IntraAlpha
Create free account Start free

State Street SPDR Portfolio Europe ETF SPEU

i

Market dataready · fetched 2026-11-12T00:58:55.558Z

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 · 2026-11-11T23:30:00.003379382Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:58:55.129516+00:00

Share price$55.19
1D+0.4%
AH$54.82$54.94$55.06$55.18$55.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPEU
Sold putSold callAH

State Street SPDR Portfolio Europe ETF options

Live interpolated SPEU call and put midpoint premiums by absolute delta.State Street SPDR Portfolio Europe ETF$0.33$0.72$1.10$1.48$1.86$53.00$54.38$55.76$57.13$58.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SPEU spot · $55.19SPEU PRICE$0.38$0.39$0.42$0.45$0.49$0.53$0.58$0.62$0.70$0.84$0.97$1.11$1.24$0.43$0.48$0.50$0.53$0.58$0.67$0.76$0.85$0.94$1.04$1.40$1.75
Puts——
CallsCheap0.64×
Skew——
Implied moveBearish±$1.25
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.4040.6%6.5%
25Δ57.2231.8%4.4%53.3933.1%4.0%
30Δ56.5826.9%3.3%54.0228.6%3.0%
35Δ56.0522.7%2.4%54.3925.2%2.4%
40Δ55.8020.8%2.0%54.7521.9%1.8%
45Δ55.5819.2%1.7%55.0619.3%1.3%
50Δ55.3617.7%1.4%55.2518.7%1.1%
55Δ55.1416.1%1.0%55.4418.1%0.9%
60Δ54.9315.1%0.8%55.6317.5%0.7%
65Δ54.7315.0%0.7%55.8216.9%0.6%
70Δ54.5414.9%0.6%56.0216.4%0.4%
75Δ54.3514.9%0.5%56.4118.3%0.3%
80Δ54.1614.8%0.4%56.8120.1%0.2%

20Δ

Calls
Pseudo strike
58.40
IV
40.6%
B/E move
6.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
57.22
IV
31.8%
B/E move
4.4%
Puts
Pseudo strike
53.39
IV
33.1%
B/E move
4.0%

30Δ

Calls
Pseudo strike
56.58
IV
26.9%
B/E move
3.3%
Puts
Pseudo strike
54.02
IV
28.6%
B/E move
3.0%

35Δ

Calls
Pseudo strike
56.05
IV
22.7%
B/E move
2.4%
Puts
Pseudo strike
54.39
IV
25.2%
B/E move
2.4%

40Δ

Calls
Pseudo strike
55.80
IV
20.8%
B/E move
2.0%
Puts
Pseudo strike
54.75
IV
21.9%
B/E move
1.8%

45Δ

Calls
Pseudo strike
55.58
IV
19.2%
B/E move
1.7%
Puts
Pseudo strike
55.06
IV
19.3%
B/E move
1.3%

50Δ

Calls
Pseudo strike
55.36
IV
17.7%
B/E move
1.4%
Puts
Pseudo strike
55.25
IV
18.7%
B/E move
1.1%

55Δ

Calls
Pseudo strike
55.14
IV
16.1%
B/E move
1.0%
Puts
Pseudo strike
55.44
IV
18.1%
B/E move
0.9%

60Δ

Calls
Pseudo strike
54.93
IV
15.1%
B/E move
0.8%
Puts
Pseudo strike
55.63
IV
17.5%
B/E move
0.7%

65Δ

Calls
Pseudo strike
54.73
IV
15.0%
B/E move
0.7%
Puts
Pseudo strike
55.82
IV
16.9%
B/E move
0.6%

70Δ

Calls
Pseudo strike
54.54
IV
14.9%
B/E move
0.6%
Puts
Pseudo strike
56.02
IV
16.4%
B/E move
0.4%

75Δ

Calls
Pseudo strike
54.35
IV
14.9%
B/E move
0.5%
Puts
Pseudo strike
56.41
IV
18.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
54.16
IV
14.8%
B/E move
0.4%
Puts
Pseudo strike
56.81
IV
20.1%
B/E move
0.2%

Options history

IV · four-Friday blend15.33%
Daily EOD
SPEU14.6%15.1%15.6%2026-10-19: 14.92%2026-10-20: 14.62%2026-10-21: 14.92%2026-10-22: 15.02%2026-10-23: 15.28%2026-10-26: 15.49%2026-10-27: 15.13%2026-10-28: 14.69%2026-10-29: 14.96%2026-10-30: 15.33%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
14.92%
14.62%
14.92%
15.02%
15.28%
15.49%
15.13%
14.69%
14.96%
15.33%