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State Street SPDR Portfolio S&P 500 Value ETF SPYV

i

Market dataready · fetched 2026-10-22T14:16:34.645Z

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 · 2026-10-22T14:16:29.586700858Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T14:16:32.400564+00:00

Share price$63.81
1D+0.1%
$63.69$63.74$63.80$63.85$63.905:30 AM6:30 AM9:00 AM1:00 PMSPYV
Sold putSold call

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$0.28$0.83$1.39$1.94$2.49$59.76$61.66$63.55$65.44$67.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPYV spot · $63.81SPYV PRICE$0.37$0.34$0.34$0.45$0.57$0.69$0.81$0.93$1.06$1.19$1.32$1.79$2.34$0.54$0.68$0.82$0.64$0.78$0.91$1.12$1.60$2.04$2.12$2.21$2.29
PutsExpensive1.21×
CallsCheap0.78×
SkewBearish+6.27 pp
Implied moveBearish±$1.92
TiltBearish12.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.4319.9%6.3%60.3425.6%6.3%
25Δ66.1514.6%4.2%61.1824.4%5.2%
30Δ64.989.9%2.4%62.0123.1%4.1%
35Δ64.7410.3%2.2%63.0414.8%2.2%
40Δ64.5110.6%2.0%63.3814.6%1.9%
45Δ64.2711.0%1.8%63.7214.5%1.6%
50Δ64.0411.4%1.6%64.0914.9%1.3%
55Δ63.7911.2%1.4%64.5817.9%1.3%
60Δ63.5511.0%1.3%65.0320.2%1.3%
65Δ63.3010.7%1.1%65.3218.5%1.0%
70Δ63.0510.5%0.9%65.6116.8%0.6%
75Δ62.5412.1%0.8%65.8915.0%0.3%
80Δ61.9614.0%0.8%

20Δ

Calls
Pseudo strike
67.43
IV
19.9%
B/E move
6.3%
Puts
Pseudo strike
60.34
IV
25.6%
B/E move
6.3%

25Δ

Calls
Pseudo strike
66.15
IV
14.6%
B/E move
4.2%
Puts
Pseudo strike
61.18
IV
24.4%
B/E move
5.2%

30Δ

Calls
Pseudo strike
64.98
IV
9.9%
B/E move
2.4%
Puts
Pseudo strike
62.01
IV
23.1%
B/E move
4.1%

35Δ

Calls
Pseudo strike
64.74
IV
10.3%
B/E move
2.2%
Puts
Pseudo strike
63.04
IV
14.8%
B/E move
2.2%

40Δ

Calls
Pseudo strike
64.51
IV
10.6%
B/E move
2.0%
Puts
Pseudo strike
63.38
IV
14.6%
B/E move
1.9%

45Δ

Calls
Pseudo strike
64.27
IV
11.0%
B/E move
1.8%
Puts
Pseudo strike
63.72
IV
14.5%
B/E move
1.6%

50Δ

Calls
Pseudo strike
64.04
IV
11.4%
B/E move
1.6%
Puts
Pseudo strike
64.09
IV
14.9%
B/E move
1.3%

55Δ

Calls
Pseudo strike
63.79
IV
11.2%
B/E move
1.4%
Puts
Pseudo strike
64.58
IV
17.9%
B/E move
1.3%

60Δ

Calls
Pseudo strike
63.55
IV
11.0%
B/E move
1.3%
Puts
Pseudo strike
65.03
IV
20.2%
B/E move
1.3%

65Δ

Calls
Pseudo strike
63.30
IV
10.7%
B/E move
1.1%
Puts
Pseudo strike
65.32
IV
18.5%
B/E move
1.0%

70Δ

Calls
Pseudo strike
63.05
IV
10.5%
B/E move
0.9%
Puts
Pseudo strike
65.61
IV
16.8%
B/E move
0.6%

75Δ

Calls
Pseudo strike
62.54
IV
12.1%
B/E move
0.8%
Puts
Pseudo strike
65.89
IV
15.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
61.96
IV
14.0%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations