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

i

Market dataready · fetched 2026-11-12T00:50:59.998Z

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 · 2026-11-11T23:30:00.000865419Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:50:59.535906+00:00

Share price$92.09
1D+0.2%
AH$91.50$91.74$91.99$92.23$92.475:30 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$0.53$1.07$1.62$2.16$2.70$87.90$90.07$92.24$94.41$96.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SPTM spot · $92.09SPTM PRICE$0.59$0.64$0.69$0.74$0.83$0.91$1.01$1.19$1.36$1.54$1.80$2.08$0.64$0.67$0.72$0.78$0.83$0.88$0.97$1.07$1.17$1.26$1.57$1.89$2.55
PutsExpensive1.08×
Calls——
Skew——
Implied moveBearish±$1.88
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.7339.2%5.4%
25Δ95.0628.2%3.9%89.3530.7%3.7%
30Δ94.1124.2%2.9%90.2926.1%2.7%
35Δ93.4621.1%2.2%91.0122.6%2.0%
40Δ92.9218.6%1.7%91.4420.3%1.6%
45Δ92.5917.4%1.4%91.8818.0%1.2%
50Δ92.2616.3%1.2%92.1916.7%0.9%
55Δ91.9415.3%0.9%92.4515.8%0.8%
60Δ91.6515.2%0.8%92.7114.8%0.6%
65Δ91.3615.1%0.7%92.9713.9%0.4%
70Δ91.0615.1%0.6%93.3514.5%0.3%
75Δ90.7115.0%0.5%93.7515.2%0.3%
80Δ90.3515.0%0.4%94.4517.8%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
87.73
IV
39.2%
B/E move
5.4%

25Δ

Calls
Pseudo strike
95.06
IV
28.2%
B/E move
3.9%
Puts
Pseudo strike
89.35
IV
30.7%
B/E move
3.7%

30Δ

Calls
Pseudo strike
94.11
IV
24.2%
B/E move
2.9%
Puts
Pseudo strike
90.29
IV
26.1%
B/E move
2.7%

35Δ

Calls
Pseudo strike
93.46
IV
21.1%
B/E move
2.2%
Puts
Pseudo strike
91.01
IV
22.6%
B/E move
2.0%

40Δ

Calls
Pseudo strike
92.92
IV
18.6%
B/E move
1.7%
Puts
Pseudo strike
91.44
IV
20.3%
B/E move
1.6%

45Δ

Calls
Pseudo strike
92.59
IV
17.4%
B/E move
1.4%
Puts
Pseudo strike
91.88
IV
18.0%
B/E move
1.2%

50Δ

Calls
Pseudo strike
92.26
IV
16.3%
B/E move
1.2%
Puts
Pseudo strike
92.19
IV
16.7%
B/E move
0.9%

55Δ

Calls
Pseudo strike
91.94
IV
15.3%
B/E move
0.9%
Puts
Pseudo strike
92.45
IV
15.8%
B/E move
0.8%

60Δ

Calls
Pseudo strike
91.65
IV
15.2%
B/E move
0.8%
Puts
Pseudo strike
92.71
IV
14.8%
B/E move
0.6%

65Δ

Calls
Pseudo strike
91.36
IV
15.1%
B/E move
0.7%
Puts
Pseudo strike
92.97
IV
13.9%
B/E move
0.4%

70Δ

Calls
Pseudo strike
91.06
IV
15.1%
B/E move
0.6%
Puts
Pseudo strike
93.35
IV
14.5%
B/E move
0.3%

75Δ

Calls
Pseudo strike
90.71
IV
15.0%
B/E move
0.5%
Puts
Pseudo strike
93.75
IV
15.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
90.35
IV
15.0%
B/E move
0.4%
Puts
Pseudo strike
94.45
IV
17.8%
B/E move
0.2%

Options history

IV · four-Friday blend64.17%
Daily EOD
SPTM13.4%40.6%67.9%2026-10-19: 24.66%2026-10-20: 57.12%2026-10-21: 18.45%2026-10-22: 22.19%2026-10-23: 30.02%2026-10-26: 27.20%2026-10-27: 26.83%2026-10-28: 17.12%2026-10-29: 60.89%2026-10-30: 64.17%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
24.66%
57.12%
18.45%
22.19%
30.02%
27.20%
26.83%
17.12%
60.89%
64.17%