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State Street SPDR S&P China ETF GXC

i

Market datapartial · fetched 2026-11-03T22:26:47.650Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T21:10:00.003596096Z

FundamentalsAlpha Vantage · unavailable

Share price$81.26
1D-0.4%
AH$81.21$81.32$81.43$81.54$81.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGXC
Sold putSold callAH

State Street SPDR S&P China ETF options

Live interpolated GXC call and put midpoint premiums by absolute delta.State Street SPDR S&P China ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 PRICEGXC PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
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
IV
B/E move

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

Calls
Pseudo strike
IV
B/E move
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 blend23.83%
Daily close
GXC17.3%28.2%39.1%2026-08-05: 22.88%2026-08-06: 22.00%2026-08-07: 25.03%2026-08-10: 27.34%2026-08-11: 24.44%2026-08-12: 27.25%2026-08-13: 22.14%2026-08-14: 25.85%2026-08-17: 24.85%2026-08-18: 29.54%2026-08-19: 25.22%2026-08-20: 37.61%2026-08-21: 22.48%2026-08-24: 21.44%2026-08-25: 23.35%2026-08-26: 24.18%2026-08-27: 21.52%2026-08-28: 20.81%2026-08-31: 22.33%2026-09-01: 22.93%2026-09-02: 21.52%2026-09-03: 20.86%2026-09-04: 25.66%2026-09-08: 27.01%2026-09-09: 27.69%2026-09-10: 28.28%2026-09-18: 22.36%2026-09-21: 22.00%2026-09-22: 21.80%2026-09-23: 22.77%2026-09-24: 20.31%2026-09-25: 20.10%2026-09-28: 23.23%2026-09-29: 21.21%2026-09-30: 18.83%2026-10-01: 20.03%2026-10-02: 20.51%2026-10-05: 24.10%2026-10-06: 24.85%2026-10-07: 24.92%2026-10-08: 21.47%2026-10-09: 27.24%2026-10-12: 29.18%2026-10-13: 23.73%2026-10-14: 33.40%2026-10-15: 26.61%2026-10-16: 18.78%2026-10-19: 21.16%2026-10-20: 20.72%2026-10-21: 19.82%2026-10-22: 21.94%2026-10-23: 21.89%2026-10-26: 23.45%2026-10-27: 22.48%2026-10-28: 22.49%2026-10-29: 21.76%2026-10-30: 23.83%Aug 5Sep 22Oct 30
57 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
22.88%
22.00%
25.03%
27.34%
24.44%
27.25%
22.14%
25.85%
24.85%
29.54%
25.22%
37.61%
22.48%
21.44%
23.35%
24.18%
21.52%
20.81%
22.33%
22.93%
21.52%
20.86%
25.66%
27.01%
27.69%
28.28%
22.36%
22.00%
21.80%
22.77%
20.31%
20.10%
23.23%
21.21%
18.83%
20.03%
20.51%
24.10%
24.85%
24.92%
21.47%
27.24%
29.18%
23.73%
33.40%
26.61%
18.78%
21.16%
20.72%
19.82%
21.94%
21.89%
23.45%
22.48%
22.49%
21.76%
23.83%