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State Street SPDR Portfolio S&P 500 Value ETF SPYV

i

Market dataready · fetched 2026-10-22T12:54:00.116Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T00:00:00.037454041Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T12:53:58.643123+00:00

Share price$63.74
1D+0.3%
AH$63.44$63.54$63.65$63.75$63.865:30 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$0.30$1.11$1.92$2.73$3.54$59.88$61.72$63.56$65.40$67.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPYV spot · $63.74SPYV PRICE$0.68$0.69$0.47$0.48$0.57$0.67$0.78$0.99$1.21$1.42$1.77$2.15$2.53$0.39$0.74$0.83$0.89$0.94$0.97$1.01$1.21$1.41$1.61$2.06$2.58$3.30
PutsExpensive1.15×
CallsFair0.99×
SkewBearish+2.19 pp
Implied moveBearish±$1.79
TiltBearish11.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.9035.1%10.7%61.6716.8%3.9%
25Δ67.5226.6%7.0%61.0626.1%5.4%
30Δ65.3814.1%3.3%61.7424.0%4.4%
35Δ64.7811.3%2.4%62.5520.7%3.3%
40Δ64.5111.1%2.1%63.1917.9%2.3%
45Δ64.2411.0%1.8%63.6115.7%1.7%
50Δ63.9611.0%1.6%64.0213.7%1.1%
55Δ63.6711.6%1.4%64.3413.8%1.0%
60Δ63.3712.3%1.3%64.6513.9%0.8%
65Δ63.0713.0%1.2%64.9714.0%0.6%
70Δ62.6413.4%1.0%65.5015.3%0.5%
75Δ62.1713.8%0.9%66.0916.7%0.4%
80Δ61.7014.2%0.8%66.8918.4%0.2%

20Δ

Calls
Pseudo strike
69.90
IV
35.1%
B/E move
10.7%
Puts
Pseudo strike
61.67
IV
16.8%
B/E move
3.9%

25Δ

Calls
Pseudo strike
67.52
IV
26.6%
B/E move
7.0%
Puts
Pseudo strike
61.06
IV
26.1%
B/E move
5.4%

30Δ

Calls
Pseudo strike
65.38
IV
14.1%
B/E move
3.3%
Puts
Pseudo strike
61.74
IV
24.0%
B/E move
4.4%

35Δ

Calls
Pseudo strike
64.78
IV
11.3%
B/E move
2.4%
Puts
Pseudo strike
62.55
IV
20.7%
B/E move
3.3%

40Δ

Calls
Pseudo strike
64.51
IV
11.1%
B/E move
2.1%
Puts
Pseudo strike
63.19
IV
17.9%
B/E move
2.3%

45Δ

Calls
Pseudo strike
64.24
IV
11.0%
B/E move
1.8%
Puts
Pseudo strike
63.61
IV
15.7%
B/E move
1.7%

50Δ

Calls
Pseudo strike
63.96
IV
11.0%
B/E move
1.6%
Puts
Pseudo strike
64.02
IV
13.7%
B/E move
1.1%

55Δ

Calls
Pseudo strike
63.67
IV
11.6%
B/E move
1.4%
Puts
Pseudo strike
64.34
IV
13.8%
B/E move
1.0%

60Δ

Calls
Pseudo strike
63.37
IV
12.3%
B/E move
1.3%
Puts
Pseudo strike
64.65
IV
13.9%
B/E move
0.8%

65Δ

Calls
Pseudo strike
63.07
IV
13.0%
B/E move
1.2%
Puts
Pseudo strike
64.97
IV
14.0%
B/E move
0.6%

70Δ

Calls
Pseudo strike
62.64
IV
13.4%
B/E move
1.0%
Puts
Pseudo strike
65.50
IV
15.3%
B/E move
0.5%

75Δ

Calls
Pseudo strike
62.17
IV
13.8%
B/E move
0.9%
Puts
Pseudo strike
66.09
IV
16.7%
B/E move
0.4%

80Δ

Calls
Pseudo strike
61.70
IV
14.2%
B/E move
0.8%
Puts
Pseudo strike
66.89
IV
18.4%
B/E move
0.2%

Options history

No recorded observations