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State Street SPDR Portfolio S&P 500 Value ETF SPYV

i

Market dataready · fetched 2026-11-03T15:47:19.399Z

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 · 2026-11-03T15:47:05.517371039Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T15:47:16.434611+00:00

Share price$64.02
1D+0.2%
$63.75$63.82$63.90$63.98$64.055:30 AM6:30 AM9:00 AM1:00 PMSPYV
Sold putSold call

State Street SPDR Portfolio S&P 500 Value ETF options

Live interpolated SPYV call and put midpoint premiums by absolute delta.State Street SPDR Portfolio S&P 500 Value ETF$0.41$1.06$1.71$2.36$3.01$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICESPYV PRICE$0.55$0.77$0.82$0.48$0.58$0.68$0.78$0.91$1.10$1.29$1.48$2.82$0.71$0.88$0.53$0.59$0.66$1.89$2.49
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.6035.1%8.0%59.6742.1%7.9%
25Δ68.0838.2%7.5%60.6840.5%6.6%
30Δ66.7432.2%5.5%
35Δ64.9914.8%2.3%63.2716.1%2.0%
40Δ64.7214.7%2.0%63.5915.0%1.6%
45Δ64.4514.5%1.7%63.9013.8%1.2%
50Δ64.1814.3%1.5%
55Δ63.9114.3%1.3%
60Δ63.6314.6%1.1%65.1024.3%1.3%
65Δ63.3415.0%1.0%65.7727.5%1.2%
70Δ63.0615.3%0.8%
75Δ
80Δ61.6922.0%0.8%

20Δ

Calls
Pseudo strike
68.60
IV
35.1%
B/E move
8.0%
Puts
Pseudo strike
59.67
IV
42.1%
B/E move
7.9%

25Δ

Calls
Pseudo strike
68.08
IV
38.2%
B/E move
7.5%
Puts
Pseudo strike
60.68
IV
40.5%
B/E move
6.6%

30Δ

Calls
Pseudo strike
66.74
IV
32.2%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
64.99
IV
14.8%
B/E move
2.3%
Puts
Pseudo strike
63.27
IV
16.1%
B/E move
2.0%

40Δ

Calls
Pseudo strike
64.72
IV
14.7%
B/E move
2.0%
Puts
Pseudo strike
63.59
IV
15.0%
B/E move
1.6%

45Δ

Calls
Pseudo strike
64.45
IV
14.5%
B/E move
1.7%
Puts
Pseudo strike
63.90
IV
13.8%
B/E move
1.2%

50Δ

Calls
Pseudo strike
64.18
IV
14.3%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
63.91
IV
14.3%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
63.63
IV
14.6%
B/E move
1.1%
Puts
Pseudo strike
65.10
IV
24.3%
B/E move
1.3%

65Δ

Calls
Pseudo strike
63.34
IV
15.0%
B/E move
1.0%
Puts
Pseudo strike
65.77
IV
27.5%
B/E move
1.2%

70Δ

Calls
Pseudo strike
63.06
IV
15.3%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
61.69
IV
22.0%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend12.92%
Daily EOD
SPYV12.2%13.3%14.4%2026-10-19: 13.47%2026-10-20: 12.80%2026-10-21: 12.55%2026-10-22: 13.51%2026-10-23: 12.38%2026-10-26: 13.15%2026-10-27: 13.70%2026-10-28: 14.22%2026-10-29: 12.64%2026-10-30: 12.92%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
13.47%
12.80%
12.55%
13.51%
12.38%
13.15%
13.70%
14.22%
12.64%
12.92%