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State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF SPYX

i

Market dataready · fetched 2026-11-08T20:14:40.267Z

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 · 2026-11-07T01:00:00.118898712Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-08T20:14:39.860737+00:00

Share price$60.34
1D+0.0%
AH$60.28$60.44$60.60$60.75$60.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPYX
Sold putSold callAH

State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF options

Live interpolated SPYX call and put midpoint premiums by absolute delta.State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF$0.18$1.23$2.28$3.33$4.37$57.11$58.88$60.66$62.43$64.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPYX spot · $60.34SPYX PRICE$0.30$0.41$0.53$0.65$0.77$0.93$1.15$1.36$1.70$2.09$2.58$3.17$4.07$0.50$0.53$0.57$0.68$0.79$0.89$0.99$1.08$1.17$1.29$1.41$1.53$1.65
PutsExpensive1.12×
CallsExpensive1.43×
SkewBullish-5.80 pp
Implied moveBullish±$2.13
TiltBullish20.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.7023.4%4.4%57.0339.6%6.3%
25Δ62.3524.6%4.0%58.1832.0%4.5%
30Δ62.0025.8%3.6%58.9726.8%3.2%
35Δ61.6025.4%3.2%59.3825.6%2.7%
40Δ61.2025.1%2.7%59.7824.6%2.2%
45Δ60.8225.4%2.3%60.1323.5%1.8%
50Δ60.4626.4%2.1%60.4222.1%1.5%
55Δ60.1027.4%1.9%60.7120.8%1.2%
60Δ59.6529.4%1.7%61.0019.5%0.9%
65Δ59.1631.8%1.5%61.2118.4%0.7%
70Δ58.5634.2%1.3%61.4317.4%0.5%
75Δ57.8637.0%1.2%61.6516.4%0.4%
80Δ56.8641.4%1.0%61.8715.3%0.2%

20Δ

Calls
Pseudo strike
62.70
IV
23.4%
B/E move
4.4%
Puts
Pseudo strike
57.03
IV
39.6%
B/E move
6.3%

25Δ

Calls
Pseudo strike
62.35
IV
24.6%
B/E move
4.0%
Puts
Pseudo strike
58.18
IV
32.0%
B/E move
4.5%

30Δ

Calls
Pseudo strike
62.00
IV
25.8%
B/E move
3.6%
Puts
Pseudo strike
58.97
IV
26.8%
B/E move
3.2%

35Δ

Calls
Pseudo strike
61.60
IV
25.4%
B/E move
3.2%
Puts
Pseudo strike
59.38
IV
25.6%
B/E move
2.7%

40Δ

Calls
Pseudo strike
61.20
IV
25.1%
B/E move
2.7%
Puts
Pseudo strike
59.78
IV
24.6%
B/E move
2.2%

45Δ

Calls
Pseudo strike
60.82
IV
25.4%
B/E move
2.3%
Puts
Pseudo strike
60.13
IV
23.5%
B/E move
1.8%

50Δ

Calls
Pseudo strike
60.46
IV
26.4%
B/E move
2.1%
Puts
Pseudo strike
60.42
IV
22.1%
B/E move
1.5%

55Δ

Calls
Pseudo strike
60.10
IV
27.4%
B/E move
1.9%
Puts
Pseudo strike
60.71
IV
20.8%
B/E move
1.2%

60Δ

Calls
Pseudo strike
59.65
IV
29.4%
B/E move
1.7%
Puts
Pseudo strike
61.00
IV
19.5%
B/E move
0.9%

65Δ

Calls
Pseudo strike
59.16
IV
31.8%
B/E move
1.5%
Puts
Pseudo strike
61.21
IV
18.4%
B/E move
0.7%

70Δ

Calls
Pseudo strike
58.56
IV
34.2%
B/E move
1.3%
Puts
Pseudo strike
61.43
IV
17.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
57.86
IV
37.0%
B/E move
1.2%
Puts
Pseudo strike
61.65
IV
16.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
56.86
IV
41.4%
B/E move
1.0%
Puts
Pseudo strike
61.87
IV
15.3%
B/E move
0.2%

Options history

IV · four-Friday blend16.40%
Daily EOD
SPYX11.3%30.8%50.4%2026-10-19: 47.67%2026-10-20: 14.30%2026-10-21: 14.00%2026-10-22: 14.95%2026-10-23: 15.45%2026-10-26: 14.70%2026-10-27: 14.78%2026-10-28: 14.42%2026-10-29: 14.04%2026-10-30: 16.40%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
47.67%
14.30%
14.00%
14.95%
15.45%
14.70%
14.78%
14.42%
14.04%
16.40%