Share price$99.32
1D+0.0%
Sold putSold call
State Street SPDR Bloomberg 3-12 Month T-Bill ETF BILS
i
Market dataready · fetched 2026-10-23T13:32:46.503Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-23T13:32:17.202599228Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T13:32:45.729362+00:00
State Street SPDR Bloomberg 3-12 Month T-Bill ETF options
PutsExpensive1.84×
CallsCheap0.45×
SkewBearish+5.44 pp
Implied moveBearish±$0.99
TiltBearish63.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 99.92 | 1.2% | 0.7% | 99.12 | 2.8% | 0.4% |
| 25Δ | 99.83 | 1.3% | 0.6% | 99.23 | 3.3% | 0.3% |
| 30Δ | 99.75 | 1.3% | 0.6% | 99.35 | 3.7% | 0.3% |
| 35Δ | 99.66 | 1.4% | 0.5% | 99.46 | 4.2% | 0.3% |
| 40Δ | 99.58 | 1.4% | 0.4% | 99.58 | 4.6% | 0.3% |
| 45Δ | 99.49 | 1.5% | 0.4% | 99.69 | 5.1% | 0.3% |
| 50Δ | 99.41 | 1.6% | 0.3% | 99.81 | 5.5% | 0.3% |
| 55Δ | 99.32 | 1.6% | 0.3% | 99.92 | 6.0% | 0.2% |
| 60Δ | 99.24 | 1.7% | 0.2% | 100.16 | 6.8% | 0.2% |
| 65Δ | 99.15 | 1.7% | 0.2% | 100.62 | 8.4% | 0.2% |
| 70Δ | 99.07 | 1.8% | 0.1% | 101.19 | 10.3% | 0.2% |
| 75Δ | 98.91 | 2.0% | 0.1% | 102.28 | 13.6% | 0.2% |
| 80Δ | 98.52 | 3.0% | 0.1% | 103.96 | 17.8% | 0.2% |
20Δ
- Pseudo strike
- 99.92
- IV
- 1.2%
- B/E move
- 0.7%
- Pseudo strike
- 99.12
- IV
- 2.8%
- B/E move
- 0.4%
25Δ
- Pseudo strike
- 99.83
- IV
- 1.3%
- B/E move
- 0.6%
- Pseudo strike
- 99.23
- IV
- 3.3%
- B/E move
- 0.3%
30Δ
- Pseudo strike
- 99.75
- IV
- 1.3%
- B/E move
- 0.6%
- Pseudo strike
- 99.35
- IV
- 3.7%
- B/E move
- 0.3%
35Δ
- Pseudo strike
- 99.66
- IV
- 1.4%
- B/E move
- 0.5%
- Pseudo strike
- 99.46
- IV
- 4.2%
- B/E move
- 0.3%
40Δ
- Pseudo strike
- 99.58
- IV
- 1.4%
- B/E move
- 0.4%
- Pseudo strike
- 99.58
- IV
- 4.6%
- B/E move
- 0.3%
45Δ
- Pseudo strike
- 99.49
- IV
- 1.5%
- B/E move
- 0.4%
- Pseudo strike
- 99.69
- IV
- 5.1%
- B/E move
- 0.3%
50Δ
- Pseudo strike
- 99.41
- IV
- 1.6%
- B/E move
- 0.3%
- Pseudo strike
- 99.81
- IV
- 5.5%
- B/E move
- 0.3%
55Δ
- Pseudo strike
- 99.32
- IV
- 1.6%
- B/E move
- 0.3%
- Pseudo strike
- 99.92
- IV
- 6.0%
- B/E move
- 0.2%
60Δ
- Pseudo strike
- 99.24
- IV
- 1.7%
- B/E move
- 0.2%
- Pseudo strike
- 100.16
- IV
- 6.8%
- B/E move
- 0.2%
65Δ
- Pseudo strike
- 99.15
- IV
- 1.7%
- B/E move
- 0.2%
- Pseudo strike
- 100.62
- IV
- 8.4%
- B/E move
- 0.2%
70Δ
- Pseudo strike
- 99.07
- IV
- 1.8%
- B/E move
- 0.1%
- Pseudo strike
- 101.19
- IV
- 10.3%
- B/E move
- 0.2%
75Δ
- Pseudo strike
- 98.91
- IV
- 2.0%
- B/E move
- 0.1%
- Pseudo strike
- 102.28
- IV
- 13.6%
- B/E move
- 0.2%
80Δ
- Pseudo strike
- 98.52
- IV
- 3.0%
- B/E move
- 0.1%
- Pseudo strike
- 103.96
- IV
- 17.8%
- B/E move
- 0.2%
Options history
Table
| Date | IV |
|---|---|
| 29.29% | |
| 30.15% |