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

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Market datapartial · fetched 2026-10-23T00:21:05.835Z

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 · 2026-10-23T00:00:00.094496301Z

FundamentalsAlpha Vantage · unavailable

Share price$48.85
1D+2.6%
AH$47.47$47.84$48.22$48.59$48.965:30 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$0.00$2.38$4.77$7.15$9.53$44.21$46.27$48.32$50.38$52.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPYD spot · $48.85SPYD PRICE$0.19$0.21$0.27$0.34$0.41$0.47$0.54$0.69$0.85$1.01$1.17$1.37$1.65$0.24$0.31$0.39$0.59$0.79$1.00$1.25$1.65$2.03$2.23$2.44$3.77$8.84
PutsExpensive1.27×
CallsCheap0.54×
SkewBearish+12.71 pp
Implied moveBearish±$1.79
TiltBearish47.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.5912.7%3.9%47.2515.5%3.8%
25Δ49.9810.1%2.7%47.6414.9%3.1%
30Δ49.7910.1%2.5%48.0214.4%2.5%
35Δ49.6010.1%2.2%48.2816.1%2.4%
40Δ49.4110.1%2.0%48.5417.9%2.3%
45Δ49.2210.0%1.7%48.8019.6%2.1%
50Δ49.0210.0%1.5%49.1121.6%2.0%
55Δ48.8110.4%1.3%49.5924.0%1.9%
60Δ48.5910.9%1.2%50.0526.0%1.7%
65Δ48.3711.3%1.1%50.4524.8%1.3%
70Δ48.1511.8%1.0%50.8423.5%0.9%
75Δ47.8912.2%0.8%52.1830.8%0.9%
80Δ47.5512.4%0.7%57.0458.3%1.3%

20Δ

Calls
Pseudo strike
50.59
IV
12.7%
B/E move
3.9%
Puts
Pseudo strike
47.25
IV
15.5%
B/E move
3.8%

25Δ

Calls
Pseudo strike
49.98
IV
10.1%
B/E move
2.7%
Puts
Pseudo strike
47.64
IV
14.9%
B/E move
3.1%

30Δ

Calls
Pseudo strike
49.79
IV
10.1%
B/E move
2.5%
Puts
Pseudo strike
48.02
IV
14.4%
B/E move
2.5%

35Δ

Calls
Pseudo strike
49.60
IV
10.1%
B/E move
2.2%
Puts
Pseudo strike
48.28
IV
16.1%
B/E move
2.4%

40Δ

Calls
Pseudo strike
49.41
IV
10.1%
B/E move
2.0%
Puts
Pseudo strike
48.54
IV
17.9%
B/E move
2.3%

45Δ

Calls
Pseudo strike
49.22
IV
10.0%
B/E move
1.7%
Puts
Pseudo strike
48.80
IV
19.6%
B/E move
2.1%

50Δ

Calls
Pseudo strike
49.02
IV
10.0%
B/E move
1.5%
Puts
Pseudo strike
49.11
IV
21.6%
B/E move
2.0%

55Δ

Calls
Pseudo strike
48.81
IV
10.4%
B/E move
1.3%
Puts
Pseudo strike
49.59
IV
24.0%
B/E move
1.9%

60Δ

Calls
Pseudo strike
48.59
IV
10.9%
B/E move
1.2%
Puts
Pseudo strike
50.05
IV
26.0%
B/E move
1.7%

65Δ

Calls
Pseudo strike
48.37
IV
11.3%
B/E move
1.1%
Puts
Pseudo strike
50.45
IV
24.8%
B/E move
1.3%

70Δ

Calls
Pseudo strike
48.15
IV
11.8%
B/E move
1.0%
Puts
Pseudo strike
50.84
IV
23.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
47.89
IV
12.2%
B/E move
0.8%
Puts
Pseudo strike
52.18
IV
30.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
47.55
IV
12.4%
B/E move
0.7%
Puts
Pseudo strike
57.04
IV
58.3%
B/E move
1.3%

Options history

No recorded observations