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State Street SPDR Portfolio S&P 500 Value ETF SPYV

i

Market dataready · fetched 2026-11-04T02:54:38.000Z

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 · 2026-11-04T01:00:00.087649732Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T02:54:37.516896+00:00

Share price$63.83
1D-0.1%
AH$63.75$63.83$63.92$64.00$64.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPYV
Sold putSold callAH

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$0.42$1.14$1.86$2.59$3.31$62.10$63.03$63.95$64.88$65.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SPYV spot · $63.83SPYV PRICE$0.56$0.79$0.81$0.52$0.63$0.74$0.86$1.06$1.26$1.46$2.83$3.10$0.69$0.85$0.88$0.50$0.56$0.61$0.67$2.06$2.65
Puts——
Calls——
Skew——
Implied moveBullish±$1.53
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.5636.8%8.3%59.8239.9%7.4%
25Δ68.0340.1%7.8%60.5540.2%6.5%
30Δ66.5332.5%5.5%61.8032.6%4.6%
35Δ64.8816.3%2.5%63.1315.3%1.9%
40Δ64.5816.2%2.2%63.4114.2%1.5%
45Δ64.2816.1%1.9%63.6813.1%1.2%
50Δ63.9816.0%1.6%63.9612.0%0.8%
55Δ63.6816.5%1.4%
60Δ63.3716.9%1.3%
65Δ63.0617.4%1.1%65.2922.9%0.9%
70Δ65.9525.7%0.8%
75Δ61.6825.8%1.1%
80Δ61.2424.5%0.8%

20Δ

Calls
Pseudo strike
68.56
IV
36.8%
B/E move
8.3%
Puts
Pseudo strike
59.82
IV
39.9%
B/E move
7.4%

25Δ

Calls
Pseudo strike
68.03
IV
40.1%
B/E move
7.8%
Puts
Pseudo strike
60.55
IV
40.2%
B/E move
6.5%

30Δ

Calls
Pseudo strike
66.53
IV
32.5%
B/E move
5.5%
Puts
Pseudo strike
61.80
IV
32.6%
B/E move
4.6%

35Δ

Calls
Pseudo strike
64.88
IV
16.3%
B/E move
2.5%
Puts
Pseudo strike
63.13
IV
15.3%
B/E move
1.9%

40Δ

Calls
Pseudo strike
64.58
IV
16.2%
B/E move
2.2%
Puts
Pseudo strike
63.41
IV
14.2%
B/E move
1.5%

45Δ

Calls
Pseudo strike
64.28
IV
16.1%
B/E move
1.9%
Puts
Pseudo strike
63.68
IV
13.1%
B/E move
1.2%

50Δ

Calls
Pseudo strike
63.98
IV
16.0%
B/E move
1.6%
Puts
Pseudo strike
63.96
IV
12.0%
B/E move
0.8%

55Δ

Calls
Pseudo strike
63.68
IV
16.5%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
63.37
IV
16.9%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
63.06
IV
17.4%
B/E move
1.1%
Puts
Pseudo strike
65.29
IV
22.9%
B/E move
0.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.95
IV
25.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
61.68
IV
25.8%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
61.24
IV
24.5%
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%