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State Street SPDR Portfolio MSCI Global Stock Market ETF SPGM

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Market dataready · fetched 2026-11-13T02:53:50.567Z

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 · 2026-11-13T01:00:00.050424714Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:53:50.025871+00:00

Share price$85.20
1D+0.3%
AH$84.90$85.10$85.31$85.51$85.725:30 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$0.86$1.44$2.03$2.61$3.19$81.11$83.37$85.63$87.89$90.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SPGM spot · $85.20SPGM PRICE$0.93$0.93$0.93$0.97$1.05$1.16$1.29$1.42$1.58$1.74$1.98$2.43$3.02$0.93$0.94$0.99$1.04$1.10$1.19$1.29$1.40$1.51$1.62$1.73$1.84
Puts——
CallsExpensive1.17×
Skew——
Implied moveBalanced±$2.58
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.4370.0%10.7%79.1963.9%8.1%
25Δ90.0051.8%6.7%81.4649.0%5.5%
30Δ88.1240.4%4.5%82.8040.7%4.0%
35Δ87.0534.2%3.3%83.7234.7%3.0%
40Δ86.3830.7%2.6%84.3630.7%2.3%
45Δ85.8128.1%2.1%84.9127.6%1.7%
50Δ85.3826.6%1.7%85.3025.6%1.4%
55Δ84.9525.2%1.4%85.6623.8%1.1%
60Δ84.6024.1%1.2%86.0222.1%0.8%
65Δ84.2523.0%0.9%86.2720.5%0.6%
70Δ83.8422.6%0.7%86.5119.0%0.5%
75Δ83.3023.8%0.6%86.7617.5%0.3%
80Δ82.6125.7%0.5%

20Δ

Calls
Pseudo strike
93.43
IV
70.0%
B/E move
10.7%
Puts
Pseudo strike
79.19
IV
63.9%
B/E move
8.1%

25Δ

Calls
Pseudo strike
90.00
IV
51.8%
B/E move
6.7%
Puts
Pseudo strike
81.46
IV
49.0%
B/E move
5.5%

30Δ

Calls
Pseudo strike
88.12
IV
40.4%
B/E move
4.5%
Puts
Pseudo strike
82.80
IV
40.7%
B/E move
4.0%

35Δ

Calls
Pseudo strike
87.05
IV
34.2%
B/E move
3.3%
Puts
Pseudo strike
83.72
IV
34.7%
B/E move
3.0%

40Δ

Calls
Pseudo strike
86.38
IV
30.7%
B/E move
2.6%
Puts
Pseudo strike
84.36
IV
30.7%
B/E move
2.3%

45Δ

Calls
Pseudo strike
85.81
IV
28.1%
B/E move
2.1%
Puts
Pseudo strike
84.91
IV
27.6%
B/E move
1.7%

50Δ

Calls
Pseudo strike
85.38
IV
26.6%
B/E move
1.7%
Puts
Pseudo strike
85.30
IV
25.6%
B/E move
1.4%

55Δ

Calls
Pseudo strike
84.95
IV
25.2%
B/E move
1.4%
Puts
Pseudo strike
85.66
IV
23.8%
B/E move
1.1%

60Δ

Calls
Pseudo strike
84.60
IV
24.1%
B/E move
1.2%
Puts
Pseudo strike
86.02
IV
22.1%
B/E move
0.8%

65Δ

Calls
Pseudo strike
84.25
IV
23.0%
B/E move
0.9%
Puts
Pseudo strike
86.27
IV
20.5%
B/E move
0.6%

70Δ

Calls
Pseudo strike
83.84
IV
22.6%
B/E move
0.7%
Puts
Pseudo strike
86.51
IV
19.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
83.30
IV
23.8%
B/E move
0.6%
Puts
Pseudo strike
86.76
IV
17.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
82.61
IV
25.7%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend15.39%
Daily EOD
SPGM13.5%16.6%19.6%2026-10-19: 19.19%2026-10-20: 14.08%2026-10-21: 13.96%2026-10-22: 14.28%2026-10-23: 14.71%2026-10-26: 15.93%2026-10-27: 15.63%2026-10-28: 15.77%2026-10-29: 15.40%2026-10-30: 15.39%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.19%
14.08%
13.96%
14.28%
14.71%
15.93%
15.63%
15.77%
15.40%
15.39%