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State Street SPDR Bloomberg 3-12 Month T-Bill ETF BILS

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Market datapartial · fetched 2026-10-23T12:33:59.364Z

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 · 2026-10-23T11:00:04.978239311Z

FundamentalsAlpha Vantage · unavailable

Share price$99.32
1D
Price history unavailable.

State Street SPDR Bloomberg 3-12 Month T-Bill ETF options

Live interpolated BILS call and put midpoint premiums by absolute delta.State Street SPDR Bloomberg 3-12 Month T-Bill ETF$0.28$1.40$2.51$3.62$4.73$93.05$95.58$98.11$100.64$103.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BILS spot · $99.32BILS PRICE$0.80$0.80$1.00$0.80$0.76$0.70$0.65$0.60$0.55$0.50$0.45$0.40$0.56$0.80$0.80$2.15$2.15$2.16$2.26$1.75$1.23$1.12$1.59$2.20$3.15$4.41
PutsExpensive4.96×
CallsExpensive2.81×
SkewBearish+8.76 pp
Implied moveBearish±$2.40
TiltBearish50.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ106.4626.9%8.0%94.1125.3%6.0%
25Δ103.6620.0%5.2%96.3019.0%3.9%
30Δ102.9020.0%4.6%94.5439.2%7.0%
35Δ101.1012.6%2.6%96.3532.6%5.2%
40Δ100.7911.1%2.2%98.0926.3%3.4%
45Δ100.559.8%1.9%99.0323.3%2.6%
50Δ100.328.6%1.7%99.4016.9%1.7%
55Δ100.087.3%1.4%99.7810.4%0.8%
60Δ99.846.0%1.1%100.197.2%0.2%
65Δ99.614.8%0.8%100.678.8%0.2%
70Δ99.373.5%0.5%101.2910.7%0.2%
75Δ99.142.2%0.2%102.2713.0%0.2%
80Δ98.821.9%0.1%103.5616.1%0.2%

20Δ

Calls
Pseudo strike
106.46
IV
26.9%
B/E move
8.0%
Puts
Pseudo strike
94.11
IV
25.3%
B/E move
6.0%

25Δ

Calls
Pseudo strike
103.66
IV
20.0%
B/E move
5.2%
Puts
Pseudo strike
96.30
IV
19.0%
B/E move
3.9%

30Δ

Calls
Pseudo strike
102.90
IV
20.0%
B/E move
4.6%
Puts
Pseudo strike
94.54
IV
39.2%
B/E move
7.0%

35Δ

Calls
Pseudo strike
101.10
IV
12.6%
B/E move
2.6%
Puts
Pseudo strike
96.35
IV
32.6%
B/E move
5.2%

40Δ

Calls
Pseudo strike
100.79
IV
11.1%
B/E move
2.2%
Puts
Pseudo strike
98.09
IV
26.3%
B/E move
3.4%

45Δ

Calls
Pseudo strike
100.55
IV
9.8%
B/E move
1.9%
Puts
Pseudo strike
99.03
IV
23.3%
B/E move
2.6%

50Δ

Calls
Pseudo strike
100.32
IV
8.6%
B/E move
1.7%
Puts
Pseudo strike
99.40
IV
16.9%
B/E move
1.7%

55Δ

Calls
Pseudo strike
100.08
IV
7.3%
B/E move
1.4%
Puts
Pseudo strike
99.78
IV
10.4%
B/E move
0.8%

60Δ

Calls
Pseudo strike
99.84
IV
6.0%
B/E move
1.1%
Puts
Pseudo strike
100.19
IV
7.2%
B/E move
0.2%

65Δ

Calls
Pseudo strike
99.61
IV
4.8%
B/E move
0.8%
Puts
Pseudo strike
100.67
IV
8.8%
B/E move
0.2%

70Δ

Calls
Pseudo strike
99.37
IV
3.5%
B/E move
0.5%
Puts
Pseudo strike
101.29
IV
10.7%
B/E move
0.2%

75Δ

Calls
Pseudo strike
99.14
IV
2.2%
B/E move
0.2%
Puts
Pseudo strike
102.27
IV
13.0%
B/E move
0.2%

80Δ

Calls
Pseudo strike
98.82
IV
1.9%
B/E move
0.1%
Puts
Pseudo strike
103.56
IV
16.1%
B/E move
0.2%

Options history

No recorded observations