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

i

Market dataready · fetched 2026-11-12T01:02:26.534Z

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 · 2026-11-12T01:00:00.120763558Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:02:26.037318+00:00

Share price$65.47
1D+0.8%
AH$64.91$65.07$65.23$65.39$65.555:30 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$0.24$1.05$1.85$2.66$3.47$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICESPMD PRICE$0.32$0.45$0.57$0.69$0.82$0.97$1.12$1.28$1.44$1.60$1.76$2.24$3.24
PutsExpensive1.36×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.4424.6%3.6%
25Δ63.8125.2%3.2%
30Δ64.1725.8%2.9%
35Δ64.5326.4%2.5%
40Δ64.9027.0%2.1%
45Δ65.2326.7%1.8%
50Δ65.5525.9%1.6%
55Δ65.8725.2%1.4%
60Δ66.1924.5%1.1%
65Δ66.5123.8%0.9%
70Δ66.8323.1%0.6%
75Δ67.4025.3%0.5%
80Δ68.4231.4%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
63.44
IV
24.6%
B/E move
3.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
63.81
IV
25.2%
B/E move
3.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.17
IV
25.8%
B/E move
2.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.53
IV
26.4%
B/E move
2.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.90
IV
27.0%
B/E move
2.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.23
IV
26.7%
B/E move
1.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.55
IV
25.9%
B/E move
1.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.87
IV
25.2%
B/E move
1.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.19
IV
24.5%
B/E move
1.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.51
IV
23.8%
B/E move
0.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.83
IV
23.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
67.40
IV
25.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
68.42
IV
31.4%
B/E move
0.4%

Options history

IV · four-Friday blend17.16%
Daily EOD
SPMD16.6%17.4%18.2%2026-10-19: 16.69%2026-10-20: 16.98%2026-10-21: 16.94%2026-10-22: 17.58%2026-10-23: 18.08%2026-10-26: 17.55%2026-10-27: 17.79%2026-10-28: 17.23%2026-10-29: 16.90%2026-10-30: 17.16%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
16.69%
16.98%
16.94%
17.58%
18.08%
17.55%
17.79%
17.23%
16.90%
17.16%