6%3.9%49.9519.1%2.1%
50Δ50.3525.9%3.4%50.2217.4%1.7%
55Δ49.8527.0%3.0%50.4615.8%1.3%
60Δ49.2830.1%2.8%50.7014.2%0.9%
65Δ48.6432.7%2.6%50.9412.7%0.5%
70Δ47.9035.0%2.3%
75Δ46.8040.2%2.1%
80Δ45.2947.0%1.9%

20Δ

Calls
Pseudo strike
56.44
IV
45.3%
B/E move
14.1%
Puts
Pseudo strike
45.80
IV
41.5%
B/E move
9.9%

25Δ

Calls
Pseudo strike
54.09
IV
35.9%
B/E move
9.5%
Puts
Pseudo strike
47.30
IV
33.5%
B/E move
7.0%

30Δ

Calls
Pseudo strike
53.03
IV
32.3%
B/E move
7.6%
Puts
Pseudo strike
48.28
IV
28.4%
B/E move
5.1%

35Δ

Calls
Pseudo strike
52.02
IV
28.9%
B/E move
5.8%
Puts
Pseudo strike
49.02
IV
24.5%
B/E move
3.8%

40Δ

Calls
Pseudo strike
51.39
IV
26.7%
B/E move
4.7%
Puts
Pseudo strike
49.49
IV
21.8%
B/E move
2.9%

45Δ

Calls
Pseudo strike
50.82
IV
25.6%
B/E move
3.9%
Puts
Pseudo strike
49.95
IV
19.1%
B/E move
2.1%

50Δ

Calls
Pseudo strike
50.35
IV
25.9%
B/E move
3.4%
Puts
Pseudo strike
50.22
IV
17.4%
B/E move
1.7%

55Δ

Calls
Pseudo strike
49.85
IV
27.0%
B/E move
3.0%
Puts
Pseudo strike
50.46
IV
15.8%
B/E move
1.3%

60Δ

Calls
Pseudo strike
49.28
IV
30.1%
B/E move
2.8%
Puts
Pseudo strike
50.70
IV
14.2%
B/E move
0.9%

65Δ

Calls
Pseudo strike
48.64
IV
32.7%
B/E move
2.6%
Puts
Pseudo strike
50.94
IV
12.7%
B/E move
0.5%

70Δ

Calls
Pseudo strike
47.90
IV
35.0%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
46.80
IV
40.2%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
45.29
IV
47.0%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations