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State Street SPDR Portfolio Emerging Markets ETF SPEM

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Market datapartial · fetched 2026-10-22T19:01:25.309Z

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 · 2026-10-22T19:01:06.552282747Z

FundamentalsAlpha Vantage · unavailable

Share price$49.54
1D-1.5%
$49.43$49.76$50.09$50.42$50.755:30 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$0.67$0.72$0.77$0.82$0.88$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESPEM PRICE$0.68$0.72$0.79$0.86$0.69$0.74$0.81
PutsExpensive1.61×
CallsExpensive2.00×
SkewBullish-0.37 pp
Implied move——
TiltBullish15.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.2046.8%14.8%45.1243.0%10.3%
25Δ53.8937.5%10.2%46.8033.9%7.0%
30Δ52.3531.3%7.3%47.7529.2%5.2%
35Δ51.4027.4%5.5%
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
56.20
IV
46.8%
B/E move
14.8%
Puts
Pseudo strike
45.12
IV
43.0%
B/E move
10.3%

25Δ

Calls
Pseudo strike
53.89
IV
37.5%
B/E move
10.2%
Puts
Pseudo strike
46.80
IV
33.9%
B/E move
7.0%

30Δ

Calls
Pseudo strike
52.35
IV
31.3%
B/E move
7.3%
Puts
Pseudo strike
47.75
IV
29.2%
B/E move
5.2%

35Δ

Calls
Pseudo strike
51.40
IV
27.4%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations