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SSGA Active Trust State Street Bridgewater All Weather ETF ALLW

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Market datapartial · fetched 2026-10-22T14:50:30.924Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T14:50:14.362590814Z

FundamentalsAlpha Vantage · unavailable

Share price$29.02
1D+0.1%
$29.00$29.02$29.04$29.06$29.085:30 AM6:30 AM9:00 AM1:00 PMALLW
Sold putSold call

SSGA Active Trust State Street Bridgewater All Weather ETF options

Live interpolated ALLW call and put midpoint premiums by absolute delta.SSGA Active Trust State Street Bridgewater All Weather ETF$0.69$2.39$4.09$5.80$7.50$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEALLW PRICE$0.87$1.75$2.62$3.50$4.38$5.25$6.13$7.01
PutsExpensive1.64×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ29.1119.6%2.7%
50Δ30.0722.5%2.4%
55Δ31.0425.4%2.1%
60Δ32.0028.3%1.8%
65Δ32.9731.2%1.5%
70Δ33.9334.1%1.2%
75Δ34.9037.0%0.9%
80Δ35.8640.0%0.6%

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

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.11
IV
19.6%
B/E move
2.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.07
IV
22.5%
B/E move
2.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.04
IV
25.4%
B/E move
2.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.00
IV
28.3%
B/E move
1.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.97
IV
31.2%
B/E move
1.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.93
IV
34.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.90
IV
37.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.86
IV
40.0%
B/E move
0.6%

Options history

ALLW16.6917.4318.182026-10-20: 18.07%2026-10-21: 16.79%Oct 20Oct 21
Table
DateIV
18.07%
16.79%