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State Street SPDR S&P 1500 Value Tilt ETF VLU

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Market datapartial · fetched 2026-10-23T02:58:06.206Z

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 · 2026-10-23T00:00:00.108355742Z

FundamentalsAlpha Vantage · unavailable

Share price$247.49
1D+0.5%
AH$245.53$245.95$246.38$246.81$247.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVLU
Sold putSold callAH

State Street SPDR S&P 1500 Value Tilt ETF options

Live interpolated VLU call and put midpoint premiums by absolute delta.State Street SPDR S&P 1500 Value Tilt ETF$0.68$3.34$6.00$8.65$11.31$235.53$241.36$247.19$253.02$258.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VLU spot · $247.49VLU PRICE$0.97$1.24$1.59$1.93$2.28$2.85$3.58$4.31$5.05$5.90$7.32$8.74$10.55$1.31$1.61$1.95$2.28$2.62$2.96$3.31$3.65$4.15$5.07$5.99$6.91$8.47
PutsExpensive1.47×
CallsExpensive1.34×
SkewBullish-0.48 pp
Implied moveBullish±$6.89
TiltBullish5.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ256.4612.9%4.0%238.9016.7%4.0%
25Δ254.3011.9%3.3%241.2515.3%3.2%
30Δ253.0511.8%2.9%243.0114.4%2.6%
35Δ251.7911.7%2.5%244.7613.6%2.0%
40Δ250.5411.6%2.1%245.9412.9%1.7%
45Δ249.3511.8%1.9%247.0312.3%1.4%
50Δ248.2112.3%1.7%248.1211.7%1.1%
55Δ247.0712.8%1.6%249.2111.0%0.8%
60Δ245.9313.3%1.4%250.3310.6%0.5%
65Δ244.6813.9%1.2%251.5610.9%0.4%
70Δ242.9114.6%1.1%252.7811.1%0.3%
75Δ241.1415.4%1.0%254.0111.3%0.2%
80Δ238.9816.2%0.8%255.8412.2%0.1%

20Δ

Calls
Pseudo strike
256.46
IV
12.9%
B/E move
4.0%
Puts
Pseudo strike
238.90
IV
16.7%
B/E move
4.0%

25Δ

Calls
Pseudo strike
254.30
IV
11.9%
B/E move
3.3%
Puts
Pseudo strike
241.25
IV
15.3%
B/E move
3.2%

30Δ

Calls
Pseudo strike
253.05
IV
11.8%
B/E move
2.9%
Puts
Pseudo strike
243.01
IV
14.4%
B/E move
2.6%

35Δ

Calls
Pseudo strike
251.79
IV
11.7%
B/E move
2.5%
Puts
Pseudo strike
244.76
IV
13.6%
B/E move
2.0%

40Δ

Calls
Pseudo strike
250.54
IV
11.6%
B/E move
2.1%
Puts
Pseudo strike
245.94
IV
12.9%
B/E move
1.7%

45Δ

Calls
Pseudo strike
249.35
IV
11.8%
B/E move
1.9%
Puts
Pseudo strike
247.03
IV
12.3%
B/E move
1.4%

50Δ

Calls
Pseudo strike
248.21
IV
12.3%
B/E move
1.7%
Puts
Pseudo strike
248.12
IV
11.7%
B/E move
1.1%

55Δ

Calls
Pseudo strike
247.07
IV
12.8%
B/E move
1.6%
Puts
Pseudo strike
249.21
IV
11.0%
B/E move
0.8%

60Δ

Calls
Pseudo strike
245.93
IV
13.3%
B/E move
1.4%
Puts
Pseudo strike
250.33
IV
10.6%
B/E move
0.5%

65Δ

Calls
Pseudo strike
244.68
IV
13.9%
B/E move
1.2%
Puts
Pseudo strike
251.56
IV
10.9%
B/E move
0.4%

70Δ

Calls
Pseudo strike
242.91
IV
14.6%
B/E move
1.1%
Puts
Pseudo strike
252.78
IV
11.1%
B/E move
0.3%

75Δ

Calls
Pseudo strike
241.14
IV
15.4%
B/E move
1.0%
Puts
Pseudo strike
254.01
IV
11.3%
B/E move
0.2%

80Δ

Calls
Pseudo strike
238.98
IV
16.2%
B/E move
0.8%
Puts
Pseudo strike
255.84
IV
12.2%
B/E move
0.1%

Options history

No recorded observations