SPY Delta Surface
Access
Historical preview
Captured (UTC)
2026-08-28T14:30:18.456000+00:00
Expiration
2026-08-28
Premium
USD / share
Model
Midpoint-derived IV / delta; r=0, q=0
Source evidence
Provider / feed
Alpaca / opra
Artifact
Data/market-data/prospective-best-v2/2026-08-28-gate-060-alpaca-opra.json.gz
SHA-256
9961ce920b26c909c7540beeb78972f4104305ab8b51cb57ff813550ead394e4
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SPY Delta Surface
0 DTE · Fri, Aug 28
Calls
Puts
◆
Market bucket
HV
Call IV
Put IV
Historical modeled SPY call and put midpoint premiums by absolute delta.
$0.25
$1.13
$2.02
$2.91
$3.80
$767.08
$769.14
$771.21
$773.28
$775.35
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ
ATM · $771.24
OPTION PRICE
Captured SPY spot · $771.24
SPY PRICE
$0.34
$0.46
$0.59
$0.75
$0.91
$1.11
$1.32
$1.56
$1.84
$2.15
$2.55
$3.00
$3.54
$0.42
$0.55
$0.69
$0.83
$0.99
$1.16
$1.34
$1.53
$1.74
$2.01
$2.27
$2.62
$2.99