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State Street SPDR S&P MIDCAP 400 ETF Trust MDY

i

Market dataready · fetched 2026-11-04T07:27:25.181Z

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 · 2026-11-04T01:00:00.067652101Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T07:27:24.747750+00:00

Share price$676.25
1D-0.0%
AH$675$677$680$682$6845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMDY
Sold putSold callAH

State Street SPDR S&P MIDCAP 400 ETF Trust options

Live interpolated MDY call and put midpoint premiums by absolute delta.State Street SPDR S&P MIDCAP 400 ETF Trust$2.25$10.49$18.72$26.96$35.19$637.32$656.90$676.47$696.05$715.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MDY spot · $676.25MDY PRICE$3.14$4.22$5.46$6.76$8.25$10.03$12.09$14.38$16.65$19.52$22.84$27.23$32.82$4.07$5.25$6.24$7.63$9.13$10.58$12.49$14.43$16.37$18.83$21.42$24.59$28.78
PutsExpensive1.40×
CallsExpensive1.46×
SkewBullish-0.31 pp
Implied moveBalanced±$24.58
TiltBalanced1.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ702.7320.2%4.4%648.9625.1%4.6%
25Δ697.7620.3%3.8%655.4224.2%3.9%
30Δ693.6320.7%3.4%661.5322.5%3.1%
35Δ689.4720.7%3.0%666.0522.2%2.6%
40Δ685.6420.9%2.6%670.2322.0%2.2%
45Δ681.8821.3%2.3%674.2521.4%1.9%
50Δ678.0721.9%2.1%678.1021.4%1.6%
55Δ674.1522.5%1.8%681.8621.2%1.3%
60Δ670.1022.5%1.6%685.5920.8%1.0%
65Δ665.7322.9%1.3%689.4920.7%0.8%
70Δ661.0123.4%1.1%693.4420.4%0.6%
75Δ655.4024.3%0.9%697.8220.3%0.4%
80Δ648.6525.4%0.8%703.0520.5%0.3%

20Δ

Calls
Pseudo strike
702.73
IV
20.2%
B/E move
4.4%
Puts
Pseudo strike
648.96
IV
25.1%
B/E move
4.6%

25Δ

Calls
Pseudo strike
697.76
IV
20.3%
B/E move
3.8%
Puts
Pseudo strike
655.42
IV
24.2%
B/E move
3.9%

30Δ

Calls
Pseudo strike
693.63
IV
20.7%
B/E move
3.4%
Puts
Pseudo strike
661.53
IV
22.5%
B/E move
3.1%

35Δ

Calls
Pseudo strike
689.47
IV
20.7%
B/E move
3.0%
Puts
Pseudo strike
666.05
IV
22.2%
B/E move
2.6%

40Δ

Calls
Pseudo strike
685.64
IV
20.9%
B/E move
2.6%
Puts
Pseudo strike
670.23
IV
22.0%
B/E move
2.2%

45Δ

Calls
Pseudo strike
681.88
IV
21.3%
B/E move
2.3%
Puts
Pseudo strike
674.25
IV
21.4%
B/E move
1.9%

50Δ

Calls
Pseudo strike
678.07
IV
21.9%
B/E move
2.1%
Puts
Pseudo strike
678.10
IV
21.4%
B/E move
1.6%

55Δ

Calls
Pseudo strike
674.15
IV
22.5%
B/E move
1.8%
Puts
Pseudo strike
681.86
IV
21.2%
B/E move
1.3%

60Δ

Calls
Pseudo strike
670.10
IV
22.5%
B/E move
1.6%
Puts
Pseudo strike
685.59
IV
20.8%
B/E move
1.0%

65Δ

Calls
Pseudo strike
665.73
IV
22.9%
B/E move
1.3%
Puts
Pseudo strike
689.49
IV
20.7%
B/E move
0.8%

70Δ

Calls
Pseudo strike
661.01
IV
23.4%
B/E move
1.1%
Puts
Pseudo strike
693.44
IV
20.4%
B/E move
0.6%

75Δ

Calls
Pseudo strike
655.40
IV
24.3%
B/E move
0.9%
Puts
Pseudo strike
697.82
IV
20.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
648.65
IV
25.4%
B/E move
0.8%
Puts
Pseudo strike
703.05
IV
20.5%
B/E move
0.3%

Options history

IV · four-Friday blend18.19%
Daily EOD
MDY15.6%17.0%18.4%2026-10-19: 16.29%2026-10-20: 15.88%2026-10-21: 15.80%2026-10-22: 16.72%2026-10-23: 17.07%2026-10-26: 16.41%2026-10-27: 16.45%2026-10-28: 16.09%2026-10-29: 16.08%2026-10-30: 18.19%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
16.29%
15.88%
15.80%
16.72%
17.07%
16.41%
16.45%
16.09%
16.08%
18.19%