State Street SPDR Portfolio S&P 500 Value ETF(SPYV · ETF)

ETF quote, holdings, sector allocation, technicals, and options analytics.

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

SPYV $63.44
Snapshot
$63.44
52-Week Range
$53.94 – $64.26
YTD
+11.38%
IV Rank (30D)
0
Straddle Price
$1.90
P/C Vol Ratio
0.50
Info

State Street SPDR Portfolio S&P 500 Value ETF (SPYV) ETF

Exchange
ARCX
Inception
2000-09-25
Has Options
Yes
ETF Profile
holdings as of 2026-09-03
Holdings
439
AUM
$37.1B
Provider
SPDR (State Street)
Inception
2000-09-25
Exchange
ARCX
Data As Of
2026-09-03
Expense Ratio
0.04%
Dividend Yield
1.65%
Distribution
Quarterly
Recent distributions
Ex-Date Pay Date Amount Type
2026-06-22 2026-06-24 $0.2681 CD
2026-03-23 2026-03-25 $0.2083 CD
2025-12-22 2025-12-24 $0.3138 CD
2025-09-22 2025-09-24 $0.2559 CD
2025-06-23 2025-06-25 $0.2532 CD
2025-03-24 2025-03-26 $0.1798 CD
Asset Allocation
Top Holdings
top 50 of 439 holdings
Symbol Name Weight % Asset Class Country
AAPL APPLE INC 7.92% Equity (US) US
AMZN AMAZON.COM INC 3.91% Equity (US) US
XOM EXXONMOBIL HOLDINGS CORP 2.21% Equity (US) US
WMT WALMART INC 1.56% Equity (US) US
INTC INTEL CORP 1.49% Equity (US) US
COST COSTCO WHOLESALE CORP 1.35% Equity (US) US
BAC BANK OF AMERICA CORP 1.35% Equity (US) US
TSLA TESLA INC 1.32% Equity (US) US
CVX CHEVRON CORP 1.30% Equity (US) US
MRK MERCK + CO. INC. 1.24% Equity (US) US
UNH UNITEDHEALTH GROUP INC 1.20% Equity (US) US
PG PROCTER + GAMBLE CO/THE 1.12% Equity (US) US
HD HOME DEPOT INC 1.04% Equity (US) US
JPM JPMORGAN CHASE + CO 1.02% Equity (US) US
V VISA INC CLASS A SHARES 0.93% Equity (US) US
JNJ JOHNSON + JOHNSON 0.90% Equity (US) US
WFC WELLS FARGO + CO 0.90% Equity (US) US
ABBV ABBVIE INC 0.82% Equity (US) US
C CITIGROUP INC 0.77% Equity (US) US
TXN TEXAS INSTRUMENTS INC 0.76% Equity (US) US
TMO THERMO FISHER SCIENTIFIC INC 0.76% Equity (US) US
LIN LINDE PLC 0.73% Equity (US)
CRM SALESFORCE INC 0.71% Equity (US) US
VZ VERIZON COMMUNICATIONS INC 0.69% Equity (US) US
CSCO CISCO SYSTEMS INC 0.66% Equity (US) US
KO COCA COLA CO/THE 0.66% Equity (US) US
ABT ABBOTT LABORATORIES 0.62% Equity (US) US
PEP PEPSICO INC 0.62% Equity (US) US
DIS WALT DISNEY CO/THE 0.61% Equity (US) US
T AT+T INC 0.60% Equity (US) US
SCHW SCHWAB (CHARLES) CORP 0.59% Equity (US) US
QCOM QUALCOMM INC 0.58% Equity (US) US
NEE NEXTERA ENERGY INC 0.58% Equity (US) US
DE DEERE + CO 0.57% Equity (US) US
ADI ANALOG DEVICES INC 0.57% Equity (US) US
UNP UNION PACIFIC CORP 0.56% Equity (US) US
GE GENERAL ELECTRIC 0.55% Equity (US) US
COP CONOCOPHILLIPS 0.54% Equity (US) US
PFE PFIZER INC 0.54% Equity (US) US
BLK BLACKROCK INC 0.53% Equity (US) US
MA MASTERCARD INC A 0.51% Equity (US) US
ETN EATON CORP PLC 0.51% Equity (US) US
WDC WESTERN DIGITAL CORP 0.50% Equity (US) US
DELL DELL TECHNOLOGIES C 0.49% Equity (US) US
VRTX VERTEX PHARMACEUTICALS INC 0.47% Equity (US) US
BMY BRISTOL MYERS SQUIBB CO 0.46% Equity (US) US
COF CAPITAL ONE FINANCIAL CORP 0.45% Equity (US) US
DHR DANAHER CORP 0.44% Equity (US) US
PLD PROLOGIS INC 0.43% Equity (US) US
PM PHILIP MORRIS INTERNATIONAL 0.42% Equity (US) US
Chart
Seasonality
MonthAvg ReturnYears of Data
Jan +0.91% 16
Feb +0.89% 16
Mar -0.34% 16
Apr +1.45% 16
May +0.18% 16
Jun +0.30% 16
Jul +1.92% 16
Aug -0.47% 16
Sep -1.30% 16
Oct +2.21% 15
Nov +3.37% 15
Dec -0.32% 16
Technical Indicators

Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.

Trend Indicators
  • SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
  • EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
  • MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
  • ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
  • +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
Momentum Oscillators
  • RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
  • Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
  • Williams %R — inverted scale: <−80 oversold, >−20 overbought.

Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.

Volume & Volatility
  • Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
  • OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
  • Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
  • ATR / True Range — average daily $ move; sizing and stop-loss reference.
  • HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.

Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →

Trend Indicators

SMA 20: $63.50
SMA 50: $62.53
SMA 200: $59.47
Current: $63.44
EMA 12: $63.47
EMA 26: $63.20
MACD: 0.2679 | Signal: -0.0728
BULLISH
ADX (14): 16.53
RANGE
+DI: 26.88
−DI: 19.38

Momentum Oscillators

RSI (14): 53.88
NEUTRAL
Stoch %K: 44.04
Stoch %D: 33.29
Williams %R: -65.86

Volume & Volatility

BB Upper: $63.91
BB Lower: $63.08
NEUTRAL
OBV: 20,587,779
Vol SMA 20: 1,461,886
Vol ROC: 3.51%
ATR: $0.44
True Range: $0.48
HV 20: 7.5%
HV 30: 8.2%
HV 60: 8.5%

Data Summary

Data Points: 500
Last Updated:
Date Range: 2024-09-09T00:00:00 – 2026-09-04T00:00:00
AI Analysis

Choose Frenzy-Fast™ for quick analysis or Frenzy-Pro™ for comprehensive analysis.

Analysis includes technical indicators, news sentiment, risk assessment, and specific price levels to watch.

News
Options Activity
IV Rank (30D)
0
IV Rank (7D)
80.9
Avg IV
12.1%
Straddle (30D)
$1.90
Straddle (7D)
$1.25
P/C Volume
0.50
Spread Scanner GPU

Each spread is ranked by a composite score built in three stages. Full documentation →

Stage 1 — Base Score (GPU scanner)

score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.

Stage 2 — Skew Adjustment (±25% cap)

RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.

Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
  • RSI <40 bullish / >60 bearish
  • MACD crossover + histogram trend
  • Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
  • Stochastic %K <20 / >80
  • Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
  • Blended ATR + straddle expected-move penalty
  • Bollinger Band signal (+ counter-trend penalty)
  • BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
  • IV rank ≥ 75 → strong boost for credit spreads
  • IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
  • Min open interest across all legs
  • OI < 100 → −0.10 · OI < 500 → −0.05

score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →

Enter a ticker to scan for optimal spread opportunities.

Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.

Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Metric:
Wing vs ATM
IV(put wing) − IV(ATM), in vol points

How much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.

  • Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
  • Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
  • Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
  • Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
Risk Reversal
IV(call wing) − IV(put wing), equal delta on each side

Which side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.

  • Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
  • Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
  • Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
  • Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Reading them together

Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:

  • High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
  • Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
  • Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
14 DTE / 10d
pts EXTREME
ATM — / Wing —
30 DTE / 10d
pts EXTREME
ATM — / Wing —

Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.

Volatility Surface

Enter a ticker to render the implied volatility surface.

Volatility Smile

Enter a ticker to render the implied volatility smile.

IV Rank (7 DTE)
IV Rank (30 DTE)
Straddle Price (30 DTE)
Beta Analysis
Beta (1Y vs SPY)
0.58
Correlation (SPY)
76.5%
0.59
Ann. Volatility
9.8%
SPY Volatility
12.8%

Low volatility - stock moves less than market

Beta & Alpha Over Time
Constituent Performance

Click any bar to view the full quote for that stock.

Constituents
Symbol Name Weight % Price 1 Day 1 Week 1 Month