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State Street SPDR Portfolio MSCI Global Stock Market ETF SPGM

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Market datapartial · fetched 2026-10-23T17:35:23.034Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16

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 · 2026-10-23T17:32:08.064723149Z

FundamentalsAlpha Vantage · unavailable

Share price$85.35
1D+0.3%
$85.02$85.19$85.37$85.54$85.715:30 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$3.69$5.61$7.53$9.45$11.37$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESPGM PRICE$4.28$5.11$5.93$6.79$3.90$5.05$6.20$7.35$8.51$9.66$10.81
PutsExpensive1.78×
CallsExpensive1.26×
SkewBearish+6.56 pp
Implied move——
TiltBearish39.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ85.0719.9%4.9%
45Δ86.8420.3%4.2%
50Δ88.6220.8%3.4%
55Δ90.3921.2%2.7%
60Δ85.2814.1%4.9%92.1721.6%2.0%
65Δ84.0614.5%4.5%93.9422.0%1.3%
70Δ82.8414.8%4.0%95.7122.4%0.5%
75Δ81.5915.1%3.5%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
85.07
IV
19.9%
B/E move
4.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
86.84
IV
20.3%
B/E move
4.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
88.62
IV
20.8%
B/E move
3.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
90.39
IV
21.2%
B/E move
2.7%

60Δ

Calls
Pseudo strike
85.28
IV
14.1%
B/E move
4.9%
Puts
Pseudo strike
92.17
IV
21.6%
B/E move
2.0%

65Δ

Calls
Pseudo strike
84.06
IV
14.5%
B/E move
4.5%
Puts
Pseudo strike
93.94
IV
22.0%
B/E move
1.3%

70Δ

Calls
Pseudo strike
82.84
IV
14.8%
B/E move
4.0%
Puts
Pseudo strike
95.71
IV
22.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
81.59
IV
15.1%
B/E move
3.5%
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