IntraAlpha
Create free account Start free

State Street SPDR Portfolio S&P 400 Mid Cap ETF SPMD

i

Market datapartial · fetched 2026-10-22T21:36:55.187Z

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 · 2026-10-22T20:10:00.004213783Z

FundamentalsAlpha Vantage · unavailable

Share price$63.75
1D-0.0%
AH$63.20$63.35$63.51$63.66$63.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPMD
Sold putSold callAH

State Street SPDR Portfolio S&P 400 Mid Cap ETF options

Live interpolated SPMD call and put midpoint premiums by absolute delta.State Street SPDR Portfolio S&P 400 Mid Cap ETF$0.51$1.42$2.33$3.24$4.15$59.21$61.42$63.63$65.84$68.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPMD spot · $63.75SPMD PRICE$0.65$0.69$0.75$0.83$0.91$1.00$1.09$1.34$1.62$1.83$1.97$2.10$2.28$0.71$0.81$0.90$0.61$0.85$1.08$1.32$1.57$1.82$2.17$2.56$3.13$3.89
PutsExpensive1.40×
CallsExpensive1.35×
SkewBearish+1.32 pp
Implied moveBearish±$2.41
TiltBearish11.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.7534.2%10.4%59.2334.2%8.2%
25Δ67.5326.7%7.0%60.7029.1%6.0%
30Δ66.3322.8%5.2%61.7625.4%4.5%
35Δ65.5620.4%4.1%63.1113.6%2.0%
40Δ64.9318.4%3.3%63.4215.0%1.9%
45Δ64.4917.0%2.7%63.7216.5%1.7%
50Δ64.0515.7%2.2%64.0317.8%1.6%
55Δ63.6416.2%1.9%64.4517.9%1.4%
60Δ63.2317.0%1.7%64.8718.1%1.1%
65Δ62.8717.0%1.5%65.3618.5%0.9%
70Δ62.5815.8%1.2%65.8819.0%0.7%
75Δ62.2814.6%1.0%66.5720.0%0.5%
80Δ61.9413.7%0.7%67.4321.4%0.3%

20Δ

Calls
Pseudo strike
69.75
IV
34.2%
B/E move
10.4%
Puts
Pseudo strike
59.23
IV
34.2%
B/E move
8.2%

25Δ

Calls
Pseudo strike
67.53
IV
26.7%
B/E move
7.0%
Puts
Pseudo strike
60.70
IV
29.1%
B/E move
6.0%

30Δ

Calls
Pseudo strike
66.33
IV
22.8%
B/E move
5.2%
Puts
Pseudo strike
61.76
IV
25.4%
B/E move
4.5%

35Δ

Calls
Pseudo strike
65.56
IV
20.4%
B/E move
4.1%
Puts
Pseudo strike
63.11
IV
13.6%
B/E move
2.0%

40Δ

Calls
Pseudo strike
64.93
IV
18.4%
B/E move
3.3%
Puts
Pseudo strike
63.42
IV
15.0%
B/E move
1.9%

45Δ

Calls
Pseudo strike
64.49
IV
17.0%
B/E move
2.7%
Puts
Pseudo strike
63.72
IV
16.5%
B/E move
1.7%

50Δ

Calls
Pseudo strike
64.05
IV
15.7%
B/E move
2.2%
Puts
Pseudo strike
64.03
IV
17.8%
B/E move
1.6%

55Δ

Calls
Pseudo strike
63.64
IV
16.2%
B/E move
1.9%
Puts
Pseudo strike
64.45
IV
17.9%
B/E move
1.4%

60Δ

Calls
Pseudo strike
63.23
IV
17.0%
B/E move
1.7%
Puts
Pseudo strike
64.87
IV
18.1%
B/E move
1.1%

65Δ

Calls
Pseudo strike
62.87
IV
17.0%
B/E move
1.5%
Puts
Pseudo strike
65.36
IV
18.5%
B/E move
0.9%

70Δ

Calls
Pseudo strike
62.58
IV
15.8%
B/E move
1.2%
Puts
Pseudo strike
65.88
IV
19.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
62.28
IV
14.6%
B/E move
1.0%
Puts
Pseudo strike
66.57
IV
20.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
61.94
IV
13.7%
B/E move
0.7%
Puts
Pseudo strike
67.43
IV
21.4%
B/E move
0.3%

Options history

No recorded observations