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State Street SPDR Portfolio S&P 600 Small Cap ETF SPSM

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Market dataready · fetched 2026-10-22T23:50:53.945Z

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 · 2026-10-22T22:43:04.171331567Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:50:52.769823+00:00

Share price$54.27
1D+0.9%
AH$53.30$53.46$53.62$53.78$53.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPSM
Sold putSold callAH

State Street SPDR Portfolio S&P 600 Small Cap ETF options

Live interpolated SPSM call and put midpoint premiums by absolute delta.State Street SPDR Portfolio S&P 600 Small Cap ETF$0.36$1.32$2.28$3.23$4.19$49.29$51.40$53.51$55.62$57.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPSM spot · $54.27SPSM PRICE$0.46$0.50$0.52$0.54$0.55$0.69$0.83$0.96$1.09$1.19$1.28$1.37$1.46$0.57$0.56$0.75$0.95$1.17$1.40$1.69$2.02$2.45$3.08$3.92
PutsExpensive1.52×
CallsCheap0.88×
SkewBearish+12.10 pp
Implied moveBearish±$2.52
TiltBearish23.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.4528.4%8.6%50.6432.3%7.7%
25Δ56.9822.7%5.9%52.2023.2%4.8%
30Δ56.0618.6%4.3%52.6524.3%4.4%
35Δ55.5215.7%3.3%53.1125.1%3.9%
40Δ55.0012.9%2.4%53.6025.4%3.4%
45Δ54.7413.1%2.1%54.0925.7%2.9%
50Δ54.4813.4%1.9%54.6026.2%2.5%
55Δ54.2113.6%1.7%55.1326.8%2.1%
60Δ53.9613.6%1.4%55.7328.0%1.8%
65Δ53.7712.8%1.3%56.4930.2%1.6%
70Δ53.5711.9%1.1%57.4533.1%1.4%
75Δ53.3811.1%0.9%
80Δ53.1810.2%0.7%

20Δ

Calls
Pseudo strike
58.45
IV
28.4%
B/E move
8.6%
Puts
Pseudo strike
50.64
IV
32.3%
B/E move
7.7%

25Δ

Calls
Pseudo strike
56.98
IV
22.7%
B/E move
5.9%
Puts
Pseudo strike
52.20
IV
23.2%
B/E move
4.8%

30Δ

Calls
Pseudo strike
56.06
IV
18.6%
B/E move
4.3%
Puts
Pseudo strike
52.65
IV
24.3%
B/E move
4.4%

35Δ

Calls
Pseudo strike
55.52
IV
15.7%
B/E move
3.3%
Puts
Pseudo strike
53.11
IV
25.1%
B/E move
3.9%

40Δ

Calls
Pseudo strike
55.00
IV
12.9%
B/E move
2.4%
Puts
Pseudo strike
53.60
IV
25.4%
B/E move
3.4%

45Δ

Calls
Pseudo strike
54.74
IV
13.1%
B/E move
2.1%
Puts
Pseudo strike
54.09
IV
25.7%
B/E move
2.9%

50Δ

Calls
Pseudo strike
54.48
IV
13.4%
B/E move
1.9%
Puts
Pseudo strike
54.60
IV
26.2%
B/E move
2.5%

55Δ

Calls
Pseudo strike
54.21
IV
13.6%
B/E move
1.7%
Puts
Pseudo strike
55.13
IV
26.8%
B/E move
2.1%

60Δ

Calls
Pseudo strike
53.96
IV
13.6%
B/E move
1.4%
Puts
Pseudo strike
55.73
IV
28.0%
B/E move
1.8%

65Δ

Calls
Pseudo strike
53.77
IV
12.8%
B/E move
1.3%
Puts
Pseudo strike
56.49
IV
30.2%
B/E move
1.6%

70Δ

Calls
Pseudo strike
53.57
IV
11.9%
B/E move
1.1%
Puts
Pseudo strike
57.45
IV
33.1%
B/E move
1.4%

75Δ

Calls
Pseudo strike
53.38
IV
11.1%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
53.18
IV
10.2%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations