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SSGA Active Trust State Street Bridgewater All Weather ETF ALLW

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Market datapartial · fetched 2026-11-11T18:53:24.568Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-05-21

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 · 2026-11-11T18:52:30.668941357Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T18:53:22.486993+00:00

Share price$28.83
1D-0.1%
$28.67$28.72$28.78$28.83$28.885:30 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$0.57$2.07$3.57$5.06$6.56$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEALLW PRICE$0.73$1.27$1.81$2.35$2.89$3.43$3.97$4.51$5.05$5.59$6.13
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ27.1819.4%8.2%
30Δ27.9620.4%7.4%
35Δ28.7321.4%6.6%
40Δ29.5022.4%5.8%
45Δ30.2723.4%5.0%
50Δ31.0424.4%4.2%
55Δ31.8125.4%3.4%
60Δ32.5926.5%2.6%
65Δ33.3627.5%1.8%
70Δ34.1328.5%1.0%
75Δ34.9029.5%0.2%
80Δ

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
27.18
IV
19.4%
B/E move
8.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.96
IV
20.4%
B/E move
7.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.73
IV
21.4%
B/E move
6.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.50
IV
22.4%
B/E move
5.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.27
IV
23.4%
B/E move
5.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.04
IV
24.4%
B/E move
4.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.81
IV
25.4%
B/E move
3.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.59
IV
26.5%
B/E move
2.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.36
IV
27.5%
B/E move
1.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.13
IV
28.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.90
IV
29.5%
B/E move
0.2%

80Δ

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

Options history

IV · four-Friday blend16.92%
Daily close
ALLW14.8%25.8%36.7%2026-08-13: 21.13%2026-08-14: 18.97%2026-08-17: 21.02%2026-08-18: 26.20%2026-08-19: 28.54%2026-08-20: 34.19%2026-08-21: 16.35%2026-08-24: 17.60%2026-08-25: 17.58%2026-08-26: 17.22%2026-08-27: 18.10%2026-08-28: 17.38%2026-08-31: 18.45%2026-09-01: 18.80%2026-09-02: 18.58%2026-09-03: 19.08%2026-09-04: 18.88%2026-09-08: 19.93%2026-09-09: 20.01%2026-09-18: 21.45%2026-09-21: 18.40%2026-09-22: 18.00%2026-09-24: 18.51%2026-09-25: 19.33%2026-09-28: 20.53%2026-09-29: 21.24%2026-09-30: 21.02%2026-10-01: 20.97%2026-10-02: 20.58%2026-10-05: 21.88%2026-10-06: 21.43%2026-10-07: 23.03%2026-10-08: 23.62%2026-10-09: 23.52%2026-10-12: 23.30%2026-10-13: 23.35%2026-10-15: 35.20%2026-10-16: 17.90%2026-10-19: 16.56%2026-10-20: 18.02%2026-10-21: 16.88%2026-10-22: 20.38%2026-10-23: 17.99%2026-10-26: 18.10%2026-10-27: 18.40%2026-10-28: 18.06%2026-10-29: 17.66%2026-10-30: 16.92%Aug 13Sep 25Oct 30
48 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
21.13%
18.97%
21.02%
26.20%
28.54%
34.19%
16.35%
17.60%
17.58%
17.22%
18.10%
17.38%
18.45%
18.80%
18.58%
19.08%
18.88%
19.93%
20.01%
21.45%
18.40%
18.00%
18.51%
19.33%
20.53%
21.24%
21.02%
20.97%
20.58%
21.88%
21.43%
23.03%
23.62%
23.52%
23.30%
23.35%
35.20%
17.90%
16.56%
18.02%
16.88%
20.38%
17.99%
18.10%
18.40%
18.06%
17.66%
16.92%