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State Street SPDR S&P 500 ETF Trust SPY

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Market dataready · fetched 2026-10-16T21:47:46.316Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:47:43.327493398Z

FundamentalsAlpha Vantage · ready

Share price$762.65
1D-1.3%
AH$760$764$767$771$7755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPY
Sold putSold callAH

State Street SPDR S&P 500 ETF Trust options

Live interpolated SPY call and put midpoint premiums by absolute delta.State Street SPDR S&P 500 ETF Trust$0.85$5.74$10.62$15.51$20.39$743.65$753.81$763.98$774.14$784.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPY spot · $762.65SPY PRICE$1.38$1.90$2.51$3.20$3.99$4.91$5.97$7.22$8.68$10.37$12.56$15.33$18.99$2.17$2.73$3.31$3.92$4.56$5.24$5.96$6.72$7.58$8.46$9.49$10.63$12.39
PutsExpensive1.22×
CallsExpensive1.59×
SkewBullish-0.40 pp
Implied moveBalanced±$11.93
TiltBullish7.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ773.9011.8%1.7%747.4218.2%2.3%
25Δ772.0612.2%1.5%751.3317.1%1.8%
30Δ770.3412.6%1.3%754.4516.3%1.5%
35Δ768.6413.0%1.2%757.0815.6%1.2%
40Δ766.9413.4%1.1%759.3815.0%1.0%
45Δ765.2013.9%1.0%761.4514.4%0.8%
50Δ763.3614.3%0.9%763.3614.0%0.7%
55Δ761.4014.9%0.8%765.1513.5%0.6%
60Δ759.2615.5%0.7%766.8813.2%0.4%
65Δ756.8916.1%0.6%768.5412.7%0.3%
70Δ754.1016.9%0.5%770.2412.4%0.2%
75Δ750.7418.0%0.4%771.9812.1%0.2%
80Δ746.5219.3%0.4%774.2012.1%0.1%

20Δ

Calls
Pseudo strike
773.90
IV
11.8%
B/E move
1.7%
Puts
Pseudo strike
747.42
IV
18.2%
B/E move
2.3%

25Δ

Calls
Pseudo strike
772.06
IV
12.2%
B/E move
1.5%
Puts
Pseudo strike
751.33
IV
17.1%
B/E move
1.8%

30Δ

Calls
Pseudo strike
770.34
IV
12.6%
B/E move
1.3%
Puts
Pseudo strike
754.45
IV
16.3%
B/E move
1.5%

35Δ

Calls
Pseudo strike
768.64
IV
13.0%
B/E move
1.2%
Puts
Pseudo strike
757.08
IV
15.6%
B/E move
1.2%

40Δ

Calls
Pseudo strike
766.94
IV
13.4%
B/E move
1.1%
Puts
Pseudo strike
759.38
IV
15.0%
B/E move
1.0%

45Δ

Calls
Pseudo strike
765.20
IV
13.9%
B/E move
1.0%
Puts
Pseudo strike
761.45
IV
14.4%
B/E move
0.8%

50Δ

Calls
Pseudo strike
763.36
IV
14.3%
B/E move
0.9%
Puts
Pseudo strike
763.36
IV
14.0%
B/E move
0.7%

55Δ

Calls
Pseudo strike
761.40
IV
14.9%
B/E move
0.8%
Puts
Pseudo strike
765.15
IV
13.5%
B/E move
0.6%

60Δ

Calls
Pseudo strike
759.26
IV
15.5%
B/E move
0.7%
Puts
Pseudo strike
766.88
IV
13.2%
B/E move
0.4%

65Δ

Calls
Pseudo strike
756.89
IV
16.1%
B/E move
0.6%
Puts
Pseudo strike
768.54
IV
12.7%
B/E move
0.3%

70Δ

Calls
Pseudo strike
754.10
IV
16.9%
B/E move
0.5%
Puts
Pseudo strike
770.24
IV
12.4%
B/E move
0.2%

75Δ

Calls
Pseudo strike
750.74
IV
18.0%
B/E move
0.4%
Puts
Pseudo strike
771.98
IV
12.1%
B/E move
0.2%

80Δ

Calls
Pseudo strike
746.52
IV
19.3%
B/E move
0.4%
Puts
Pseudo strike
774.20
IV
12.1%
B/E move
0.1%