IntraAlpha
Create free account Start free

State Street SPDR MSCI USA StrategicFactors ETF QUS

i

Market dataready · fetched 2026-11-05T22:12:16.101Z

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 · 2026-11-05T21:10:00.00370528Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-05T22:12:15.476241+00:00

Share price$194.05
1D-2.5%
AH$194$195$197$198$1995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQUS
Sold putSold callAH

State Street SPDR MSCI USA StrategicFactors ETF options

Live interpolated QUS call and put midpoint premiums by absolute delta.State Street SPDR MSCI USA StrategicFactors ETF$0.89$3.13$5.36$7.59$9.83$-0.19$0.15$0.50$0.85$1.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEQUS PRICE$1.14$1.49$1.85$2.35$2.89$3.64$5.52$6.50$7.08$9.18$1.15$2.00$2.26$2.41$2.57$2.79$3.05$3.34
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ203.7626.2%5.6%186.3525.6%4.6%
25Δ201.8825.8%4.8%
30Δ199.9925.4%4.0%
35Δ198.6426.0%3.6%191.5020.8%2.3%
40Δ197.3226.5%3.2%
45Δ196.0828.2%2.9%193.6216.6%1.4%
50Δ194.4215.1%1.1%
55Δ195.1113.8%0.8%
60Δ191.9627.1%1.8%195.7112.9%0.6%
65Δ190.5027.7%1.5%196.2812.2%0.4%
70Δ189.3026.2%1.2%196.8311.6%0.3%
75Δ186.9629.7%1.1%
80Δ

20Δ

Calls
Pseudo strike
203.76
IV
26.2%
B/E move
5.6%
Puts
Pseudo strike
186.35
IV
25.6%
B/E move
4.6%

25Δ

Calls
Pseudo strike
201.88
IV
25.8%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
199.99
IV
25.4%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
198.64
IV
26.0%
B/E move
3.6%
Puts
Pseudo strike
191.50
IV
20.8%
B/E move
2.3%

40Δ

Calls
Pseudo strike
197.32
IV
26.5%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
196.08
IV
28.2%
B/E move
2.9%
Puts
Pseudo strike
193.62
IV
16.6%
B/E move
1.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
194.42
IV
15.1%
B/E move
1.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
195.11
IV
13.8%
B/E move
0.8%

60Δ

Calls
Pseudo strike
191.96
IV
27.1%
B/E move
1.8%
Puts
Pseudo strike
195.71
IV
12.9%
B/E move
0.6%

65Δ

Calls
Pseudo strike
190.50
IV
27.7%
B/E move
1.5%
Puts
Pseudo strike
196.28
IV
12.2%
B/E move
0.4%

70Δ

Calls
Pseudo strike
189.30
IV
26.2%
B/E move
1.2%
Puts
Pseudo strike
196.83
IV
11.6%
B/E move
0.3%

75Δ

Calls
Pseudo strike
186.96
IV
29.7%
B/E move
1.1%
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 blend12.84%
Daily EOD
QUS9.5%11.4%13.4%2026-10-19: 11.87%2026-10-20: 11.89%2026-10-21: 9.74%2026-10-22: 12.66%2026-10-23: 13.12%2026-10-26: 12.10%2026-10-27: 12.53%2026-10-28: 12.24%2026-10-29: 11.18%2026-10-30: 12.84%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
11.87%
11.89%
9.74%
12.66%
13.12%
12.10%
12.53%
12.24%
11.18%
12.84%