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State Street SPDR Portfolio S&P 500 ETF SPYM

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Market datapartial · fetched 2026-10-23T17:02:55.493Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-30

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 · 2026-10-23T17:02:50.146611102Z

FundamentalsAlpha Vantage · unavailable

Share price$89.59
1D+0.1%
$89.31$89.45$89.60$89.74$89.885:30 AM6:30 AM9:00 AM1:00 PMSPYM
Sold putSold call

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$0.15$0.72$1.29$1.86$2.44$86.95$88.29$89.63$90.97$92.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPYM spot · $89.59SPYM PRICE$0.21$0.28$0.37$0.47$0.57$0.70$0.89$1.08$1.28$1.43$1.56$2.17$2.27$0.27$0.35$0.43$0.51$0.60$0.70$0.76$0.82$1.08$1.46$1.56
PutsExpensive1.21×
CallsExpensive1.21×
SkewBullish-0.57 pp
Implied moveBullish±$1.66
TiltBullish21.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ91.2614.9%2.1%87.7119.0%2.4%
25Δ90.9815.4%1.9%88.1318.7%2.0%
30Δ90.7215.8%1.7%88.5218.0%1.7%
35Δ90.4616.1%1.5%88.8517.3%1.4%
40Δ90.2016.2%1.3%89.1516.8%1.2%
45Δ89.9316.6%1.2%89.4216.3%1.0%
50Δ89.6417.5%1.1%89.6615.3%0.8%
55Δ89.3618.4%1.0%89.8814.1%0.6%
60Δ89.0719.3%0.8%90.2015.6%0.5%
65Δ88.8018.8%0.7%90.5718.6%0.5%
70Δ88.5217.9%0.6%90.8017.3%0.4%
75Δ87.9121.7%0.5%
80Δ87.6819.6%0.4%

20Δ

Calls
Pseudo strike
91.26
IV
14.9%
B/E move
2.1%
Puts
Pseudo strike
87.71
IV
19.0%
B/E move
2.4%

25Δ

Calls
Pseudo strike
90.98
IV
15.4%
B/E move
1.9%
Puts
Pseudo strike
88.13
IV
18.7%
B/E move
2.0%

30Δ

Calls
Pseudo strike
90.72
IV
15.8%
B/E move
1.7%
Puts
Pseudo strike
88.52
IV
18.0%
B/E move
1.7%

35Δ

Calls
Pseudo strike
90.46
IV
16.1%
B/E move
1.5%
Puts
Pseudo strike
88.85
IV
17.3%
B/E move
1.4%

40Δ

Calls
Pseudo strike
90.20
IV
16.2%
B/E move
1.3%
Puts
Pseudo strike
89.15
IV
16.8%
B/E move
1.2%

45Δ

Calls
Pseudo strike
89.93
IV
16.6%
B/E move
1.2%
Puts
Pseudo strike
89.42
IV
16.3%
B/E move
1.0%

50Δ

Calls
Pseudo strike
89.64
IV
17.5%
B/E move
1.1%
Puts
Pseudo strike
89.66
IV
15.3%
B/E move
0.8%

55Δ

Calls
Pseudo strike
89.36
IV
18.4%
B/E move
1.0%
Puts
Pseudo strike
89.88
IV
14.1%
B/E move
0.6%

60Δ

Calls
Pseudo strike
89.07
IV
19.3%
B/E move
0.8%
Puts
Pseudo strike
90.20
IV
15.6%
B/E move
0.5%

65Δ

Calls
Pseudo strike
88.80
IV
18.8%
B/E move
0.7%
Puts
Pseudo strike
90.57
IV
18.6%
B/E move
0.5%

70Δ

Calls
Pseudo strike
88.52
IV
17.9%
B/E move
0.6%
Puts
Pseudo strike
90.80
IV
17.3%
B/E move
0.4%

75Δ

Calls
Pseudo strike
87.91
IV
21.7%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
87.68
IV
19.6%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations