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State Street SPDR S&P Global Dividend ETF WDIV

i

Market dataready · fetched 2026-11-04T04:48:18.520Z

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 · 2026-11-04T01:00:00.167580453Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T04:48:17.836844+00:00

Share price$82.60
1D-0.7%
AH$82.57$82.73$82.89$83.05$83.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWDIV
Sold putSold callAH

State Street SPDR S&P Global Dividend ETF options

Live interpolated WDIV call and put midpoint premiums by absolute delta.State Street SPDR S&P Global Dividend ETF$1.05$1.87$2.69$3.51$4.33$80.80$81.68$82.57$83.45$84.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive WDIV spot · $82.60WDIV PRICE$1.14$1.27$1.41$1.58$1.77$2.35$2.93$3.51$4.09$1.26$1.34
Puts——
Calls——
Skew——
Implied moveBullish±$2.75
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ83.9323.3%3.0%
45Δ83.3721.8%2.5%82.3420.7%1.8%
50Δ82.8620.5%2.0%82.8018.7%1.4%
55Δ82.4219.8%1.7%
60Δ81.9819.0%1.4%
65Δ81.2619.9%1.2%
70Δ80.5520.8%1.1%
75Δ79.8321.7%0.9%
80Δ79.1222.6%0.7%

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

Calls
Pseudo strike
83.93
IV
23.3%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
83.37
IV
21.8%
B/E move
2.5%
Puts
Pseudo strike
82.34
IV
20.7%
B/E move
1.8%

50Δ

Calls
Pseudo strike
82.86
IV
20.5%
B/E move
2.0%
Puts
Pseudo strike
82.80
IV
18.7%
B/E move
1.4%

55Δ

Calls
Pseudo strike
82.42
IV
19.8%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
81.98
IV
19.0%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
81.26
IV
19.9%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
80.55
IV
20.8%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
79.83
IV
21.7%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
79.12
IV
22.6%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend15.48%
Daily EOD
WDIV14.7%15.9%17.0%2026-10-19: 15.95%2026-10-20: 16.08%2026-10-21: 16.02%2026-10-22: 16.38%2026-10-23: 16.87%2026-10-26: 15.11%2026-10-27: 15.90%2026-10-28: 14.89%2026-10-29: 15.04%2026-10-30: 15.48%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
15.95%
16.08%
16.02%
16.38%
16.87%
15.11%
15.90%
14.89%
15.04%
15.48%