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State Street SPDR S&P Global Dividend ETF WDIV

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Market dataready · fetched 2026-10-22T23:06:24.245Z

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 · 2026-10-22T22:30:00.003797314Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:56:49.772170+00:00

Share price$82.49
1D+0.5%
AH$81.93$82.06$82.19$82.32$82.455:30 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$0.95$2.82$4.70$6.58$8.46$75.59$78.83$82.08$85.33$88.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WDIV spot · $82.49WDIV PRICE$1.15$1.15$1.16$1.20$1.29$1.39$1.51$1.66$1.81$1.97$2.13$2.35$2.74$1.18$1.25$1.34$1.45$1.55$1.69$1.86$1.99$2.10$2.62$3.43$3.70$7.92
PutsExpensive2.60×
CallsExpensive2.10×
SkewBearish+3.53 pp
Implied moveBearish±$3.37
TiltBearish19.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.4147.2%14.6%75.3043.1%10.2%
25Δ88.8834.9%9.1%77.9234.3%7.1%
30Δ86.4927.5%6.3%79.5529.1%5.2%
35Δ85.0222.7%4.5%80.7125.5%3.9%
40Δ84.1320.1%3.5%81.5922.7%3.0%
45Δ83.4718.3%2.9%82.2920.7%2.3%
50Δ82.8916.8%2.3%82.8619.4%1.8%
55Δ82.4315.8%1.9%83.3517.9%1.4%
60Δ81.9814.9%1.6%83.8116.3%0.9%
65Δ81.6214.0%1.3%84.5117.0%0.7%
70Δ81.2713.2%1.1%85.3819.2%0.6%
75Δ80.8712.6%0.9%85.8418.3%0.4%
80Δ80.3512.6%0.7%89.8732.9%0.7%

20Δ

Calls
Pseudo strike
93.41
IV
47.2%
B/E move
14.6%
Puts
Pseudo strike
75.30
IV
43.1%
B/E move
10.2%

25Δ

Calls
Pseudo strike
88.88
IV
34.9%
B/E move
9.1%
Puts
Pseudo strike
77.92
IV
34.3%
B/E move
7.1%

30Δ

Calls
Pseudo strike
86.49
IV
27.5%
B/E move
6.3%
Puts
Pseudo strike
79.55
IV
29.1%
B/E move
5.2%

35Δ

Calls
Pseudo strike
85.02
IV
22.7%
B/E move
4.5%
Puts
Pseudo strike
80.71
IV
25.5%
B/E move
3.9%

40Δ

Calls
Pseudo strike
84.13
IV
20.1%
B/E move
3.5%
Puts
Pseudo strike
81.59
IV
22.7%
B/E move
3.0%

45Δ

Calls
Pseudo strike
83.47
IV
18.3%
B/E move
2.9%
Puts
Pseudo strike
82.29
IV
20.7%
B/E move
2.3%

50Δ

Calls
Pseudo strike
82.89
IV
16.8%
B/E move
2.3%
Puts
Pseudo strike
82.86
IV
19.4%
B/E move
1.8%

55Δ

Calls
Pseudo strike
82.43
IV
15.8%
B/E move
1.9%
Puts
Pseudo strike
83.35
IV
17.9%
B/E move
1.4%

60Δ

Calls
Pseudo strike
81.98
IV
14.9%
B/E move
1.6%
Puts
Pseudo strike
83.81
IV
16.3%
B/E move
0.9%

65Δ

Calls
Pseudo strike
81.62
IV
14.0%
B/E move
1.3%
Puts
Pseudo strike
84.51
IV
17.0%
B/E move
0.7%

70Δ

Calls
Pseudo strike
81.27
IV
13.2%
B/E move
1.1%
Puts
Pseudo strike
85.38
IV
19.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
80.87
IV
12.6%
B/E move
0.9%
Puts
Pseudo strike
85.84
IV
18.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
80.35
IV
12.6%
B/E move
0.7%
Puts
Pseudo strike
89.87
IV
32.9%
B/E move
0.7%

Options history

No recorded observations