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

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Market dataready · fetched 2026-10-22T23:06:53.158Z

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 · 2026-10-22T22:49:14.475388763Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:58:26.684947+00:00

Share price$63.79
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$0.53$1.48$2.44$3.40$4.36$59.18$61.40$63.62$65.84$68.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPMD spot · $63.79SPMD PRICE$0.65$0.69$0.75$0.83$0.91$0.99$1.08$1.31$1.58$1.81$1.94$2.07$2.19$0.72$0.81$0.90$0.63$0.87$1.10$1.35$1.60$1.86$2.23$2.63$3.25$4.08
PutsExpensive1.43×
CallsExpensive1.34×
SkewBearish+1.91 pp
Implied moveBearish±$2.43
TiltBearish13.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.7934.2%10.4%59.2634.3%8.2%
25Δ67.5626.7%7.0%60.7429.2%6.1%
30Δ66.3622.7%5.2%61.7925.5%4.6%
35Δ65.5920.3%4.1%63.1414.0%2.0%
40Δ64.9518.3%3.3%63.4415.4%1.9%
45Δ64.5316.9%2.7%63.7516.9%1.8%
50Δ64.1015.5%2.2%64.0818.1%1.7%
55Δ63.6915.8%1.9%64.5018.3%1.4%
60Δ63.2916.6%1.7%64.9318.4%1.1%
65Δ62.9216.8%1.5%65.4419.0%0.9%
70Δ62.6415.6%1.2%65.9719.6%0.7%
75Δ62.3514.4%1.0%66.7120.8%0.5%
80Δ62.0713.2%0.7%67.6522.4%0.4%

20Δ

Calls
Pseudo strike
69.79
IV
34.2%
B/E move
10.4%
Puts
Pseudo strike
59.26
IV
34.3%
B/E move
8.2%

25Δ

Calls
Pseudo strike
67.56
IV
26.7%
B/E move
7.0%
Puts
Pseudo strike
60.74
IV
29.2%
B/E move
6.1%

30Δ

Calls
Pseudo strike
66.36
IV
22.7%
B/E move
5.2%
Puts
Pseudo strike
61.79
IV
25.5%
B/E move
4.6%

35Δ

Calls
Pseudo strike
65.59
IV
20.3%
B/E move
4.1%
Puts
Pseudo strike
63.14
IV
14.0%
B/E move
2.0%

40Δ

Calls
Pseudo strike
64.95
IV
18.3%
B/E move
3.3%
Puts
Pseudo strike
63.44
IV
15.4%
B/E move
1.9%

45Δ

Calls
Pseudo strike
64.53
IV
16.9%
B/E move
2.7%
Puts
Pseudo strike
63.75
IV
16.9%
B/E move
1.8%

50Δ

Calls
Pseudo strike
64.10
IV
15.5%
B/E move
2.2%
Puts
Pseudo strike
64.08
IV
18.1%
B/E move
1.7%

55Δ

Calls
Pseudo strike
63.69
IV
15.8%
B/E move
1.9%
Puts
Pseudo strike
64.50
IV
18.3%
B/E move
1.4%

60Δ

Calls
Pseudo strike
63.29
IV
16.6%
B/E move
1.7%
Puts
Pseudo strike
64.93
IV
18.4%
B/E move
1.1%

65Δ

Calls
Pseudo strike
62.92
IV
16.8%
B/E move
1.5%
Puts
Pseudo strike
65.44
IV
19.0%
B/E move
0.9%

70Δ

Calls
Pseudo strike
62.64
IV
15.6%
B/E move
1.2%
Puts
Pseudo strike
65.97
IV
19.6%
B/E move
0.7%

75Δ

Calls
Pseudo strike
62.35
IV
14.4%
B/E move
1.0%
Puts
Pseudo strike
66.71
IV
20.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
62.07
IV
13.2%
B/E move
0.7%
Puts
Pseudo strike
67.65
IV
22.4%
B/E move
0.4%

Options history

No recorded observations