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State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF SPYX

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Market datapartial · fetched 2026-10-23T16:41:59.552Z

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 · 2026-10-23T16:41:02.622888619Z

FundamentalsAlpha Vantage · unavailable

Share price$62.37
1D+0.1%
$62.04$62.14$62.25$62.35$62.455:30 AM6:30 AM9:00 AM1:00 PMSPYX
Sold putSold call

State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF options

Live interpolated SPYX call and put midpoint premiums by absolute delta.State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF$0.37$1.63$2.89$4.14$5.40$58.39$60.40$62.40$64.40$66.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPYX spot · $62.37SPYX PRICE$0.89$1.35$1.81$2.27$2.73$3.19$3.65$4.11$4.57$5.04$0.51$0.59$0.68$0.79$0.91$1.02$1.14$1.25$1.58$1.96$2.34$2.71$3.35
PutsExpensive1.48×
CallsExpensive1.65×
SkewBullish-0.34 pp
Implied moveBullish±$3.41
TiltBullish22.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.0925.5%6.1%
25Δ59.9422.9%4.8%
30Δ60.8020.2%3.6%
35Δ63.5116.0%3.2%61.3118.9%3.0%
40Δ62.8816.7%3.0%61.7118.0%2.5%
45Δ62.2617.3%2.7%62.1217.1%2.0%
50Δ61.6417.9%2.5%62.5216.1%1.6%
55Δ61.0218.5%2.2%62.9315.2%1.1%
60Δ60.4019.1%2.0%63.3915.7%0.9%
65Δ59.7819.8%1.7%63.8716.4%0.7%
70Δ59.1520.4%1.4%64.3517.2%0.6%
75Δ58.5321.0%1.2%64.8318.0%0.4%
80Δ57.9121.6%0.9%65.5619.3%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.09
IV
25.5%
B/E move
6.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.94
IV
22.9%
B/E move
4.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.80
IV
20.2%
B/E move
3.6%

35Δ

Calls
Pseudo strike
63.51
IV
16.0%
B/E move
3.2%
Puts
Pseudo strike
61.31
IV
18.9%
B/E move
3.0%

40Δ

Calls
Pseudo strike
62.88
IV
16.7%
B/E move
3.0%
Puts
Pseudo strike
61.71
IV
18.0%
B/E move
2.5%

45Δ

Calls
Pseudo strike
62.26
IV
17.3%
B/E move
2.7%
Puts
Pseudo strike
62.12
IV
17.1%
B/E move
2.0%

50Δ

Calls
Pseudo strike
61.64
IV
17.9%
B/E move
2.5%
Puts
Pseudo strike
62.52
IV
16.1%
B/E move
1.6%

55Δ

Calls
Pseudo strike
61.02
IV
18.5%
B/E move
2.2%
Puts
Pseudo strike
62.93
IV
15.2%
B/E move
1.1%

60Δ

Calls
Pseudo strike
60.40
IV
19.1%
B/E move
2.0%
Puts
Pseudo strike
63.39
IV
15.7%
B/E move
0.9%

65Δ

Calls
Pseudo strike
59.78
IV
19.8%
B/E move
1.7%
Puts
Pseudo strike
63.87
IV
16.4%
B/E move
0.7%

70Δ

Calls
Pseudo strike
59.15
IV
20.4%
B/E move
1.4%
Puts
Pseudo strike
64.35
IV
17.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
58.53
IV
21.0%
B/E move
1.2%
Puts
Pseudo strike
64.83
IV
18.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
57.91
IV
21.6%
B/E move
0.9%
Puts
Pseudo strike
65.56
IV
19.3%
B/E move
0.3%

Options history

No recorded observations