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State Street SPDR Portfolio S&P 400 Mid Cap ETF SPMD

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Market dataready · fetched 2026-11-03T23:08:31.824Z

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 · 2026-11-03T21:10:00.004038755Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T23:08:31.391542+00:00

Share price$64.95
1D-0.0%
AH$64.81$65.03$65.25$65.47$65.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPMD
Sold putSold callAH

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

Live interpolated SPMD call and put midpoint premiums by absolute delta.State Street SPDR Portfolio S&P 400 Mid Cap ETF$0.23$1.29$2.35$3.42$4.48$61.59$63.45$65.31$67.17$69.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPMD spot · $64.95SPMD PRICE$0.36$0.50$0.64$0.78$0.92$1.06$1.20$1.45$1.77$2.06$2.30$2.54$4.17$0.35$0.48$0.67$0.85$0.95$1.00$1.07$1.17$1.27$1.38$1.52$1.69$1.85
PutsExpensive1.30×
CallsExpensive1.61×
SkewBullish-5.18 pp
Implied moveBullish±$2.27
TiltBullish16.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.9823.3%5.2%62.4322.0%4.4%
25Δ67.4923.4%4.7%63.1521.5%3.5%
30Δ67.0023.5%4.1%63.5123.1%3.2%
35Δ66.5123.6%3.6%63.8724.7%3.0%
40Δ66.0223.7%3.1%64.2823.6%2.5%
45Δ65.5922.9%2.6%64.7420.8%1.9%
50Δ65.1622.1%2.2%65.1118.7%1.4%
55Δ64.7222.6%1.9%65.3917.6%1.1%
60Δ64.2824.0%1.7%65.6616.5%0.9%
65Δ63.8524.5%1.5%65.9315.4%0.6%
70Δ63.4323.7%1.2%66.1914.6%0.4%
75Δ63.0122.9%0.9%66.4413.9%0.3%
80Δ61.4232.9%1.0%66.6913.2%0.2%

20Δ

Calls
Pseudo strike
67.98
IV
23.3%
B/E move
5.2%
Puts
Pseudo strike
62.43
IV
22.0%
B/E move
4.4%

25Δ

Calls
Pseudo strike
67.49
IV
23.4%
B/E move
4.7%
Puts
Pseudo strike
63.15
IV
21.5%
B/E move
3.5%

30Δ

Calls
Pseudo strike
67.00
IV
23.5%
B/E move
4.1%
Puts
Pseudo strike
63.51
IV
23.1%
B/E move
3.2%

35Δ

Calls
Pseudo strike
66.51
IV
23.6%
B/E move
3.6%
Puts
Pseudo strike
63.87
IV
24.7%
B/E move
3.0%

40Δ

Calls
Pseudo strike
66.02
IV
23.7%
B/E move
3.1%
Puts
Pseudo strike
64.28
IV
23.6%
B/E move
2.5%

45Δ

Calls
Pseudo strike
65.59
IV
22.9%
B/E move
2.6%
Puts
Pseudo strike
64.74
IV
20.8%
B/E move
1.9%

50Δ

Calls
Pseudo strike
65.16
IV
22.1%
B/E move
2.2%
Puts
Pseudo strike
65.11
IV
18.7%
B/E move
1.4%

55Δ

Calls
Pseudo strike
64.72
IV
22.6%
B/E move
1.9%
Puts
Pseudo strike
65.39
IV
17.6%
B/E move
1.1%

60Δ

Calls
Pseudo strike
64.28
IV
24.0%
B/E move
1.7%
Puts
Pseudo strike
65.66
IV
16.5%
B/E move
0.9%

65Δ

Calls
Pseudo strike
63.85
IV
24.5%
B/E move
1.5%
Puts
Pseudo strike
65.93
IV
15.4%
B/E move
0.6%

70Δ

Calls
Pseudo strike
63.43
IV
23.7%
B/E move
1.2%
Puts
Pseudo strike
66.19
IV
14.6%
B/E move
0.4%

75Δ

Calls
Pseudo strike
63.01
IV
22.9%
B/E move
0.9%
Puts
Pseudo strike
66.44
IV
13.9%
B/E move
0.3%

80Δ

Calls
Pseudo strike
61.42
IV
32.9%
B/E move
1.0%
Puts
Pseudo strike
66.69
IV
13.2%
B/E move
0.2%

Options history

IV · four-Friday blend17.16%
Daily EOD
SPMD16.6%17.4%18.2%2026-10-19: 16.69%2026-10-20: 16.98%2026-10-21: 16.94%2026-10-22: 17.58%2026-10-23: 18.08%2026-10-26: 17.55%2026-10-27: 17.79%2026-10-28: 17.23%2026-10-29: 16.90%2026-10-30: 17.16%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
16.69%
16.98%
16.94%
17.58%
18.08%
17.55%
17.79%
17.23%
16.90%
17.16%