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State Street SPDR Portfolio S&P 500 Growth ETF SPYG

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Market datapartial · fetched 2026-10-23T00:21:18.798Z

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 · 2026-10-23T00:00:00.061465371Z

FundamentalsAlpha Vantage · unavailable

Share price$118.76
1D-1.3%
AH$118.24$118.81$119.38$119.95$120.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPYG
Sold putSold callAH

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$0.43$2.97$5.51$8.05$10.60$109.46$114.34$119.21$124.09$128.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPYG spot · $118.76SPYG PRICE$0.70$1.00$1.26$1.53$1.95$2.59$3.19$3.51$4.15$4.74$6.64$7.94$9.86$1.06$1.37$1.63$2.04$2.36$2.69$3.10$3.50$3.65$4.21$4.85$5.42$5.97
PutsExpensive1.31×
CallsExpensive1.39×
SkewBullish-1.96 pp
Implied moveBalanced±$6.29
TiltBullish7.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ124.8119.0%5.7%111.9627.4%6.6%
25Δ124.0720.5%5.3%113.5826.5%5.5%
30Δ122.9720.3%4.6%115.1424.7%4.4%
35Δ121.9420.0%4.0%116.2324.9%3.8%
40Δ121.1421.1%3.6%117.3823.8%3.2%
45Δ120.3523.5%3.5%118.4122.8%2.6%
50Δ119.4224.9%3.2%119.3722.3%2.1%
55Δ118.4323.6%2.7%120.2421.6%1.7%
60Δ117.3524.0%2.3%120.9819.5%1.2%
65Δ116.3523.9%2.0%121.8619.4%0.9%
70Δ114.4429.5%2.0%122.7919.4%0.7%
75Δ112.7830.8%1.6%123.6418.8%0.5%
80Δ110.5533.4%1.4%124.4617.9%0.2%

20Δ

Calls
Pseudo strike
124.81
IV
19.0%
B/E move
5.7%
Puts
Pseudo strike
111.96
IV
27.4%
B/E move
6.6%

25Δ

Calls
Pseudo strike
124.07
IV
20.5%
B/E move
5.3%
Puts
Pseudo strike
113.58
IV
26.5%
B/E move
5.5%

30Δ

Calls
Pseudo strike
122.97
IV
20.3%
B/E move
4.6%
Puts
Pseudo strike
115.14
IV
24.7%
B/E move
4.4%

35Δ

Calls
Pseudo strike
121.94
IV
20.0%
B/E move
4.0%
Puts
Pseudo strike
116.23
IV
24.9%
B/E move
3.8%

40Δ

Calls
Pseudo strike
121.14
IV
21.1%
B/E move
3.6%
Puts
Pseudo strike
117.38
IV
23.8%
B/E move
3.2%

45Δ

Calls
Pseudo strike
120.35
IV
23.5%
B/E move
3.5%
Puts
Pseudo strike
118.41
IV
22.8%
B/E move
2.6%

50Δ

Calls
Pseudo strike
119.42
IV
24.9%
B/E move
3.2%
Puts
Pseudo strike
119.37
IV
22.3%
B/E move
2.1%

55Δ

Calls
Pseudo strike
118.43
IV
23.6%
B/E move
2.7%
Puts
Pseudo strike
120.24
IV
21.6%
B/E move
1.7%

60Δ

Calls
Pseudo strike
117.35
IV
24.0%
B/E move
2.3%
Puts
Pseudo strike
120.98
IV
19.5%
B/E move
1.2%

65Δ

Calls
Pseudo strike
116.35
IV
23.9%
B/E move
2.0%
Puts
Pseudo strike
121.86
IV
19.4%
B/E move
0.9%

70Δ

Calls
Pseudo strike
114.44
IV
29.5%
B/E move
2.0%
Puts
Pseudo strike
122.79
IV
19.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
112.78
IV
30.8%
B/E move
1.6%
Puts
Pseudo strike
123.64
IV
18.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
110.55
IV
33.4%
B/E move
1.4%
Puts
Pseudo strike
124.46
IV
17.9%
B/E move
0.2%

Options history

No recorded observations