IntraAlpha
Create free account Start free

State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF SPTM

i

Market datapartial · fetched 2026-10-22T23:42:15.515Z

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 · 2026-10-22T22:30:00.0008298Z

FundamentalsAlpha Vantage · unavailable

Share price$92.36
1D-0.4%
AH$92.03$92.22$92.41$92.61$92.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPTM
Sold putSold callAH

State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF options

Live interpolated SPTM call and put midpoint premiums by absolute delta.State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF$0.41$1.65$2.88$4.12$5.35$87.33$89.92$92.51$95.09$97.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPTM spot · $92.36SPTM PRICE$0.55$0.64$0.73$0.85$1.03$1.22$1.46$1.74$2.20$2.84$3.43$4.00$5.00$0.70$0.66$0.84$1.03$1.20$1.38$1.57$1.77$2.01$2.27$2.63$3.05$3.63
PutsExpensive1.19×
CallsExpensive1.33×
SkewBullish-1.13 pp
Implied moveBearish±$3.03
TiltBullish6.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ97.1819.3%5.8%87.9123.3%5.6%
25Δ95.8316.9%4.5%89.8916.7%3.4%
30Δ94.8715.0%3.5%90.5416.4%2.9%
35Δ94.2314.3%2.9%91.1016.4%2.5%
40Δ93.6914.0%2.5%91.6815.8%2.0%
45Δ93.2014.1%2.2%92.2215.2%1.6%
50Δ92.7114.3%2.0%92.7114.7%1.3%
55Δ92.2414.6%1.8%93.1914.2%1.0%
60Δ91.6515.9%1.6%93.6413.9%0.8%
65Δ90.9518.2%1.5%94.1113.6%0.6%
70Δ90.1819.1%1.4%94.6213.6%0.4%
75Δ89.4219.4%1.1%95.1913.7%0.2%
80Δ88.2721.1%1.0%95.8914.1%0.1%

20Δ

Calls
Pseudo strike
97.18
IV
19.3%
B/E move
5.8%
Puts
Pseudo strike
87.91
IV
23.3%
B/E move
5.6%

25Δ

Calls
Pseudo strike
95.83
IV
16.9%
B/E move
4.5%
Puts
Pseudo strike
89.89
IV
16.7%
B/E move
3.4%

30Δ

Calls
Pseudo strike
94.87
IV
15.0%
B/E move
3.5%
Puts
Pseudo strike
90.54
IV
16.4%
B/E move
2.9%

35Δ

Calls
Pseudo strike
94.23
IV
14.3%
B/E move
2.9%
Puts
Pseudo strike
91.10
IV
16.4%
B/E move
2.5%

40Δ

Calls
Pseudo strike
93.69
IV
14.0%
B/E move
2.5%
Puts
Pseudo strike
91.68
IV
15.8%
B/E move
2.0%

45Δ

Calls
Pseudo strike
93.20
IV
14.1%
B/E move
2.2%
Puts
Pseudo strike
92.22
IV
15.2%
B/E move
1.6%

50Δ

Calls
Pseudo strike
92.71
IV
14.3%
B/E move
2.0%
Puts
Pseudo strike
92.71
IV
14.7%
B/E move
1.3%

55Δ

Calls
Pseudo strike
92.24
IV
14.6%
B/E move
1.8%
Puts
Pseudo strike
93.19
IV
14.2%
B/E move
1.0%

60Δ

Calls
Pseudo strike
91.65
IV
15.9%
B/E move
1.6%
Puts
Pseudo strike
93.64
IV
13.9%
B/E move
0.8%

65Δ

Calls
Pseudo strike
90.95
IV
18.2%
B/E move
1.5%
Puts
Pseudo strike
94.11
IV
13.6%
B/E move
0.6%

70Δ

Calls
Pseudo strike
90.18
IV
19.1%
B/E move
1.4%
Puts
Pseudo strike
94.62
IV
13.6%
B/E move
0.4%

75Δ

Calls
Pseudo strike
89.42
IV
19.4%
B/E move
1.1%
Puts
Pseudo strike
95.19
IV
13.7%
B/E move
0.2%

80Δ

Calls
Pseudo strike
88.27
IV
21.1%
B/E move
1.0%
Puts
Pseudo strike
95.89
IV
14.1%
B/E move
0.1%

Options history

No recorded observations