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State Street SPDR Portfolio S&P 500 ETF SPYM

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Market dataready · fetched 2026-10-23T17:53:34.918Z

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 · 2026-10-23T17:53:33.051925203Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T17:53:34.440092+00:00

Share price$89.55
1D-0.0%
$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$0.21$0.77$1.33$1.89$2.45$86.74$88.16$89.58$91.00$92.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPYM spot · $89.55SPYM PRICE$0.39$0.28$0.35$0.45$0.56$0.70$0.87$1.04$1.21$1.56$1.87$2.11$2.29$0.27$0.35$0.45$0.55$0.65$0.77$0.88$0.98$1.18
PutsExpensive1.31×
CallsExpensive1.29×
SkewBullish-0.59 pp
Implied moveBalanced±$1.75
TiltBullish38.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.8028.7%4.1%87.6419.3%2.4%
25Δ90.9515.6%1.9%88.0918.7%2.0%
30Δ90.6215.0%1.6%88.4218.8%1.8%
35Δ90.3615.2%1.4%88.7518.5%1.5%
40Δ90.1315.9%1.3%89.0718.2%1.3%
45Δ89.8816.5%1.2%89.3617.9%1.1%
50Δ89.6117.1%1.0%89.6317.5%0.9%
55Δ89.3317.7%0.9%89.8916.8%0.7%
60Δ89.0618.4%0.8%90.1917.2%0.6%
65Δ88.6620.5%0.7%
70Δ88.2621.5%0.7%
75Δ87.9021.1%0.5%
80Δ87.6119.7%0.4%

20Δ

Calls
Pseudo strike
92.80
IV
28.7%
B/E move
4.1%
Puts
Pseudo strike
87.64
IV
19.3%
B/E move
2.4%

25Δ

Calls
Pseudo strike
90.95
IV
15.6%
B/E move
1.9%
Puts
Pseudo strike
88.09
IV
18.7%
B/E move
2.0%

30Δ

Calls
Pseudo strike
90.62
IV
15.0%
B/E move
1.6%
Puts
Pseudo strike
88.42
IV
18.8%
B/E move
1.8%

35Δ

Calls
Pseudo strike
90.36
IV
15.2%
B/E move
1.4%
Puts
Pseudo strike
88.75
IV
18.5%
B/E move
1.5%

40Δ

Calls
Pseudo strike
90.13
IV
15.9%
B/E move
1.3%
Puts
Pseudo strike
89.07
IV
18.2%
B/E move
1.3%

45Δ

Calls
Pseudo strike
89.88
IV
16.5%
B/E move
1.2%
Puts
Pseudo strike
89.36
IV
17.9%
B/E move
1.1%

50Δ

Calls
Pseudo strike
89.61
IV
17.1%
B/E move
1.0%
Puts
Pseudo strike
89.63
IV
17.5%
B/E move
0.9%

55Δ

Calls
Pseudo strike
89.33
IV
17.7%
B/E move
0.9%
Puts
Pseudo strike
89.89
IV
16.8%
B/E move
0.7%

60Δ

Calls
Pseudo strike
89.06
IV
18.4%
B/E move
0.8%
Puts
Pseudo strike
90.19
IV
17.2%
B/E move
0.6%

65Δ

Calls
Pseudo strike
88.66
IV
20.5%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
88.26
IV
21.5%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
87.90
IV
21.1%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
87.61
IV
19.7%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations