IntraAlpha
Create free account Start free

State Street SPDR Portfolio MSCI Global Stock Market ETF SPGM

i

Market datapartial · fetched 2026-10-22T23:23:12.814Z

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 · 2026-10-22T22:30:00.002441501Z

FundamentalsAlpha Vantage · unavailable

Share price$85.81
1D-0.2%
AH$85.54$85.69$85.84$86.00$86.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPGM
Sold putSold callAH

State Street SPDR Portfolio MSCI Global Stock Market ETF options

Live interpolated SPGM call and put midpoint premiums by absolute delta.State Street SPDR Portfolio MSCI Global Stock Market ETF$0.64$1.39$2.13$2.88$3.62$80.75$83.26$85.77$88.29$90.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPGM spot · $85.81SPGM PRICE$0.72$0.78$0.83$0.93$1.04$1.17$1.29$1.52$1.83$2.13$2.44$2.84$3.41$0.82$0.90$1.01$1.12$1.22$1.32$1.43$1.56$1.69$2.00$2.36$2.76$3.19
PutsExpensive1.07×
CallsFair1.01×
SkewBearish+0.31 pp
Implied moveBearish±$2.72
TiltBalanced1.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.3027.9%8.4%80.6329.2%7.0%
25Δ90.0022.2%5.8%82.4024.4%5.0%
30Δ88.6718.7%4.3%83.5721.3%3.8%
35Δ87.8216.8%3.4%84.4419.1%2.9%
40Δ87.1815.6%2.8%85.1417.4%2.2%
45Δ86.6714.6%2.4%85.6915.8%1.7%
50Δ86.2013.8%2.0%86.1614.5%1.3%
55Δ85.7413.7%1.7%86.5313.6%1.0%
60Δ85.2714.3%1.5%86.9112.7%0.7%
65Δ84.7914.5%1.3%87.3612.8%0.5%
70Δ84.3214.5%1.1%87.8513.2%0.4%
75Δ83.7714.6%0.9%88.3713.3%0.2%
80Δ83.0815.3%0.8%88.9213.3%0.1%

20Δ

Calls
Pseudo strike
92.30
IV
27.9%
B/E move
8.4%
Puts
Pseudo strike
80.63
IV
29.2%
B/E move
7.0%

25Δ

Calls
Pseudo strike
90.00
IV
22.2%
B/E move
5.8%
Puts
Pseudo strike
82.40
IV
24.4%
B/E move
5.0%

30Δ

Calls
Pseudo strike
88.67
IV
18.7%
B/E move
4.3%
Puts
Pseudo strike
83.57
IV
21.3%
B/E move
3.8%

35Δ

Calls
Pseudo strike
87.82
IV
16.8%
B/E move
3.4%
Puts
Pseudo strike
84.44
IV
19.1%
B/E move
2.9%

40Δ

Calls
Pseudo strike
87.18
IV
15.6%
B/E move
2.8%
Puts
Pseudo strike
85.14
IV
17.4%
B/E move
2.2%

45Δ

Calls
Pseudo strike
86.67
IV
14.6%
B/E move
2.4%
Puts
Pseudo strike
85.69
IV
15.8%
B/E move
1.7%

50Δ

Calls
Pseudo strike
86.20
IV
13.8%
B/E move
2.0%
Puts
Pseudo strike
86.16
IV
14.5%
B/E move
1.3%

55Δ

Calls
Pseudo strike
85.74
IV
13.7%
B/E move
1.7%
Puts
Pseudo strike
86.53
IV
13.6%
B/E move
1.0%

60Δ

Calls
Pseudo strike
85.27
IV
14.3%
B/E move
1.5%
Puts
Pseudo strike
86.91
IV
12.7%
B/E move
0.7%

65Δ

Calls
Pseudo strike
84.79
IV
14.5%
B/E move
1.3%
Puts
Pseudo strike
87.36
IV
12.8%
B/E move
0.5%

70Δ

Calls
Pseudo strike
84.32
IV
14.5%
B/E move
1.1%
Puts
Pseudo strike
87.85
IV
13.2%
B/E move
0.4%

75Δ

Calls
Pseudo strike
83.77
IV
14.6%
B/E move
0.9%
Puts
Pseudo strike
88.37
IV
13.3%
B/E move
0.2%

80Δ

Calls
Pseudo strike
83.08
IV
15.3%
B/E move
0.8%
Puts
Pseudo strike
88.92
IV
13.3%
B/E move
0.1%

Options history

No recorded observations