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State Street SPDR Portfolio S&P 500 Growth ETF SPYG

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Market datapartial · fetched 2026-10-23T15:07:44.629Z

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 · 2026-10-23T15:07:43.632650079Z

FundamentalsAlpha Vantage · unavailable

Share price$118.85
1D+0.5%
$117.84$118.13$118.43$118.72$119.015:30 AM6:30 AM9:00 AM1:00 PMSPYG
Sold putSold call

State Street SPDR Portfolio S&P 500 Growth ETF options

Live interpolated SPYG call and put midpoint premiums by absolute delta.State Street SPDR Portfolio S&P 500 Growth ETF$0.42$2.95$5.48$8.02$10.55$108.25$113.46$118.67$123.88$129.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPYG spot · $118.85SPYG PRICE$0.69$0.97$1.22$1.54$1.81$2.29$2.76$3.15$3.62$4.36$5.44$6.32$6.99$1.17$1.47$1.73$2.23$2.54$2.86$3.20$3.63$4.51$5.37$6.17$7.13$9.82
PutsExpensive1.52×
CallsExpensive1.24×
SkewBearish+4.48 pp
Implied moveBearish±$5.96
TiltBearish11.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ124.8619.3%5.6%111.4130.5%7.2%
25Δ124.0220.3%5.2%113.3328.8%5.9%
30Δ122.8919.9%4.4%115.0126.5%4.7%
35Δ122.0320.4%4.0%116.0927.5%4.2%
40Δ121.0719.9%3.4%117.3426.0%3.4%
45Δ120.2821.1%3.1%118.4624.5%2.7%
50Δ119.4221.8%2.8%119.4423.4%2.2%
55Δ118.5521.3%2.4%120.4022.7%1.7%
60Δ117.6421.2%2.0%121.5424.2%1.5%
65Δ116.6222.2%1.8%122.7225.0%1.3%
70Δ115.3324.2%1.6%123.8924.9%1.0%
75Δ114.1224.6%1.3%125.1824.9%0.7%
80Δ113.0923.5%1.0%128.0229.2%0.5%

20Δ

Calls
Pseudo strike
124.86
IV
19.3%
B/E move
5.6%
Puts
Pseudo strike
111.41
IV
30.5%
B/E move
7.2%

25Δ

Calls
Pseudo strike
124.02
IV
20.3%
B/E move
5.2%
Puts
Pseudo strike
113.33
IV
28.8%
B/E move
5.9%

30Δ

Calls
Pseudo strike
122.89
IV
19.9%
B/E move
4.4%
Puts
Pseudo strike
115.01
IV
26.5%
B/E move
4.7%

35Δ

Calls
Pseudo strike
122.03
IV
20.4%
B/E move
4.0%
Puts
Pseudo strike
116.09
IV
27.5%
B/E move
4.2%

40Δ

Calls
Pseudo strike
121.07
IV
19.9%
B/E move
3.4%
Puts
Pseudo strike
117.34
IV
26.0%
B/E move
3.4%

45Δ

Calls
Pseudo strike
120.28
IV
21.1%
B/E move
3.1%
Puts
Pseudo strike
118.46
IV
24.5%
B/E move
2.7%

50Δ

Calls
Pseudo strike
119.42
IV
21.8%
B/E move
2.8%
Puts
Pseudo strike
119.44
IV
23.4%
B/E move
2.2%

55Δ

Calls
Pseudo strike
118.55
IV
21.3%
B/E move
2.4%
Puts
Pseudo strike
120.40
IV
22.7%
B/E move
1.7%

60Δ

Calls
Pseudo strike
117.64
IV
21.2%
B/E move
2.0%
Puts
Pseudo strike
121.54
IV
24.2%
B/E move
1.5%

65Δ

Calls
Pseudo strike
116.62
IV
22.2%
B/E move
1.8%
Puts
Pseudo strike
122.72
IV
25.0%
B/E move
1.3%

70Δ

Calls
Pseudo strike
115.33
IV
24.2%
B/E move
1.6%
Puts
Pseudo strike
123.89
IV
24.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
114.12
IV
24.6%
B/E move
1.3%
Puts
Pseudo strike
125.18
IV
24.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
113.09
IV
23.5%
B/E move
1.0%
Puts
Pseudo strike
128.02
IV
29.2%
B/E move
0.5%

Options history

No recorded observations