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State Street SPDR Portfolio S&P 500 High Dividend ETF SPYD

i

Market dataready · fetched 2026-11-12T03:08:48.516Z

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 · 2026-11-12T01:00:00.108386005Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:08:48.124666+00:00

Share price$50.06
1D+0.9%
AH$49.67$49.81$49.94$50.07$50.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPYD
Sold putSold callAH

State Street SPDR Portfolio S&P 500 High Dividend ETF options

Live interpolated SPYD call and put midpoint premiums by absolute delta.State Street SPDR Portfolio S&P 500 High Dividend ETF$0.12$0.63$1.14$1.64$2.15$46.77$48.38$50.00$51.61$53.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SPYD spot · $50.06SPYD PRICE$0.28$0.34$0.38$0.38$0.38$0.38$0.38$0.48$0.61$0.74$0.87$1.00$0.18$0.27$0.41$0.55$0.70$0.84$0.93$0.99$1.05$1.11$1.17$1.56$2.01
PutsCheap0.71×
Calls——
Skew——
Implied moveBearish±$1.31
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.8120.0%2.8%
25Δ51.4423.5%3.3%49.1020.7%2.5%
30Δ51.1323.5%2.8%49.3022.9%2.3%
35Δ50.8821.9%2.4%49.5125.1%2.2%
40Δ50.6719.1%2.0%49.7127.3%2.1%
45Δ50.4616.3%1.5%49.9129.5%2.0%
50Δ50.2413.4%1.1%50.1229.2%1.7%
55Δ50.0310.6%0.7%50.3327.0%1.4%
60Δ49.8610.5%0.6%50.5424.8%1.1%
65Δ49.7010.9%0.5%50.7622.5%0.8%
70Δ49.5411.4%0.4%50.9720.3%0.5%
75Δ49.3811.8%0.4%51.4122.6%0.4%
80Δ49.2212.3%0.3%51.9025.6%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.81
IV
20.0%
B/E move
2.8%

25Δ

Calls
Pseudo strike
51.44
IV
23.5%
B/E move
3.3%
Puts
Pseudo strike
49.10
IV
20.7%
B/E move
2.5%

30Δ

Calls
Pseudo strike
51.13
IV
23.5%
B/E move
2.8%
Puts
Pseudo strike
49.30
IV
22.9%
B/E move
2.3%

35Δ

Calls
Pseudo strike
50.88
IV
21.9%
B/E move
2.4%
Puts
Pseudo strike
49.51
IV
25.1%
B/E move
2.2%

40Δ

Calls
Pseudo strike
50.67
IV
19.1%
B/E move
2.0%
Puts
Pseudo strike
49.71
IV
27.3%
B/E move
2.1%

45Δ

Calls
Pseudo strike
50.46
IV
16.3%
B/E move
1.5%
Puts
Pseudo strike
49.91
IV
29.5%
B/E move
2.0%

50Δ

Calls
Pseudo strike
50.24
IV
13.4%
B/E move
1.1%
Puts
Pseudo strike
50.12
IV
29.2%
B/E move
1.7%

55Δ

Calls
Pseudo strike
50.03
IV
10.6%
B/E move
0.7%
Puts
Pseudo strike
50.33
IV
27.0%
B/E move
1.4%

60Δ

Calls
Pseudo strike
49.86
IV
10.5%
B/E move
0.6%
Puts
Pseudo strike
50.54
IV
24.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
49.70
IV
10.9%
B/E move
0.5%
Puts
Pseudo strike
50.76
IV
22.5%
B/E move
0.8%

70Δ

Calls
Pseudo strike
49.54
IV
11.4%
B/E move
0.4%
Puts
Pseudo strike
50.97
IV
20.3%
B/E move
0.5%

75Δ

Calls
Pseudo strike
49.38
IV
11.8%
B/E move
0.4%
Puts
Pseudo strike
51.41
IV
22.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
49.22
IV
12.3%
B/E move
0.3%
Puts
Pseudo strike
51.90
IV
25.6%
B/E move
0.3%

Options history

IV · four-Friday blend12.78%
Daily EOD
SPYD12.6%14.1%15.6%2026-10-19: 12.86%2026-10-20: 13.58%2026-10-21: 13.48%2026-10-22: 15.36%2026-10-23: 13.07%2026-10-26: 13.31%2026-10-27: 13.32%2026-10-28: 13.87%2026-10-29: 13.60%2026-10-30: 12.78%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
12.86%
13.58%
13.48%
15.36%
13.07%
13.31%
13.32%
13.87%
13.60%
12.78%