IntraAlpha
Create free account Start free

State Street SPDR Portfolio MSCI Global Stock Market ETF SPGM

i

Market datapartial · fetched 2026-10-22T18:22:15.359Z

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 · 2026-10-22T18:17:49.464328417Z

FundamentalsAlpha Vantage · unavailable

Share price$85.71
1D-0.4%
$85.55$85.70$85.85$86.00$86.155:30 AM6:30 AM9:00 AM1:00 PMSPGM
Sold putSold call

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$0.77$0.86$0.95$1.04$1.13$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESPGM PRICE$0.78$0.84$0.94$1.06$0.81$0.90$1.00$1.10
PutsExpensive1.45×
CallsExpensive1.11×
SkewBearish+4.83 pp
Implied move——
TiltBearish2.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.5429.0%7.0%
25Δ89.9222.2%5.8%82.3224.1%5.0%
30Δ88.6018.8%4.4%83.4921.1%3.8%
35Δ87.7517.0%3.5%84.3618.9%2.9%
40Δ87.0915.8%2.8%
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.54
IV
29.0%
B/E move
7.0%

25Δ

Calls
Pseudo strike
89.92
IV
22.2%
B/E move
5.8%
Puts
Pseudo strike
82.32
IV
24.1%
B/E move
5.0%

30Δ

Calls
Pseudo strike
88.60
IV
18.8%
B/E move
4.4%
Puts
Pseudo strike
83.49
IV
21.1%
B/E move
3.8%

35Δ

Calls
Pseudo strike
87.75
IV
17.0%
B/E move
3.5%
Puts
Pseudo strike
84.36
IV
18.9%
B/E move
2.9%

40Δ

Calls
Pseudo strike
87.09
IV
15.8%
B/E move
2.8%
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