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State Street SPDR MSCI USA StrategicFactors ETF QUS

i

Market dataready · fetched 2026-11-06T17:34:31.369Z

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 · 2026-11-06T17:31:21.932560387Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T17:34:29.580821+00:00

Share price$194.32
1D+0.9%
$192.51$193.05$193.59$194.13$194.665:30 AM6:30 AM9:00 AM1:00 PMQUS
Sold putSold call

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$0.81$3.04$5.27$7.50$9.73$183.86$188.76$193.66$198.56$203.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QUS spot · $194.32QUS PRICE$1.05$1.16$1.35$1.56$1.80$2.08$2.50$3.09$3.50$4.24$5.13$6.09$7.07$1.34$1.52$1.71$2.08$2.48$2.86$3.34$3.62$4.18$4.91$5.63$6.76$9.09
PutsExpensive1.80×
CallsExpensive1.28×
SkewBearish+3.44 pp
Implied moveBearish±$5.84
TiltBearish9.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ203.6225.7%5.3%185.3730.6%5.3%
25Δ200.3920.9%3.7%188.3125.9%3.9%
30Δ198.6618.9%2.9%190.2822.9%3.0%
35Δ197.4317.7%2.4%191.5122.6%2.5%
40Δ196.4216.8%2.0%192.6422.3%2.1%
45Δ195.5316.3%1.7%193.7521.5%1.8%
50Δ194.6916.7%1.5%194.7821.4%1.5%
55Δ193.8817.8%1.4%195.7020.0%1.2%
60Δ193.0417.5%1.1%196.6919.8%0.9%
65Δ192.0518.4%1.0%197.7520.0%0.8%
70Δ190.9119.4%0.9%198.8220.0%0.6%
75Δ189.6820.0%0.7%200.2320.7%0.4%
80Δ188.4020.1%0.6%202.7623.3%0.3%

20Δ

Calls
Pseudo strike
203.62
IV
25.7%
B/E move
5.3%
Puts
Pseudo strike
185.37
IV
30.6%
B/E move
5.3%

25Δ

Calls
Pseudo strike
200.39
IV
20.9%
B/E move
3.7%
Puts
Pseudo strike
188.31
IV
25.9%
B/E move
3.9%

30Δ

Calls
Pseudo strike
198.66
IV
18.9%
B/E move
2.9%
Puts
Pseudo strike
190.28
IV
22.9%
B/E move
3.0%

35Δ

Calls
Pseudo strike
197.43
IV
17.7%
B/E move
2.4%
Puts
Pseudo strike
191.51
IV
22.6%
B/E move
2.5%

40Δ

Calls
Pseudo strike
196.42
IV
16.8%
B/E move
2.0%
Puts
Pseudo strike
192.64
IV
22.3%
B/E move
2.1%

45Δ

Calls
Pseudo strike
195.53
IV
16.3%
B/E move
1.7%
Puts
Pseudo strike
193.75
IV
21.5%
B/E move
1.8%

50Δ

Calls
Pseudo strike
194.69
IV
16.7%
B/E move
1.5%
Puts
Pseudo strike
194.78
IV
21.4%
B/E move
1.5%

55Δ

Calls
Pseudo strike
193.88
IV
17.8%
B/E move
1.4%
Puts
Pseudo strike
195.70
IV
20.0%
B/E move
1.2%

60Δ

Calls
Pseudo strike
193.04
IV
17.5%
B/E move
1.1%
Puts
Pseudo strike
196.69
IV
19.8%
B/E move
0.9%

65Δ

Calls
Pseudo strike
192.05
IV
18.4%
B/E move
1.0%
Puts
Pseudo strike
197.75
IV
20.0%
B/E move
0.8%

70Δ

Calls
Pseudo strike
190.91
IV
19.4%
B/E move
0.9%
Puts
Pseudo strike
198.82
IV
20.0%
B/E move
0.6%

75Δ

Calls
Pseudo strike
189.68
IV
20.0%
B/E move
0.7%
Puts
Pseudo strike
200.23
IV
20.7%
B/E move
0.4%

80Δ

Calls
Pseudo strike
188.40
IV
20.1%
B/E move
0.6%
Puts
Pseudo strike
202.76
IV
23.3%
B/E move
0.3%

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%