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State Street SPDR Bloomberg 1-3 Month T-Bill ETF BIL

i

Market dataready · fetched 2026-11-12T15:06:09.282Z

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: 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 · 2026-11-12T15:05:59.024048128Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:06:07.080749+00:00

Share price$91.50
1D+0.0%
$91.45$91.48$91.51$91.53$91.565:30 AM6:30 AM9:00 AM1:00 PMBIL
Sold putSold call

State Street SPDR Bloomberg 1-3 Month T-Bill ETF options

Live interpolated BIL call and put midpoint premiums by absolute delta.State Street SPDR Bloomberg 1-3 Month T-Bill ETF$0.08$1.43$2.78$4.13$5.48$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEBIL PRICE$0.23$0.28$0.34$0.39$0.45$0.50$0.56$0.61$0.67$0.73$1.94$2.57$3.20$3.83$4.46$5.09
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.229.5%5.4%
25Δ95.668.9%4.9%
30Δ95.118.3%4.3%
35Δ94.567.7%3.8%
40Δ94.017.2%3.2%
45Δ93.456.6%2.7%
50Δ92.906.0%2.1%
55Δ92.355.4%1.6%92.7012.2%0.8%
60Δ91.804.8%1.1%93.4513.1%0.7%
65Δ91.254.2%0.5%94.2013.9%0.5%
70Δ94.9514.8%0.4%
75Δ95.7015.7%0.3%
80Δ96.4516.6%0.2%

20Δ

Calls
Pseudo strike
96.22
IV
9.5%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
95.66
IV
8.9%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
95.11
IV
8.3%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
94.56
IV
7.7%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
94.01
IV
7.2%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
93.45
IV
6.6%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
92.90
IV
6.0%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
92.35
IV
5.4%
B/E move
1.6%
Puts
Pseudo strike
92.70
IV
12.2%
B/E move
0.8%

60Δ

Calls
Pseudo strike
91.80
IV
4.8%
B/E move
1.1%
Puts
Pseudo strike
93.45
IV
13.1%
B/E move
0.7%

65Δ

Calls
Pseudo strike
91.25
IV
4.2%
B/E move
0.5%
Puts
Pseudo strike
94.20
IV
13.9%
B/E move
0.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
94.95
IV
14.8%
B/E move
0.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
95.70
IV
15.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
96.45
IV
16.6%
B/E move
0.2%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations