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

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Market datapartial · fetched 2026-10-22T23:22:12.451Z

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 · 2026-10-22T22:30:00.003617305Z

FundamentalsAlpha Vantage · unavailable

Share price$62.55
1D-0.3%
AH$62.33$62.45$62.58$62.70$62.835:30 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$0.28$1.20$2.12$3.04$3.96$58.74$60.54$62.34$64.15$65.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPYX spot · $62.55SPYX PRICE$0.38$0.45$0.50$0.58$0.69$0.79$0.96$1.15$1.34$1.60$1.94$2.29$2.71$0.50$0.58$0.65$0.76$0.87$1.02$1.17$1.34$1.52$1.71$2.00$2.39$3.70
PutsExpensive1.46×
CallsExpensive1.34×
SkewBearish+2.34 pp
Implied moveBearish±$2.13
TiltBearish8.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.9219.9%6.0%59.3324.7%6.0%
25Δ64.9917.6%4.6%60.3521.5%4.4%
30Δ64.3215.4%3.6%61.1118.9%3.3%
35Δ63.8114.2%3.0%61.6017.8%2.7%
40Δ63.4613.9%2.6%62.0616.9%2.2%
45Δ63.1113.5%2.2%62.4316.5%1.8%
50Δ62.7813.7%1.9%62.8016.1%1.5%
55Δ62.4614.0%1.7%63.1615.7%1.2%
60Δ62.1514.3%1.5%63.5015.4%0.9%
65Δ61.7714.9%1.3%63.8415.1%0.7%
70Δ61.3415.6%1.2%64.2515.2%0.5%
75Δ60.8916.2%1.0%64.7415.7%0.3%
80Δ60.3716.5%0.8%66.0520.9%0.3%

20Δ

Calls
Pseudo strike
65.92
IV
19.9%
B/E move
6.0%
Puts
Pseudo strike
59.33
IV
24.7%
B/E move
6.0%

25Δ

Calls
Pseudo strike
64.99
IV
17.6%
B/E move
4.6%
Puts
Pseudo strike
60.35
IV
21.5%
B/E move
4.4%

30Δ

Calls
Pseudo strike
64.32
IV
15.4%
B/E move
3.6%
Puts
Pseudo strike
61.11
IV
18.9%
B/E move
3.3%

35Δ

Calls
Pseudo strike
63.81
IV
14.2%
B/E move
3.0%
Puts
Pseudo strike
61.60
IV
17.8%
B/E move
2.7%

40Δ

Calls
Pseudo strike
63.46
IV
13.9%
B/E move
2.6%
Puts
Pseudo strike
62.06
IV
16.9%
B/E move
2.2%

45Δ

Calls
Pseudo strike
63.11
IV
13.5%
B/E move
2.2%
Puts
Pseudo strike
62.43
IV
16.5%
B/E move
1.8%

50Δ

Calls
Pseudo strike
62.78
IV
13.7%
B/E move
1.9%
Puts
Pseudo strike
62.80
IV
16.1%
B/E move
1.5%

55Δ

Calls
Pseudo strike
62.46
IV
14.0%
B/E move
1.7%
Puts
Pseudo strike
63.16
IV
15.7%
B/E move
1.2%

60Δ

Calls
Pseudo strike
62.15
IV
14.3%
B/E move
1.5%
Puts
Pseudo strike
63.50
IV
15.4%
B/E move
0.9%

65Δ

Calls
Pseudo strike
61.77
IV
14.9%
B/E move
1.3%
Puts
Pseudo strike
63.84
IV
15.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
61.34
IV
15.6%
B/E move
1.2%
Puts
Pseudo strike
64.25
IV
15.2%
B/E move
0.5%

75Δ

Calls
Pseudo strike
60.89
IV
16.2%
B/E move
1.0%
Puts
Pseudo strike
64.74
IV
15.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
60.37
IV
16.5%
B/E move
0.8%
Puts
Pseudo strike
66.05
IV
20.9%
B/E move
0.3%

Options history

No recorded observations