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SSGA Active Trust State Street Bridgewater All Weather ETF ALLW

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Market datapartial · fetched 2026-10-22T21:28:45.595Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:00.145457493Z

FundamentalsAlpha Vantage · unavailable

Share price$29.11
1D+0.3%
AH$29.00$29.04$29.09$29.13$29.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMALLW
Sold putSold callAH

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$0.45$0.70$0.94$1.19$1.44$26.54$27.78$29.03$30.27$31.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALLW spot · $29.11ALLW PRICE$0.47$0.47$0.47$0.47$0.47$0.47$0.47$0.47$0.50$0.66$0.83$0.99$1.16$0.48$0.51$0.52$0.57$0.61$0.65$0.70$0.74$0.78$0.83$0.87$0.91$1.37
PutsExpensive1.36×
CallsExpensive1.27×
SkewBearish+2.01 pp
Implied moveBearish±$1.17
TiltBearish9.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.7955.9%17.7%26.2249.4%11.6%
25Δ32.0142.4%11.6%27.2339.6%8.2%
30Δ30.9033.1%7.8%27.9732.1%5.7%
35Δ30.5829.4%6.7%28.2129.8%5.0%
40Δ30.2525.6%5.6%28.4227.7%4.5%
45Δ29.9321.9%4.4%28.6425.7%3.9%
50Δ29.6018.1%3.3%28.8623.6%3.3%
55Δ29.2814.4%2.2%29.0721.6%2.7%
60Δ28.9711.3%1.2%29.2919.5%2.1%
65Δ28.7712.1%1.1%29.5117.5%1.5%
70Δ28.5712.9%1.0%29.7215.4%0.9%
75Δ28.3713.6%0.9%29.9413.3%0.3%
80Δ28.1714.4%0.8%30.4416.1%0.1%

20Δ

Calls
Pseudo strike
33.79
IV
55.9%
B/E move
17.7%
Puts
Pseudo strike
26.22
IV
49.4%
B/E move
11.6%

25Δ

Calls
Pseudo strike
32.01
IV
42.4%
B/E move
11.6%
Puts
Pseudo strike
27.23
IV
39.6%
B/E move
8.2%

30Δ

Calls
Pseudo strike
30.90
IV
33.1%
B/E move
7.8%
Puts
Pseudo strike
27.97
IV
32.1%
B/E move
5.7%

35Δ

Calls
Pseudo strike
30.58
IV
29.4%
B/E move
6.7%
Puts
Pseudo strike
28.21
IV
29.8%
B/E move
5.0%

40Δ

Calls
Pseudo strike
30.25
IV
25.6%
B/E move
5.6%
Puts
Pseudo strike
28.42
IV
27.7%
B/E move
4.5%

45Δ

Calls
Pseudo strike
29.93
IV
21.9%
B/E move
4.4%
Puts
Pseudo strike
28.64
IV
25.7%
B/E move
3.9%

50Δ

Calls
Pseudo strike
29.60
IV
18.1%
B/E move
3.3%
Puts
Pseudo strike
28.86
IV
23.6%
B/E move
3.3%

55Δ

Calls
Pseudo strike
29.28
IV
14.4%
B/E move
2.2%
Puts
Pseudo strike
29.07
IV
21.6%
B/E move
2.7%

60Δ

Calls
Pseudo strike
28.97
IV
11.3%
B/E move
1.2%
Puts
Pseudo strike
29.29
IV
19.5%
B/E move
2.1%

65Δ

Calls
Pseudo strike
28.77
IV
12.1%
B/E move
1.1%
Puts
Pseudo strike
29.51
IV
17.5%
B/E move
1.5%

70Δ

Calls
Pseudo strike
28.57
IV
12.9%
B/E move
1.0%
Puts
Pseudo strike
29.72
IV
15.4%
B/E move
0.9%

75Δ

Calls
Pseudo strike
28.37
IV
13.6%
B/E move
0.9%
Puts
Pseudo strike
29.94
IV
13.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
28.17
IV
14.4%
B/E move
0.8%
Puts
Pseudo strike
30.44
IV
16.1%
B/E move
0.1%

Options history

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