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State Street SPDR S&P 400 Mid Cap Growth ETF MDYG

i

Market dataready · fetched 2026-11-07T07:15:22.409Z

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 · 2026-11-07T01:00:00.149248571Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T07:15:22.035254+00:00

Share price$101.02
1D+1.1%
AH$99.85$100.21$100.57$100.92$101.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMDYG
Sold putSold callAH

State Street SPDR S&P 400 Mid Cap Growth ETF options

Live interpolated MDYG call and put midpoint premiums by absolute delta.State Street SPDR S&P 400 Mid Cap Growth ETF$0.70$2.46$4.21$5.97$7.73$94.97$98.03$101.10$104.16$107.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MDYG spot · $101.02MDYG PRICE$0.89$0.95$1.06$1.17$1.27$1.39$1.51$1.72$1.99$2.31$2.67$3.08$3.53$1.16$1.28$1.37$1.50$1.77$2.07$2.38$2.82$3.38$4.10$4.92$7.23
Puts——
CallsCheap0.95×
Skew——
Implied moveBearish±$3.58
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ108.7742.4%8.5%
25Δ105.9733.8%5.8%96.4938.6%5.6%
30Δ104.4329.4%4.4%98.0433.3%4.2%
35Δ103.3426.2%3.4%99.1629.2%3.2%
40Δ102.5023.7%2.7%100.0026.8%2.5%
45Δ101.8221.7%2.2%100.6526.5%2.1%
50Δ101.2720.3%1.7%101.2826.2%1.8%
55Δ100.7519.7%1.4%101.9125.9%1.5%
60Δ100.2719.8%1.2%102.5826.4%1.2%
65Δ99.7719.9%1.0%103.3527.3%1.0%
70Δ99.2420.0%0.9%104.2528.8%0.9%
75Δ98.6620.0%0.7%105.2629.9%0.7%
80Δ98.0620.0%0.6%107.6337.4%0.6%

20Δ

Calls
Pseudo strike
108.77
IV
42.4%
B/E move
8.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
105.97
IV
33.8%
B/E move
5.8%
Puts
Pseudo strike
96.49
IV
38.6%
B/E move
5.6%

30Δ

Calls
Pseudo strike
104.43
IV
29.4%
B/E move
4.4%
Puts
Pseudo strike
98.04
IV
33.3%
B/E move
4.2%

35Δ

Calls
Pseudo strike
103.34
IV
26.2%
B/E move
3.4%
Puts
Pseudo strike
99.16
IV
29.2%
B/E move
3.2%

40Δ

Calls
Pseudo strike
102.50
IV
23.7%
B/E move
2.7%
Puts
Pseudo strike
100.00
IV
26.8%
B/E move
2.5%

45Δ

Calls
Pseudo strike
101.82
IV
21.7%
B/E move
2.2%
Puts
Pseudo strike
100.65
IV
26.5%
B/E move
2.1%

50Δ

Calls
Pseudo strike
101.27
IV
20.3%
B/E move
1.7%
Puts
Pseudo strike
101.28
IV
26.2%
B/E move
1.8%

55Δ

Calls
Pseudo strike
100.75
IV
19.7%
B/E move
1.4%
Puts
Pseudo strike
101.91
IV
25.9%
B/E move
1.5%

60Δ

Calls
Pseudo strike
100.27
IV
19.8%
B/E move
1.2%
Puts
Pseudo strike
102.58
IV
26.4%
B/E move
1.2%

65Δ

Calls
Pseudo strike
99.77
IV
19.9%
B/E move
1.0%
Puts
Pseudo strike
103.35
IV
27.3%
B/E move
1.0%

70Δ

Calls
Pseudo strike
99.24
IV
20.0%
B/E move
0.9%
Puts
Pseudo strike
104.25
IV
28.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
98.66
IV
20.0%
B/E move
0.7%
Puts
Pseudo strike
105.26
IV
29.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
98.06
IV
20.0%
B/E move
0.6%
Puts
Pseudo strike
107.63
IV
37.4%
B/E move
0.6%

Options history

IV · four-Friday blend17.09%
Daily EOD
MDYG16.4%20.8%25.2%2026-10-19: 24.58%2026-10-20: 22.80%2026-10-21: 18.37%2026-10-22: 19.69%2026-10-23: 21.57%2026-10-26: 19.68%2026-10-27: 21.43%2026-10-28: 19.48%2026-10-29: 17.00%2026-10-30: 17.09%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
24.58%
22.80%
18.37%
19.69%
21.57%
19.68%
21.43%
19.48%
17.00%
17.09%