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State Street SPDR S&P Global Infrastructure ETF GII

i

Market dataready · fetched 2026-11-04T05:49:20.985Z

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 · 2026-11-04T01:00:00.153323768Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T05:49:18.903036+00:00

Share price$74.78
1D+0.1%
AH$74.63$74.81$74.98$75.15$75.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGII
Sold putSold callAH

State Street SPDR S&P Global Infrastructure ETF options

Live interpolated GII call and put midpoint premiums by absolute delta.State Street SPDR S&P Global Infrastructure ETF$0.30$0.98$1.67$2.35$3.03$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEGII PRICE$0.38$0.45$0.70$0.96$1.21$1.39$1.54$1.76$1.98$2.45$2.81$2.84$0.38$0.48$0.76$1.04$1.32$1.13$1.27$1.41$1.63$1.99$2.35
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.9721.5%4.8%72.2420.8%3.9%
25Δ76.9218.1%3.5%73.1118.3%2.9%
30Δ76.6521.0%3.4%73.3921.4%2.9%
35Δ76.3723.9%3.4%73.6824.6%2.9%
40Δ76.1026.8%3.4%73.9727.7%2.9%
45Δ75.6226.7%3.0%
50Δ75.0525.0%2.4%
55Δ74.5424.6%2.0%75.2614.8%0.9%
60Δ74.0524.2%1.7%75.5414.3%0.7%
65Δ73.4425.9%1.5%75.8213.8%0.5%
70Δ72.9426.3%1.3%76.1513.8%0.3%
75Δ72.7523.4%1.1%76.5714.5%0.3%
80Δ76.9915.3%0.2%

20Δ

Calls
Pseudo strike
77.97
IV
21.5%
B/E move
4.8%
Puts
Pseudo strike
72.24
IV
20.8%
B/E move
3.9%

25Δ

Calls
Pseudo strike
76.92
IV
18.1%
B/E move
3.5%
Puts
Pseudo strike
73.11
IV
18.3%
B/E move
2.9%

30Δ

Calls
Pseudo strike
76.65
IV
21.0%
B/E move
3.4%
Puts
Pseudo strike
73.39
IV
21.4%
B/E move
2.9%

35Δ

Calls
Pseudo strike
76.37
IV
23.9%
B/E move
3.4%
Puts
Pseudo strike
73.68
IV
24.6%
B/E move
2.9%

40Δ

Calls
Pseudo strike
76.10
IV
26.8%
B/E move
3.4%
Puts
Pseudo strike
73.97
IV
27.7%
B/E move
2.9%

45Δ

Calls
Pseudo strike
75.62
IV
26.7%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
75.05
IV
25.0%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
74.54
IV
24.6%
B/E move
2.0%
Puts
Pseudo strike
75.26
IV
14.8%
B/E move
0.9%

60Δ

Calls
Pseudo strike
74.05
IV
24.2%
B/E move
1.7%
Puts
Pseudo strike
75.54
IV
14.3%
B/E move
0.7%

65Δ

Calls
Pseudo strike
73.44
IV
25.9%
B/E move
1.5%
Puts
Pseudo strike
75.82
IV
13.8%
B/E move
0.5%

70Δ

Calls
Pseudo strike
72.94
IV
26.3%
B/E move
1.3%
Puts
Pseudo strike
76.15
IV
13.8%
B/E move
0.3%

75Δ

Calls
Pseudo strike
72.75
IV
23.4%
B/E move
1.1%
Puts
Pseudo strike
76.57
IV
14.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
76.99
IV
15.3%
B/E move
0.2%

Options history

IV · four-Friday blend17.31%
Daily close
GII11.0%22.7%34.5%2026-08-06: 13.18%2026-08-07: 13.16%2026-08-10: 13.37%2026-08-11: 13.59%2026-08-12: 15.07%2026-08-13: 14.76%2026-08-14: 15.23%2026-08-17: 17.76%2026-08-18: 20.66%2026-08-19: 23.29%2026-08-20: 28.81%2026-08-21: 15.32%2026-08-24: 13.91%2026-08-25: 12.60%2026-08-26: 12.97%2026-08-27: 13.04%2026-08-28: 13.68%2026-08-31: 13.38%2026-09-01: 14.42%2026-09-02: 13.55%2026-09-03: 13.86%2026-09-04: 13.36%2026-09-08: 14.54%2026-09-09: 16.08%2026-09-10: 16.98%2026-09-11: 20.22%2026-09-14: 23.52%2026-09-15: 23.34%2026-09-16: 21.72%2026-09-17: 22.36%2026-09-18: 12.76%2026-09-21: 13.63%2026-09-22: 17.40%2026-09-23: 17.22%2026-09-24: 14.33%2026-09-25: 13.38%2026-09-28: 15.65%2026-09-29: 14.34%2026-09-30: 16.41%2026-10-01: 15.83%2026-10-02: 14.91%2026-10-05: 15.87%2026-10-06: 15.52%2026-10-07: 15.96%2026-10-08: 17.00%2026-10-09: 17.93%2026-10-12: 17.16%2026-10-13: 20.90%2026-10-14: 24.23%2026-10-15: 32.89%2026-10-16: 15.53%2026-10-19: 15.22%2026-10-20: 16.21%2026-10-21: 16.00%2026-10-22: 16.00%2026-10-23: 17.52%2026-10-26: 15.73%2026-10-27: 17.36%2026-10-28: 16.44%2026-10-29: 17.46%2026-10-30: 17.31%Aug 6Sep 18Oct 30
61 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
13.18%
13.16%
13.37%
13.59%
15.07%
14.76%
15.23%
17.76%
20.66%
23.29%
28.81%
15.32%
13.91%
12.60%
12.97%
13.04%
13.68%
13.38%
14.42%
13.55%
13.86%
13.36%
14.54%
16.08%
16.98%
20.22%
23.52%
23.34%
21.72%
22.36%
12.76%
13.63%
17.40%
17.22%
14.33%
13.38%
15.65%
14.34%
16.41%
15.83%
14.91%
15.87%
15.52%
15.96%
17.00%
17.93%
17.16%
20.90%
24.23%
32.89%
15.53%
15.22%
16.21%
16.00%
16.00%
17.52%
15.73%
17.36%
16.44%
17.46%
17.31%