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

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Market datapartial · fetched 2026-10-23T05:57:00.948Z

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 · 2026-10-23T00:00:00.108533037Z

FundamentalsAlpha Vantage · unavailable

Share price$91.60
1D+0.0%
AH$91.55$91.58$91.60$91.63$91.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBIL
Sold putSold callAH

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$0.00$1.66$3.32$4.98$6.65$83.72$86.35$88.99$91.62$94.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BIL spot · $91.60BIL PRICE$0.06$0.17$0.28$0.39$0.50$0.61$0.72$0.83$0.94$1.17$1.93$2.69$3.86$2.03$2.27$1.97$1.66$1.36$1.06$1.24$1.54$1.84$2.14$2.45$4.34$6.16
PutsExpensive12.85×
CallsExpensive6.26×
SkewBearish+14.50 pp
Implied moveBearish±$1.96
TiltBearish36.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ91.991.3%0.5%82.7440.8%11.9%
25Δ91.881.7%0.5%82.3743.7%12.5%
30Δ91.762.1%0.5%84.6735.1%9.7%
35Δ91.652.5%0.5%86.9626.6%6.9%
40Δ91.542.9%0.5%89.2618.0%4.0%
45Δ91.433.3%0.5%91.559.4%1.2%
50Δ91.323.7%0.5%92.338.0%0.6%
55Δ91.204.1%0.5%92.758.3%0.4%
60Δ91.094.4%0.5%93.168.6%0.3%
65Δ90.865.1%0.5%93.589.0%0.2%
70Δ90.117.1%0.5%93.999.3%0.1%
75Δ89.379.0%0.5%95.8014.0%0.2%
80Δ88.2211.6%0.5%97.7416.4%0.0%

20Δ

Calls
Pseudo strike
91.99
IV
1.3%
B/E move
0.5%
Puts
Pseudo strike
82.74
IV
40.8%
B/E move
11.9%

25Δ

Calls
Pseudo strike
91.88
IV
1.7%
B/E move
0.5%
Puts
Pseudo strike
82.37
IV
43.7%
B/E move
12.5%

30Δ

Calls
Pseudo strike
91.76
IV
2.1%
B/E move
0.5%
Puts
Pseudo strike
84.67
IV
35.1%
B/E move
9.7%

35Δ

Calls
Pseudo strike
91.65
IV
2.5%
B/E move
0.5%
Puts
Pseudo strike
86.96
IV
26.6%
B/E move
6.9%

40Δ

Calls
Pseudo strike
91.54
IV
2.9%
B/E move
0.5%
Puts
Pseudo strike
89.26
IV
18.0%
B/E move
4.0%

45Δ

Calls
Pseudo strike
91.43
IV
3.3%
B/E move
0.5%
Puts
Pseudo strike
91.55
IV
9.4%
B/E move
1.2%

50Δ

Calls
Pseudo strike
91.32
IV
3.7%
B/E move
0.5%
Puts
Pseudo strike
92.33
IV
8.0%
B/E move
0.6%

55Δ

Calls
Pseudo strike
91.20
IV
4.1%
B/E move
0.5%
Puts
Pseudo strike
92.75
IV
8.3%
B/E move
0.4%

60Δ

Calls
Pseudo strike
91.09
IV
4.4%
B/E move
0.5%
Puts
Pseudo strike
93.16
IV
8.6%
B/E move
0.3%

65Δ

Calls
Pseudo strike
90.86
IV
5.1%
B/E move
0.5%
Puts
Pseudo strike
93.58
IV
9.0%
B/E move
0.2%

70Δ

Calls
Pseudo strike
90.11
IV
7.1%
B/E move
0.5%
Puts
Pseudo strike
93.99
IV
9.3%
B/E move
0.1%

75Δ

Calls
Pseudo strike
89.37
IV
9.0%
B/E move
0.5%
Puts
Pseudo strike
95.80
IV
14.0%
B/E move
0.2%

80Δ

Calls
Pseudo strike
88.22
IV
11.6%
B/E move
0.5%
Puts
Pseudo strike
97.74
IV
16.4%
B/E move
0.0%

Options history

No recorded observations