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State Street SPDR Portfolio S&P 500 ETF SPYM

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Market dataready · fetched 2026-11-13T01:30:34.461Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-13T01:00:00.143695514Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:30:32.961386+00:00

Share price$89.13
1D+0.4%
AH$88.64$88.94$89.24$89.55$89.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPYM
Sold putSold callAH

State Street SPDR Portfolio S&P 500 ETF options

Live interpolated SPYM call and put midpoint premiums by absolute delta.State Street SPDR Portfolio S&P 500 ETF$0.09$0.49$0.90$1.30$1.70$88.26$88.74$89.23$89.71$90.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SPYM spot · $89.13SPYM PRICE$0.18$0.22$0.28$0.33$0.38$0.44$1.06$1.18$1.35$0.14$0.17$0.21$0.25$0.29$0.34$0.40$0.45$0.50$1.58
Puts——
Calls——
Skew——
Implied moveBullish±$0.73
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ88.5419.2%0.8%
30Δ89.6420.4%0.8%88.6619.0%0.7%
35Δ89.5120.3%0.7%88.7918.7%0.6%
40Δ89.3920.3%0.6%88.9218.5%0.5%
45Δ89.2720.3%0.5%89.0318.2%0.4%
50Δ89.1520.2%0.4%89.1417.9%0.4%
55Δ89.0320.2%0.4%89.2417.6%0.3%
60Δ89.3417.2%0.3%
65Δ89.4516.9%0.2%
70Δ88.3731.8%0.3%
75Δ88.1830.8%0.3%
80Δ87.9530.7%0.2%90.5434.7%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
88.54
IV
19.2%
B/E move
0.8%

30Δ

Calls
Pseudo strike
89.64
IV
20.4%
B/E move
0.8%
Puts
Pseudo strike
88.66
IV
19.0%
B/E move
0.7%

35Δ

Calls
Pseudo strike
89.51
IV
20.3%
B/E move
0.7%
Puts
Pseudo strike
88.79
IV
18.7%
B/E move
0.6%

40Δ

Calls
Pseudo strike
89.39
IV
20.3%
B/E move
0.6%
Puts
Pseudo strike
88.92
IV
18.5%
B/E move
0.5%

45Δ

Calls
Pseudo strike
89.27
IV
20.3%
B/E move
0.5%
Puts
Pseudo strike
89.03
IV
18.2%
B/E move
0.4%

50Δ

Calls
Pseudo strike
89.15
IV
20.2%
B/E move
0.4%
Puts
Pseudo strike
89.14
IV
17.9%
B/E move
0.4%

55Δ

Calls
Pseudo strike
89.03
IV
20.2%
B/E move
0.4%
Puts
Pseudo strike
89.24
IV
17.6%
B/E move
0.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
89.34
IV
17.2%
B/E move
0.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
89.45
IV
16.9%
B/E move
0.2%

70Δ

Calls
Pseudo strike
88.37
IV
31.8%
B/E move
0.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
88.18
IV
30.8%
B/E move
0.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
87.95
IV
30.7%
B/E move
0.2%
Puts
Pseudo strike
90.54
IV
34.7%
B/E move
0.2%

Options history

IV · four-Friday blend17.42%
Daily EOD
SPYM13.6%16.4%19.2%2026-10-19: 14.21%2026-10-20: 14.02%2026-10-21: 14.14%2026-10-22: 16.14%2026-10-23: 15.94%2026-10-26: 15.33%2026-10-27: 15.55%2026-10-28: 15.52%2026-10-29: 18.80%2026-10-30: 17.42%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
14.21%
14.02%
14.14%
16.14%
15.94%
15.33%
15.55%
15.52%
18.80%
17.42%