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State Street SPDR Portfolio Europe ETF SPEU

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Market datapartial · fetched 2026-10-22T23:42:27.673Z

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 · 2026-10-22T22:30:00.003009826Z

FundamentalsAlpha Vantage · unavailable

Share price$53.64
1D-0.2%
AH$53.48$53.57$53.65$53.73$53.825:30 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$0.36$0.88$1.40$1.93$2.45$50.45$52.05$53.65$55.24$56.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPEU spot · $53.64SPEU PRICE$0.42$0.47$0.52$0.58$0.67$0.76$0.90$1.07$1.25$1.45$1.69$1.93$2.30$0.50$0.55$0.61$0.67$0.74$0.81$0.88$0.99$1.16$1.33$1.51$1.83$2.22
PutsExpensive1.19×
CallsExpensive1.30×
SkewNeutral-0.13 pp
Implied moveBalanced±$1.78
TiltBalanced0.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.3725.7%7.7%50.4428.6%6.9%
25Δ56.1821.4%5.6%51.5223.9%5.0%
30Δ55.4518.7%4.3%52.2620.7%3.7%
35Δ54.8916.7%3.4%52.8018.6%2.8%
40Δ54.5315.9%2.9%53.1917.0%2.2%
45Δ54.1715.2%2.4%53.5015.7%1.8%
50Δ53.8415.0%2.1%53.8114.4%1.3%
55Δ53.5415.3%1.8%54.1113.6%1.0%
60Δ53.2415.6%1.6%54.3813.6%0.8%
65Δ52.9315.8%1.4%54.6613.5%0.6%
70Δ52.5915.8%1.2%54.9313.4%0.4%
75Δ52.2415.8%1.0%55.3313.9%0.3%
80Δ51.7816.4%0.8%55.7914.6%0.1%

20Δ

Calls
Pseudo strike
57.37
IV
25.7%
B/E move
7.7%
Puts
Pseudo strike
50.44
IV
28.6%
B/E move
6.9%

25Δ

Calls
Pseudo strike
56.18
IV
21.4%
B/E move
5.6%
Puts
Pseudo strike
51.52
IV
23.9%
B/E move
5.0%

30Δ

Calls
Pseudo strike
55.45
IV
18.7%
B/E move
4.3%
Puts
Pseudo strike
52.26
IV
20.7%
B/E move
3.7%

35Δ

Calls
Pseudo strike
54.89
IV
16.7%
B/E move
3.4%
Puts
Pseudo strike
52.80
IV
18.6%
B/E move
2.8%

40Δ

Calls
Pseudo strike
54.53
IV
15.9%
B/E move
2.9%
Puts
Pseudo strike
53.19
IV
17.0%
B/E move
2.2%

45Δ

Calls
Pseudo strike
54.17
IV
15.2%
B/E move
2.4%
Puts
Pseudo strike
53.50
IV
15.7%
B/E move
1.8%

50Δ

Calls
Pseudo strike
53.84
IV
15.0%
B/E move
2.1%
Puts
Pseudo strike
53.81
IV
14.4%
B/E move
1.3%

55Δ

Calls
Pseudo strike
53.54
IV
15.3%
B/E move
1.8%
Puts
Pseudo strike
54.11
IV
13.6%
B/E move
1.0%

60Δ

Calls
Pseudo strike
53.24
IV
15.6%
B/E move
1.6%
Puts
Pseudo strike
54.38
IV
13.6%
B/E move
0.8%

65Δ

Calls
Pseudo strike
52.93
IV
15.8%
B/E move
1.4%
Puts
Pseudo strike
54.66
IV
13.5%
B/E move
0.6%

70Δ

Calls
Pseudo strike
52.59
IV
15.8%
B/E move
1.2%
Puts
Pseudo strike
54.93
IV
13.4%
B/E move
0.4%

75Δ

Calls
Pseudo strike
52.24
IV
15.8%
B/E move
1.0%
Puts
Pseudo strike
55.33
IV
13.9%
B/E move
0.3%

80Δ

Calls
Pseudo strike
51.78
IV
16.4%
B/E move
0.8%
Puts
Pseudo strike
55.79
IV
14.6%
B/E move
0.1%

Options history

No recorded observations