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

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Market datapartial · fetched 2026-10-23T04:26:41.275Z

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$2.47$4.94$7.40$9.87$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$0.48$0.54$0.69$0.86$1.02$1.18$1.38$1.66$0.24$0.31$0.39$0.59$0.79$0.99$1.24$1.64$2.02$2.23$2.44$3.58$9.15
PutsExpensive1.29×
CallsCheap0.55×
SkewBearish+12.85 pp
Implied moveBearish±$1.79
TiltBearish47.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.5912.8%3.9%47.2515.6%3.8%
25Δ49.9810.3%2.7%47.6415.0%3.1%
30Δ49.7910.3%2.5%48.0214.6%2.5%
35Δ49.5910.3%2.2%48.2816.3%2.4%
40Δ49.4010.3%2.0%48.5418.1%2.3%
45Δ49.2110.2%1.7%48.8019.9%2.1%
50Δ49.0210.2%1.5%49.1121.8%2.0%
55Δ48.8010.7%1.3%49.5824.3%1.9%
60Δ48.5811.1%1.2%50.0426.4%1.7%
65Δ48.3611.6%1.1%50.4425.1%1.3%
70Δ48.1412.1%0.9%50.8323.9%0.9%
75Δ47.8712.5%0.8%52.0030.0%0.9%
80Δ47.5312.7%0.7%57.3261.1%1.4%

20Δ

Calls
Pseudo strike
50.59
IV
12.8%
B/E move
3.9%
Puts
Pseudo strike
47.25
IV
15.6%
B/E move
3.8%

25Δ

Calls
Pseudo strike
49.98
IV
10.3%
B/E move
2.7%
Puts
Pseudo strike
47.64
IV
15.0%
B/E move
3.1%

30Δ

Calls
Pseudo strike
49.79
IV
10.3%
B/E move
2.5%
Puts
Pseudo strike
48.02
IV
14.6%
B/E move
2.5%

35Δ

Calls
Pseudo strike
49.59
IV
10.3%
B/E move
2.2%
Puts
Pseudo strike
48.28
IV
16.3%
B/E move
2.4%

40Δ

Calls
Pseudo strike
49.40
IV
10.3%
B/E move
2.0%
Puts
Pseudo strike
48.54
IV
18.1%
B/E move
2.3%

45Δ

Calls
Pseudo strike
49.21
IV
10.2%
B/E move
1.7%
Puts
Pseudo strike
48.80
IV
19.9%
B/E move
2.1%

50Δ

Calls
Pseudo strike
49.02
IV
10.2%
B/E move
1.5%
Puts
Pseudo strike
49.11
IV
21.8%
B/E move
2.0%

55Δ

Calls
Pseudo strike
48.80
IV
10.7%
B/E move
1.3%
Puts
Pseudo strike
49.58
IV
24.3%
B/E move
1.9%

60Δ

Calls
Pseudo strike
48.58
IV
11.1%
B/E move
1.2%
Puts
Pseudo strike
50.04
IV
26.4%
B/E move
1.7%

65Δ

Calls
Pseudo strike
48.36
IV
11.6%
B/E move
1.1%
Puts
Pseudo strike
50.44
IV
25.1%
B/E move
1.3%

70Δ

Calls
Pseudo strike
48.14
IV
12.1%
B/E move
0.9%
Puts
Pseudo strike
50.83
IV
23.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
47.87
IV
12.5%
B/E move
0.8%
Puts
Pseudo strike
52.00
IV
30.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
47.53
IV
12.7%
B/E move
0.7%
Puts
Pseudo strike
57.32
IV
61.1%
B/E move
1.4%

Options history

No recorded observations