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State Street SPDR Portfolio Emerging Markets ETF SPEM

i

Market dataready · fetched 2026-11-03T23:08:03.527Z

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 · 2026-11-03T21:10:00.003912424Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T23:08:01.529843+00:00

Share price$48.28
1D-0.2%
AH$48.22$48.29$48.37$48.44$48.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPEM
Sold putSold callAH

State Street SPDR Portfolio Emerging Markets ETF options

Live interpolated SPEM call and put midpoint premiums by absolute delta.State Street SPDR Portfolio Emerging Markets ETF$0.61$1.23$1.85$2.47$3.09$44.41$46.45$48.50$50.55$52.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPEM spot · $48.28SPEM PRICE$0.68$0.70$0.75$0.83$0.91$1.01$1.11$1.21$1.43$1.70$2.00$2.42$2.91$0.70$0.75$0.81$0.87$0.94$1.02$1.10$1.18$1.26$1.41$1.56$1.72$1.91
PutsExpensive1.32×
CallsExpensive2.24×
SkewBullish-4.28 pp
Implied moveBalanced±$2.21
TiltBullish7.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.6362.0%14.5%43.9756.8%10.4%
25Δ52.1047.4%9.4%45.4446.1%7.4%
30Δ50.7939.5%6.7%46.4139.3%5.5%
35Δ49.9735.3%5.2%47.1334.3%4.2%
40Δ49.4032.3%4.2%47.6331.0%3.3%
45Δ48.8929.7%3.3%48.0828.0%2.5%
50Δ48.5127.9%2.8%48.3925.9%2.0%
55Δ48.1426.1%2.2%48.7023.8%1.6%
60Δ47.7526.0%1.9%49.0121.7%1.1%
65Δ47.3527.0%1.6%49.2720.9%0.9%
70Δ46.9428.0%1.4%49.5220.0%0.7%
75Δ46.4129.2%1.1%49.7819.1%0.5%
80Δ45.8230.8%0.9%50.0718.5%0.3%

20Δ

Calls
Pseudo strike
54.63
IV
62.0%
B/E move
14.5%
Puts
Pseudo strike
43.97
IV
56.8%
B/E move
10.4%

25Δ

Calls
Pseudo strike
52.10
IV
47.4%
B/E move
9.4%
Puts
Pseudo strike
45.44
IV
46.1%
B/E move
7.4%

30Δ

Calls
Pseudo strike
50.79
IV
39.5%
B/E move
6.7%
Puts
Pseudo strike
46.41
IV
39.3%
B/E move
5.5%

35Δ

Calls
Pseudo strike
49.97
IV
35.3%
B/E move
5.2%
Puts
Pseudo strike
47.13
IV
34.3%
B/E move
4.2%

40Δ

Calls
Pseudo strike
49.40
IV
32.3%
B/E move
4.2%
Puts
Pseudo strike
47.63
IV
31.0%
B/E move
3.3%

45Δ

Calls
Pseudo strike
48.89
IV
29.7%
B/E move
3.3%
Puts
Pseudo strike
48.08
IV
28.0%
B/E move
2.5%

50Δ

Calls
Pseudo strike
48.51
IV
27.9%
B/E move
2.8%
Puts
Pseudo strike
48.39
IV
25.9%
B/E move
2.0%

55Δ

Calls
Pseudo strike
48.14
IV
26.1%
B/E move
2.2%
Puts
Pseudo strike
48.70
IV
23.8%
B/E move
1.6%

60Δ

Calls
Pseudo strike
47.75
IV
26.0%
B/E move
1.9%
Puts
Pseudo strike
49.01
IV
21.7%
B/E move
1.1%

65Δ

Calls
Pseudo strike
47.35
IV
27.0%
B/E move
1.6%
Puts
Pseudo strike
49.27
IV
20.9%
B/E move
0.9%

70Δ

Calls
Pseudo strike
46.94
IV
28.0%
B/E move
1.4%
Puts
Pseudo strike
49.52
IV
20.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
46.41
IV
29.2%
B/E move
1.1%
Puts
Pseudo strike
49.78
IV
19.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
45.82
IV
30.8%
B/E move
0.9%
Puts
Pseudo strike
50.07
IV
18.5%
B/E move
0.3%

Options history

IV · four-Friday blend20.99%
Daily EOD
SPEM18.1%39.2%60.4%2026-10-19: 43.87%2026-10-20: 48.70%2026-10-21: 53.86%2026-10-22: 57.50%2026-10-23: 51.66%2026-10-26: 52.71%2026-10-27: 21.44%2026-10-28: 39.42%2026-10-29: 38.22%2026-10-30: 20.99%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
43.87%
48.70%
53.86%
57.50%
51.66%
52.71%
21.44%
39.42%
38.22%
20.99%