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

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Market datapartial · fetched 2026-11-13T01:27:32.038Z

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 · 2026-11-13T01:00:00.117929938Z

FundamentalsAlpha Vantage · unavailable

Share price$62.14
1D+0.4%
AH$61.84$62.05$62.25$62.45$62.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPYX
Sold putSold callAH

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$0.26$1.75$3.24$4.73$6.22$58.81$60.54$62.27$64.00$65.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPYX spot · $62.14SPYX PRICE$0.42$0.44$0.47$0.51$0.58$0.67$0.75$0.83$0.97$1.10$1.24$1.38$1.71$0.47$0.50$0.54$0.59$0.64$0.70$0.75$0.80$0.85$0.91$0.96$3.62$5.79
PutsExpensive1.07×
CallsCheap0.74×
SkewBearish+5.37 pp
Implied moveBalanced±$1.50
TiltBearish21.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.7643.3%6.5%58.9545.3%5.9%
25Δ64.4133.6%4.4%60.0836.3%4.1%
30Δ63.6828.4%3.2%60.7830.7%3.1%
35Δ63.1424.7%2.4%61.2527.2%2.4%
40Δ62.8022.9%2.0%61.6124.7%1.9%
45Δ62.5321.9%1.7%61.9722.2%1.4%
50Δ62.2620.8%1.4%62.1620.6%1.2%
55Δ61.9919.7%1.1%62.3419.1%1.0%
60Δ61.7619.4%1.0%62.5117.6%0.8%
65Δ61.5319.1%0.8%62.6916.1%0.6%
70Δ61.3118.8%0.7%62.8714.6%0.4%
75Δ61.0818.4%0.5%65.2245.1%0.9%
80Δ60.6819.5%0.4%67.3960.9%0.9%

20Δ

Calls
Pseudo strike
65.76
IV
43.3%
B/E move
6.5%
Puts
Pseudo strike
58.95
IV
45.3%
B/E move
5.9%

25Δ

Calls
Pseudo strike
64.41
IV
33.6%
B/E move
4.4%
Puts
Pseudo strike
60.08
IV
36.3%
B/E move
4.1%

30Δ

Calls
Pseudo strike
63.68
IV
28.4%
B/E move
3.2%
Puts
Pseudo strike
60.78
IV
30.7%
B/E move
3.1%

35Δ

Calls
Pseudo strike
63.14
IV
24.7%
B/E move
2.4%
Puts
Pseudo strike
61.25
IV
27.2%
B/E move
2.4%

40Δ

Calls
Pseudo strike
62.80
IV
22.9%
B/E move
2.0%
Puts
Pseudo strike
61.61
IV
24.7%
B/E move
1.9%

45Δ

Calls
Pseudo strike
62.53
IV
21.9%
B/E move
1.7%
Puts
Pseudo strike
61.97
IV
22.2%
B/E move
1.4%

50Δ

Calls
Pseudo strike
62.26
IV
20.8%
B/E move
1.4%
Puts
Pseudo strike
62.16
IV
20.6%
B/E move
1.2%

55Δ

Calls
Pseudo strike
61.99
IV
19.7%
B/E move
1.1%
Puts
Pseudo strike
62.34
IV
19.1%
B/E move
1.0%

60Δ

Calls
Pseudo strike
61.76
IV
19.4%
B/E move
1.0%
Puts
Pseudo strike
62.51
IV
17.6%
B/E move
0.8%

65Δ

Calls
Pseudo strike
61.53
IV
19.1%
B/E move
0.8%
Puts
Pseudo strike
62.69
IV
16.1%
B/E move
0.6%

70Δ

Calls
Pseudo strike
61.31
IV
18.8%
B/E move
0.7%
Puts
Pseudo strike
62.87
IV
14.6%
B/E move
0.4%

75Δ

Calls
Pseudo strike
61.08
IV
18.4%
B/E move
0.5%
Puts
Pseudo strike
65.22
IV
45.1%
B/E move
0.9%

80Δ

Calls
Pseudo strike
60.68
IV
19.5%
B/E move
0.4%
Puts
Pseudo strike
67.39
IV
60.9%
B/E move
0.9%

Options history

IV · four-Friday blend16.40%
Daily EOD
SPYX11.3%30.8%50.4%2026-10-19: 47.67%2026-10-20: 14.30%2026-10-21: 14.00%2026-10-22: 14.95%2026-10-23: 15.45%2026-10-26: 14.70%2026-10-27: 14.78%2026-10-28: 14.42%2026-10-29: 14.04%2026-10-30: 16.40%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
47.67%
14.30%
14.00%
14.95%
15.45%
14.70%
14.78%
14.42%
14.04%
16.40%