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State Street SPDR Portfolio S&P 500 Growth ETF SPYG

i

Market dataready · fetched 2026-11-13T01:28:03.241Z

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 · 2026-11-13T01:00:00.095583627Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:28:02.732506+00:00

Share price$115.86
1D+1.2%
AH$114.65$115.22$115.79$116.37$116.945:30 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$0.28$1.65$3.02$4.39$5.77$108.70$112.06$115.41$118.77$122.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPYG spot · $115.86SPYG PRICE$0.43$0.61$0.83$1.04$1.19$1.35$1.52$2.11$2.64$3.01$3.54$4.28$5.37$0.56$0.81$1.04$1.20$1.35$1.54$1.73$1.86$1.98$2.23$2.52$2.79$3.05
PutsCheap0.81×
CallsCheap0.92×
SkewBullish-2.38 pp
Implied moveBearish±$3.25
TiltBullish10.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ119.3222.4%3.4%112.0228.5%3.8%
25Δ118.7823.6%3.0%112.6130.4%3.5%
30Δ118.3325.4%2.9%113.3031.0%3.1%
35Δ117.8226.3%2.6%114.1429.1%2.5%
40Δ117.1424.9%2.1%114.8727.0%2.0%
45Δ116.5723.8%1.8%115.4725.8%1.7%
50Δ116.0322.6%1.5%116.0324.8%1.3%
55Δ115.4226.6%1.4%116.4822.9%1.1%
60Δ114.8029.4%1.4%116.9221.0%0.8%
65Δ114.1629.1%1.1%117.3820.4%0.6%
70Δ113.4129.7%0.9%117.8320.0%0.5%
75Δ112.5031.2%0.8%118.2519.2%0.3%
80Δ111.2534.2%0.7%118.6518.1%0.2%

20Δ

Calls
Pseudo strike
119.32
IV
22.4%
B/E move
3.4%
Puts
Pseudo strike
112.02
IV
28.5%
B/E move
3.8%

25Δ

Calls
Pseudo strike
118.78
IV
23.6%
B/E move
3.0%
Puts
Pseudo strike
112.61
IV
30.4%
B/E move
3.5%

30Δ

Calls
Pseudo strike
118.33
IV
25.4%
B/E move
2.9%
Puts
Pseudo strike
113.30
IV
31.0%
B/E move
3.1%

35Δ

Calls
Pseudo strike
117.82
IV
26.3%
B/E move
2.6%
Puts
Pseudo strike
114.14
IV
29.1%
B/E move
2.5%

40Δ

Calls
Pseudo strike
117.14
IV
24.9%
B/E move
2.1%
Puts
Pseudo strike
114.87
IV
27.0%
B/E move
2.0%

45Δ

Calls
Pseudo strike
116.57
IV
23.8%
B/E move
1.8%
Puts
Pseudo strike
115.47
IV
25.8%
B/E move
1.7%

50Δ

Calls
Pseudo strike
116.03
IV
22.6%
B/E move
1.5%
Puts
Pseudo strike
116.03
IV
24.8%
B/E move
1.3%

55Δ

Calls
Pseudo strike
115.42
IV
26.6%
B/E move
1.4%
Puts
Pseudo strike
116.48
IV
22.9%
B/E move
1.1%

60Δ

Calls
Pseudo strike
114.80
IV
29.4%
B/E move
1.4%
Puts
Pseudo strike
116.92
IV
21.0%
B/E move
0.8%

65Δ

Calls
Pseudo strike
114.16
IV
29.1%
B/E move
1.1%
Puts
Pseudo strike
117.38
IV
20.4%
B/E move
0.6%

70Δ

Calls
Pseudo strike
113.41
IV
29.7%
B/E move
0.9%
Puts
Pseudo strike
117.83
IV
20.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
112.50
IV
31.2%
B/E move
0.8%
Puts
Pseudo strike
118.25
IV
19.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
111.25
IV
34.2%
B/E move
0.7%
Puts
Pseudo strike
118.65
IV
18.1%
B/E move
0.2%

Options history

IV · four-Friday blend22.38%
Daily EOD
SPYG19.2%20.9%22.6%2026-10-19: 19.78%2026-10-20: 19.51%2026-10-21: 19.46%2026-10-22: 21.85%2026-10-23: 21.92%2026-10-26: 20.87%2026-10-27: 20.57%2026-10-28: 20.06%2026-10-29: 20.24%2026-10-30: 22.38%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.78%
19.51%
19.46%
21.85%
21.92%
20.87%
20.57%
20.06%
20.24%
22.38%