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

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Market datapartial · fetched 2026-10-23T21:10:52.190Z

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 · 2026-10-23T20:10:00.003555302Z

FundamentalsAlpha Vantage · unavailable

Share price$53.73
1D+0.5%
AH$53.26$53.42$53.57$53.72$53.875:30 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$0.22$1.23$2.23$3.24$4.25$49.53$51.49$53.45$55.41$57.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPSM spot · $53.73SPSM PRICE$0.33$0.40$0.55$0.69$0.82$0.93$1.05$1.25$1.45$1.70$2.06$2.44$2.89$0.55$0.45$0.67$0.89$1.09$1.18$1.27$1.53$1.81$2.13$2.49$3.02$3.96
PutsExpensive1.20×
CallsExpensive1.15×
SkewBearish+3.77 pp
Implied moveBearish±$2.32
TiltBearish12.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.7420.8%6.2%50.2232.0%7.6%
25Δ55.7717.8%4.5%52.0119.9%4.1%
30Δ55.4518.9%4.2%52.3621.7%3.8%
35Δ55.1320.0%3.9%52.7123.6%3.6%
40Δ54.7619.9%3.4%53.0724.8%3.2%
45Δ54.3618.9%2.9%53.5322.7%2.6%
50Δ53.9618.2%2.4%53.9820.7%1.9%
55Δ53.6118.3%2.1%54.4021.0%1.6%
60Δ53.2618.5%1.8%54.8221.4%1.3%
65Δ52.8718.9%1.6%55.2821.8%1.1%
70Δ52.4019.8%1.4%55.7722.1%0.8%
75Δ51.9220.7%1.2%56.4223.2%0.6%
80Δ51.3621.1%1.0%57.4426.1%0.5%

20Δ

Calls
Pseudo strike
56.74
IV
20.8%
B/E move
6.2%
Puts
Pseudo strike
50.22
IV
32.0%
B/E move
7.6%

25Δ

Calls
Pseudo strike
55.77
IV
17.8%
B/E move
4.5%
Puts
Pseudo strike
52.01
IV
19.9%
B/E move
4.1%

30Δ

Calls
Pseudo strike
55.45
IV
18.9%
B/E move
4.2%
Puts
Pseudo strike
52.36
IV
21.7%
B/E move
3.8%

35Δ

Calls
Pseudo strike
55.13
IV
20.0%
B/E move
3.9%
Puts
Pseudo strike
52.71
IV
23.6%
B/E move
3.6%

40Δ

Calls
Pseudo strike
54.76
IV
19.9%
B/E move
3.4%
Puts
Pseudo strike
53.07
IV
24.8%
B/E move
3.2%

45Δ

Calls
Pseudo strike
54.36
IV
18.9%
B/E move
2.9%
Puts
Pseudo strike
53.53
IV
22.7%
B/E move
2.6%

50Δ

Calls
Pseudo strike
53.96
IV
18.2%
B/E move
2.4%
Puts
Pseudo strike
53.98
IV
20.7%
B/E move
1.9%

55Δ

Calls
Pseudo strike
53.61
IV
18.3%
B/E move
2.1%
Puts
Pseudo strike
54.40
IV
21.0%
B/E move
1.6%

60Δ

Calls
Pseudo strike
53.26
IV
18.5%
B/E move
1.8%
Puts
Pseudo strike
54.82
IV
21.4%
B/E move
1.3%

65Δ

Calls
Pseudo strike
52.87
IV
18.9%
B/E move
1.6%
Puts
Pseudo strike
55.28
IV
21.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
52.40
IV
19.8%
B/E move
1.4%
Puts
Pseudo strike
55.77
IV
22.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
51.92
IV
20.7%
B/E move
1.2%
Puts
Pseudo strike
56.42
IV
23.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
51.36
IV
21.1%
B/E move
1.0%
Puts
Pseudo strike
57.44
IV
26.1%
B/E move
0.5%

Options history

No recorded observations