State Street SPDR S&P Global Dividend ETF (WDIV) Greeks History

Greeks history tracks how Delta, Gamma, Theta, and Vega have evolved over time for a given expiration or position. Trends in Greeks can reveal shifting risk profiles and market dynamics.

State Street SPDR S&P Global Dividend ETF (WDIV) operates in the Financial Services sector, specifically the Asset Management - Global industry, with a market capitalization near $267.0M, listed on AMEX, carrying a beta of 0.75 to the broader market. The State Street SPDR S&P Global Dividend ETF seeks to provide investment results that, before fees and expenses, correspond generally to the total return of the S&P Global Dividend Aristocrats Index (the "Index")Seeks to offer exposure to high dividend yielding global firms that follow a managed-dividends policy of having increasing or stable dividends for at least ten consecutive yearsThe Index includes the top 100 qualified stocks with highest indicated dividend yield, with no more than 20 stocks selected from each country and 35 stocks from each GICS sectorThe weight of each Index constituent is capped at 3%, and no single country or GICS sector can be more than 25% of the Index public since 2013-05-30.

Snapshot as of May 29, 2026.

Spot Price

$82.02

Net Gamma

$0

Net Delta

$0

Net Vega

$0

Term Structure Slope

-0.04

As of May 29, 2026, State Street SPDR S&P Global Dividend ETF (WDIV) snapshot Greeks are net delta $0, net gamma $0, net vega $0. Term structure slope is -0.042, indicating backwardation (front-month IV above back-month, usually stress or event-driven). Historical aggregate Greeks let traders see how dealer positioning has shifted across regime changes. Large swings in net gamma or net vega often precede volatility expansion.

How WDIV greeks history Data Feeds Strategy Selection

Strategy selection on State Street SPDR S&P Global Dividend ETF options does not derive from any single metric in isolation. The greeks history view above sits inside a broader read: ATM IV currently sits at 20.2% and dealer gamma exposure is positive, so dealer hedging is mechanically mean-reverting. Combine the greeks history data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.

How to read the WDIV Greeks profile

The chart above tracks net dealer Greeks day by day so you can see how the aggregate book has moved over recent weeks. Current net dealer gamma is $0 - a positive (mean-reverting) hedging regime. Net dealer delta of $0 indicates long-delta dealer book - dealers are net long the underlying as a hedge. Net vega of $0 measures dealer P&L sensitivity to IV shifts - a 1-point IV move shifts book value by approximately $0.

WDIV Greeks regime and dealer hedging

Aggregate dealer Greeks compress 4 sensitivities (delta, gamma, theta, vega) into a single read on hedging behavior. In the current positive-gamma regime, dealer hedging is structurally mean-reverting: as WDIV moves higher, dealers sell into rallies; as it moves lower, dealers buy into dips. This is the mechanical basis for the "pin to max pain" pattern. Gamma decays as expiration approaches; near-dated Greek exposures dominate the hedging flow.

Using WDIV Greeks data for strategy selection

The Greeks profile is the input to most quantitative options strategies. Premium-selling structures (covered calls, iron condors, cash-secured puts) are negative-gamma, positive-theta, negative-vega - they pay you for being patient about realized volatility but get hit when realized exceeds implied. Premium-buying structures (long calls, long puts, long straddles, ratio backspreads) are positive-gamma, negative-theta, positive-vega - they pay you when realized exceeds implied but bleed time decay otherwise. Combine the regime read with the Greeks decomposition on this page to size structures correctly.

Learn how options Greeks is reported and how to read the data →

Daily aggregate net dealer Greeks for WDIV over the last ~41 trading days. Net GEX flips between positive (mean-reverting hedging regime) and negative (momentum-amplifying regime); DEX tracks directional hedging size; Vex tracks vol-of-vol exposure.

Most recent 15 trading days (descending). Older history appears in the chart above.

Frequently asked WDIV greeks history questions

What are the WDIV aggregate Greek exposures?

As of May 29, 2026, State Street SPDR S&P Global Dividend ETF (WDIV) snapshot Greeks are net delta $0, net gamma $0, net vega $0. These aggregate the dealer book across all listed strikes and expirations under the standard customer-versus-dealer sign convention.

What does the WDIV net dealer delta tell us?

Net dealer delta of $0 represents the directional exposure dealers carry from their option inventory. Dealers continuously hedge this exposure with stock, futures, or correlated instruments, so the size of net delta is also the size of hedge flow that will execute as spot moves.

How do WDIV Greeks inform hedging?

Delta tracks first-order directional exposure; gamma tracks how quickly delta changes; vega tracks IV sensitivity. Aggregated dealer Greeks let traders read the dealer-positioning regime: long-gamma regimes mean-revert moves; short-gamma regimes amplify them. Vega exposure indicates how dealer P&L responds to vol shocks and hence the direction of vol-shock hedging flows.