Share price$21.42
1D+0.1%
Sold putSold callAH
State Street SPDR Bloomberg International Treasury Bond ETF BWX
i
Market dataready · fetched 2026-10-23T04:44:21.432Z
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 · 2026-10-23T00:00:00.112896347Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T04:44:19.953216+00:00
State Street SPDR Bloomberg International Treasury Bond ETF options
PutsExpensive1.33×
CallsExpensive1.32×
SkewBullish-0.87 pp
Implied moveBearish±$1.51
TiltBearish3.2% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.17 | 60.6% | 19.3% | 19.17 | 52.7% | 12.2% |
| 25Δ | 23.63 | 45.1% | 12.1% | 20.05 | 39.9% | 8.2% |
| 30Δ | 22.80 | 35.3% | 8.2% | 20.50 | 32.8% | 6.1% |
| 35Δ | 22.30 | 28.6% | 5.9% | 20.95 | 25.7% | 4.0% |
| 40Δ | 21.92 | 25.0% | 4.3% | 21.20 | 26.5% | 3.4% |
| 45Δ | 21.71 | 26.5% | 4.0% | 21.42 | 28.3% | 3.1% |
| 50Δ | 21.50 | 27.9% | 3.6% | 21.64 | 30.1% | 2.8% |
| 55Δ | 21.29 | 29.3% | 3.2% | 21.86 | 31.9% | 2.5% |
| 60Δ | 21.08 | 30.8% | 2.9% | 22.09 | 32.6% | 2.2% |
| 65Δ | 20.81 | 31.2% | 2.5% | 22.32 | 31.6% | 1.7% |
| 70Δ | 20.49 | 30.9% | 2.1% | 22.56 | 30.5% | 1.3% |
| 75Δ | 20.17 | 30.6% | 1.7% | 22.79 | 29.5% | 0.9% |
| 80Δ | 19.85 | 30.3% | 1.3% | 23.06 | 28.7% | 0.5% |
20Δ
- Pseudo strike
- 25.17
- IV
- 60.6%
- B/E move
- 19.3%
- Pseudo strike
- 19.17
- IV
- 52.7%
- B/E move
- 12.2%
25Δ
- Pseudo strike
- 23.63
- IV
- 45.1%
- B/E move
- 12.1%
- Pseudo strike
- 20.05
- IV
- 39.9%
- B/E move
- 8.2%
30Δ
- Pseudo strike
- 22.80
- IV
- 35.3%
- B/E move
- 8.2%
- Pseudo strike
- 20.50
- IV
- 32.8%
- B/E move
- 6.1%
35Δ
- Pseudo strike
- 22.30
- IV
- 28.6%
- B/E move
- 5.9%
- Pseudo strike
- 20.95
- IV
- 25.7%
- B/E move
- 4.0%
40Δ
- Pseudo strike
- 21.92
- IV
- 25.0%
- B/E move
- 4.3%
- Pseudo strike
- 21.20
- IV
- 26.5%
- B/E move
- 3.4%
45Δ
- Pseudo strike
- 21.71
- IV
- 26.5%
- B/E move
- 4.0%
- Pseudo strike
- 21.42
- IV
- 28.3%
- B/E move
- 3.1%
50Δ
- Pseudo strike
- 21.50
- IV
- 27.9%
- B/E move
- 3.6%
- Pseudo strike
- 21.64
- IV
- 30.1%
- B/E move
- 2.8%
55Δ
- Pseudo strike
- 21.29
- IV
- 29.3%
- B/E move
- 3.2%
- Pseudo strike
- 21.86
- IV
- 31.9%
- B/E move
- 2.5%
60Δ
- Pseudo strike
- 21.08
- IV
- 30.8%
- B/E move
- 2.9%
- Pseudo strike
- 22.09
- IV
- 32.6%
- B/E move
- 2.2%
65Δ
- Pseudo strike
- 20.81
- IV
- 31.2%
- B/E move
- 2.5%
- Pseudo strike
- 22.32
- IV
- 31.6%
- B/E move
- 1.7%
70Δ
- Pseudo strike
- 20.49
- IV
- 30.9%
- B/E move
- 2.1%
- Pseudo strike
- 22.56
- IV
- 30.5%
- B/E move
- 1.3%
75Δ
- Pseudo strike
- 20.17
- IV
- 30.6%
- B/E move
- 1.7%
- Pseudo strike
- 22.79
- IV
- 29.5%
- B/E move
- 0.9%
80Δ
- Pseudo strike
- 19.85
- IV
- 30.3%
- B/E move
- 1.3%
- Pseudo strike
- 23.06
- IV
- 28.7%
- B/E move
- 0.5%
Options history
Table
| Date | IV |
|---|---|
| 31.63% | |
| 24.89% |