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State Street SPDR S&P 400 Mid Cap Value ETF MDYV

i

Market dataready · fetched 2026-11-04T04:31:13.673Z

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 · 2026-11-04T01:00:00.140118658Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T04:31:13.260173+00:00

Share price$94.12
1D-0.2%
AH$93.97$94.29$94.61$94.93$95.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMDYV
Sold putSold callAH

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

Live interpolated MDYV call and put midpoint premiums by absolute delta.State Street SPDR S&P 400 Mid Cap Value ETF$0.73$2.04$3.35$4.65$5.96$89.50$92.24$94.97$97.71$100.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MDYV spot · $94.12MDYV PRICE$0.88$0.93$1.02$1.14$1.27$1.41$1.71$2.03$2.38$2.85$3.48$4.41$5.58$0.93$1.02$1.08$1.18$1.26$1.34$1.40$1.47$1.55$1.73$1.91
Puts——
CallsExpensive1.52×
Skew——
Implied moveBullish±$3.11
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ101.8540.6%9.1%88.1139.8%7.4%
25Δ98.9931.9%6.2%90.1433.0%5.3%
30Δ97.4527.4%4.6%91.5827.5%3.8%
35Δ96.4224.8%3.6%92.5424.3%2.9%
40Δ95.6322.8%2.9%93.2821.5%2.2%
45Δ94.9421.1%2.4%93.8919.2%1.7%
50Δ94.3921.6%2.1%94.3117.3%1.3%
55Δ93.8322.0%1.8%94.6815.5%1.0%
60Δ93.2522.3%1.6%95.0513.9%0.7%
65Δ92.5823.3%1.4%95.3713.3%0.5%
70Δ91.7924.9%1.2%95.6912.8%0.4%
75Δ90.7327.5%1.1%
80Δ89.4130.3%0.9%

20Δ

Calls
Pseudo strike
101.85
IV
40.6%
B/E move
9.1%
Puts
Pseudo strike
88.11
IV
39.8%
B/E move
7.4%

25Δ

Calls
Pseudo strike
98.99
IV
31.9%
B/E move
6.2%
Puts
Pseudo strike
90.14
IV
33.0%
B/E move
5.3%

30Δ

Calls
Pseudo strike
97.45
IV
27.4%
B/E move
4.6%
Puts
Pseudo strike
91.58
IV
27.5%
B/E move
3.8%

35Δ

Calls
Pseudo strike
96.42
IV
24.8%
B/E move
3.6%
Puts
Pseudo strike
92.54
IV
24.3%
B/E move
2.9%

40Δ

Calls
Pseudo strike
95.63
IV
22.8%
B/E move
2.9%
Puts
Pseudo strike
93.28
IV
21.5%
B/E move
2.2%

45Δ

Calls
Pseudo strike
94.94
IV
21.1%
B/E move
2.4%
Puts
Pseudo strike
93.89
IV
19.2%
B/E move
1.7%

50Δ

Calls
Pseudo strike
94.39
IV
21.6%
B/E move
2.1%
Puts
Pseudo strike
94.31
IV
17.3%
B/E move
1.3%

55Δ

Calls
Pseudo strike
93.83
IV
22.0%
B/E move
1.8%
Puts
Pseudo strike
94.68
IV
15.5%
B/E move
1.0%

60Δ

Calls
Pseudo strike
93.25
IV
22.3%
B/E move
1.6%
Puts
Pseudo strike
95.05
IV
13.9%
B/E move
0.7%

65Δ

Calls
Pseudo strike
92.58
IV
23.3%
B/E move
1.4%
Puts
Pseudo strike
95.37
IV
13.3%
B/E move
0.5%

70Δ

Calls
Pseudo strike
91.79
IV
24.9%
B/E move
1.2%
Puts
Pseudo strike
95.69
IV
12.8%
B/E move
0.4%

75Δ

Calls
Pseudo strike
90.73
IV
27.5%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
89.41
IV
30.3%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend16.47%
Daily EOD
MDYV15.4%16.3%17.2%2026-10-19: 15.59%2026-10-20: 15.86%2026-10-21: 15.53%2026-10-22: 16.42%2026-10-23: 16.49%2026-10-26: 17.05%2026-10-27: 16.67%2026-10-28: 16.27%2026-10-29: 16.45%2026-10-30: 16.47%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
15.59%
15.86%
15.53%
16.42%
16.49%
17.05%
16.67%
16.27%
16.45%
16.47%