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

i

Market dataready · fetched 2026-11-12T16:05:45.839Z

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: 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 · 2026-11-12T16:05:12.691450277Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:05:44.426130+00:00

Share price$99.16
1D+0.0%
$99.10$99.13$99.16$99.18$99.215:30 AM6:30 AM9:00 AM1:00 PMBILS
Sold putSold call

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$0.03$0.25$0.46$0.68$0.90$98.38$98.79$99.20$99.61$100.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BILS spot · $99.16BILS PRICE$0.09$0.10$0.12$0.13$0.15$0.17$0.18$0.20$0.21$0.23$0.25$0.26$0.31$0.05$0.07$0.14$0.21$0.28$0.35$0.42$0.49$0.56$0.63$0.70$0.77$0.84
PutsExpensive9.26×
CallsExpensive8.09×
SkewBullish-0.59 pp
Implied moveBearish±$0.60
TiltBearish39.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ100.687.5%1.6%98.723.6%0.5%
25Δ100.547.0%1.5%99.022.5%0.2%
30Δ100.406.5%1.4%99.112.8%0.2%
35Δ100.256.1%1.2%99.203.1%0.2%
40Δ100.115.6%1.1%99.293.4%0.1%
45Δ99.975.2%1.0%99.373.7%0.1%
50Δ99.834.7%0.9%99.464.0%0.1%
55Δ99.694.2%0.7%99.554.3%0.1%
60Δ99.553.8%0.6%99.644.6%0.1%
65Δ99.413.3%0.5%99.724.9%0.1%
70Δ99.262.9%0.4%99.815.2%0.0%
75Δ99.122.4%0.2%99.905.5%0.0%
80Δ98.962.1%0.1%99.995.8%0.0%

20Δ

Calls
Pseudo strike
100.68
IV
7.5%
B/E move
1.6%
Puts
Pseudo strike
98.72
IV
3.6%
B/E move
0.5%

25Δ

Calls
Pseudo strike
100.54
IV
7.0%
B/E move
1.5%
Puts
Pseudo strike
99.02
IV
2.5%
B/E move
0.2%

30Δ

Calls
Pseudo strike
100.40
IV
6.5%
B/E move
1.4%
Puts
Pseudo strike
99.11
IV
2.8%
B/E move
0.2%

35Δ

Calls
Pseudo strike
100.25
IV
6.1%
B/E move
1.2%
Puts
Pseudo strike
99.20
IV
3.1%
B/E move
0.2%

40Δ

Calls
Pseudo strike
100.11
IV
5.6%
B/E move
1.1%
Puts
Pseudo strike
99.29
IV
3.4%
B/E move
0.1%

45Δ

Calls
Pseudo strike
99.97
IV
5.2%
B/E move
1.0%
Puts
Pseudo strike
99.37
IV
3.7%
B/E move
0.1%

50Δ

Calls
Pseudo strike
99.83
IV
4.7%
B/E move
0.9%
Puts
Pseudo strike
99.46
IV
4.0%
B/E move
0.1%

55Δ

Calls
Pseudo strike
99.69
IV
4.2%
B/E move
0.7%
Puts
Pseudo strike
99.55
IV
4.3%
B/E move
0.1%

60Δ

Calls
Pseudo strike
99.55
IV
3.8%
B/E move
0.6%
Puts
Pseudo strike
99.64
IV
4.6%
B/E move
0.1%

65Δ

Calls
Pseudo strike
99.41
IV
3.3%
B/E move
0.5%
Puts
Pseudo strike
99.72
IV
4.9%
B/E move
0.1%

70Δ

Calls
Pseudo strike
99.26
IV
2.9%
B/E move
0.4%
Puts
Pseudo strike
99.81
IV
5.2%
B/E move
0.0%

75Δ

Calls
Pseudo strike
99.12
IV
2.4%
B/E move
0.2%
Puts
Pseudo strike
99.90
IV
5.5%
B/E move
0.0%

80Δ

Calls
Pseudo strike
98.96
IV
2.1%
B/E move
0.1%
Puts
Pseudo strike
99.99
IV
5.8%
B/E move
0.0%

Options history

IV · four-Friday blend18.80%
Daily close
BILS12.8%27.4%42.1%2026-08-14: 23.44%2026-08-17: 26.74%2026-08-18: 27.91%2026-08-19: 33.54%2026-08-20: 40.05%2026-08-21: 15.94%2026-08-24: 16.02%2026-08-25: 15.89%2026-08-26: 16.89%2026-08-27: 16.65%2026-08-28: 16.95%2026-08-31: 17.06%2026-09-01: 16.36%2026-09-02: 17.89%2026-09-03: 17.31%2026-09-04: 17.30%2026-09-08: 18.87%2026-09-09: 20.00%2026-09-10: 19.96%2026-09-11: 20.70%2026-09-14: 24.40%2026-09-15: 26.33%2026-09-16: 30.89%2026-09-17: 39.85%2026-09-18: 14.81%2026-09-23: 16.57%2026-09-24: 20.11%2026-10-28: 18.80%Aug 14Sep 2Oct 28
28 observations2026-08-14 — 2026-10-28
Table
DateIV (%)
23.44%
26.74%
27.91%
33.54%
40.05%
15.94%
16.02%
15.89%
16.89%
16.65%
16.95%
17.06%
16.36%
17.89%
17.31%
17.30%
18.87%
20.00%
19.96%
20.70%
24.40%
26.33%
30.89%
39.85%
14.81%
16.57%
20.11%
18.80%