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State Street SPDR Portfolio S&P 500 Value ETF SPYV

i

Market dataready · fetched 2026-11-11T14:01:26.325Z

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 · 2026-11-11T01:00:00.095394228Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:01:25.632256+00:00

Share price$64.43
1D+0.4%
AH$63.93$64.07$64.22$64.37$64.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPYV
Sold putSold callAH

State Street SPDR Portfolio S&P 500 Value ETF options

Live interpolated SPYV call and put midpoint premiums by absolute delta.State Street SPDR Portfolio S&P 500 Value ETF$0.23$0.82$1.41$2.00$2.59$60.80$62.39$63.98$65.57$67.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SPYV spot · $64.43SPYV PRICE$0.29$0.35$0.43$0.52$0.60$0.69$0.78$0.91$1.15$1.39$1.63$0.70$0.74$0.76$0.81$0.87$0.93$0.98$1.03$1.10$1.32$1.54$1.77$2.42
PutsExpensive1.70×
Calls——
Skew——
Implied moveBearish±$1.58
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.8958.4%8.1%
25Δ61.4946.6%5.7%
30Δ65.3114.3%1.8%62.5638.2%4.1%
35Δ65.0914.6%1.6%63.2732.7%3.1%
40Δ64.8914.6%1.4%63.7829.2%2.4%
45Δ64.7014.5%1.2%64.1726.4%1.9%
50Δ64.5214.4%1.1%64.4524.1%1.5%
55Δ64.3314.4%0.9%64.7421.7%1.1%
60Δ64.1414.3%0.8%65.0319.7%0.8%
65Δ63.9314.4%0.6%65.3420.0%0.6%
70Δ63.6415.3%0.6%65.6520.2%0.5%
75Δ63.3516.2%0.5%65.9520.5%0.4%
80Δ63.0617.1%0.4%66.6523.9%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.89
IV
58.4%
B/E move
8.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.49
IV
46.6%
B/E move
5.7%

30Δ

Calls
Pseudo strike
65.31
IV
14.3%
B/E move
1.8%
Puts
Pseudo strike
62.56
IV
38.2%
B/E move
4.1%

35Δ

Calls
Pseudo strike
65.09
IV
14.6%
B/E move
1.6%
Puts
Pseudo strike
63.27
IV
32.7%
B/E move
3.1%

40Δ

Calls
Pseudo strike
64.89
IV
14.6%
B/E move
1.4%
Puts
Pseudo strike
63.78
IV
29.2%
B/E move
2.4%

45Δ

Calls
Pseudo strike
64.70
IV
14.5%
B/E move
1.2%
Puts
Pseudo strike
64.17
IV
26.4%
B/E move
1.9%

50Δ

Calls
Pseudo strike
64.52
IV
14.4%
B/E move
1.1%
Puts
Pseudo strike
64.45
IV
24.1%
B/E move
1.5%

55Δ

Calls
Pseudo strike
64.33
IV
14.4%
B/E move
0.9%
Puts
Pseudo strike
64.74
IV
21.7%
B/E move
1.1%

60Δ

Calls
Pseudo strike
64.14
IV
14.3%
B/E move
0.8%
Puts
Pseudo strike
65.03
IV
19.7%
B/E move
0.8%

65Δ

Calls
Pseudo strike
63.93
IV
14.4%
B/E move
0.6%
Puts
Pseudo strike
65.34
IV
20.0%
B/E move
0.6%

70Δ

Calls
Pseudo strike
63.64
IV
15.3%
B/E move
0.6%
Puts
Pseudo strike
65.65
IV
20.2%
B/E move
0.5%

75Δ

Calls
Pseudo strike
63.35
IV
16.2%
B/E move
0.5%
Puts
Pseudo strike
65.95
IV
20.5%
B/E move
0.4%

80Δ

Calls
Pseudo strike
63.06
IV
17.1%
B/E move
0.4%
Puts
Pseudo strike
66.65
IV
23.9%
B/E move
0.3%

Options history

IV · four-Friday blend12.92%
Daily EOD
SPYV12.2%13.3%14.4%2026-10-19: 13.47%2026-10-20: 12.80%2026-10-21: 12.55%2026-10-22: 13.51%2026-10-23: 12.38%2026-10-26: 13.15%2026-10-27: 13.70%2026-10-28: 14.22%2026-10-29: 12.64%2026-10-30: 12.92%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
13.47%
12.80%
12.55%
13.51%
12.38%
13.15%
13.70%
14.22%
12.64%
12.92%