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State Street SPDR S&P Global Dividend ETF WDIV

i

Market dataready · fetched 2026-11-12T00:56:25.590Z

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 · 2026-11-11T23:30:00.003550129Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:56:25.279254+00:00

Share price$82.81
1D+0.3%
AH$82.57$82.66$82.76$82.85$82.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWDIV
Sold putSold callAH

State Street SPDR S&P Global Dividend ETF options

Live interpolated WDIV call and put midpoint premiums by absolute delta.State Street SPDR S&P Global Dividend ETF$0.98$1.08$1.17$1.27$1.37$80.50$81.83$83.17$84.50$85.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive WDIV spot · $82.81WDIV PRICE$1.04$1.14$1.24$1.34$0.99$1.08$1.16
Puts——
Calls——
Skew——
Implied moveBearish±$2.20
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ82.0926.5%2.1%
45Δ82.5124.3%1.7%
50Δ82.9520.7%1.4%82.9422.2%1.2%
55Δ82.6719.5%1.2%
60Δ82.3918.3%1.0%
65Δ82.1017.1%0.8%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.09
IV
26.5%
B/E move
2.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.51
IV
24.3%
B/E move
1.7%

50Δ

Calls
Pseudo strike
82.95
IV
20.7%
B/E move
1.4%
Puts
Pseudo strike
82.94
IV
22.2%
B/E move
1.2%

55Δ

Calls
Pseudo strike
82.67
IV
19.5%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
82.39
IV
18.3%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
82.10
IV
17.1%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend15.48%
Daily EOD
WDIV14.7%15.9%17.0%2026-10-19: 15.95%2026-10-20: 16.08%2026-10-21: 16.02%2026-10-22: 16.38%2026-10-23: 16.87%2026-10-26: 15.11%2026-10-27: 15.90%2026-10-28: 14.89%2026-10-29: 15.04%2026-10-30: 15.48%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
15.95%
16.08%
16.02%
16.38%
16.87%
15.11%
15.90%
14.89%
15.04%
15.48%