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State Street SPDR Bloomberg International Treasury Bond ETF BWX

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Market dataready · fetched 2026-11-13T17:10:38.028Z

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 · 2026-11-13T17:10:13.131548621Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T17:10:37.600539+00:00

Share price$21.09
1D-0.0%
$21.06$21.08$21.10$21.12$21.155:30 AM6:30 AM9:00 AM1:00 PMBWX
Sold putSold call

State Street SPDR Bloomberg International Treasury Bond ETF options

Live interpolated BWX call and put midpoint premiums by absolute delta.State Street SPDR Bloomberg International Treasury Bond ETF$0.02$1.32$2.61$3.90$5.19$17.66$18.75$19.84$20.93$22.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BWX spot · $21.09BWX PRICE$0.38$0.16$0.20$0.23$0.27$0.30$0.33$0.37$0.38$0.69$1.07$1.44$1.82$2.19$2.57$2.94$3.32$3.69$4.07$4.44$4.82
PutsExpensive8.20×
Calls——
Skew——
Implied moveBearish±$2.90
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.80123.6%19.4%18.80106.8%12.6%
25Δ21.9438.2%4.8%19.45101.0%11.0%
30Δ21.7936.4%4.3%19.99101.1%10.2%
35Δ21.6434.7%3.7%20.53101.2%9.5%
40Δ21.4832.9%3.2%21.07101.2%8.7%
45Δ21.3331.1%2.6%21.61101.3%7.9%
50Δ21.1829.4%2.0%22.15101.4%7.1%
55Δ21.0327.6%1.5%22.68101.5%6.4%
60Δ23.22101.5%5.6%
65Δ23.76101.6%4.8%
70Δ24.30101.7%4.0%
75Δ24.84101.8%3.3%
80Δ25.38101.9%2.5%

20Δ

Calls
Pseudo strike
24.80
IV
123.6%
B/E move
19.4%
Puts
Pseudo strike
18.80
IV
106.8%
B/E move
12.6%

25Δ

Calls
Pseudo strike
21.94
IV
38.2%
B/E move
4.8%
Puts
Pseudo strike
19.45
IV
101.0%
B/E move
11.0%

30Δ

Calls
Pseudo strike
21.79
IV
36.4%
B/E move
4.3%
Puts
Pseudo strike
19.99
IV
101.1%
B/E move
10.2%

35Δ

Calls
Pseudo strike
21.64
IV
34.7%
B/E move
3.7%
Puts
Pseudo strike
20.53
IV
101.2%
B/E move
9.5%

40Δ

Calls
Pseudo strike
21.48
IV
32.9%
B/E move
3.2%
Puts
Pseudo strike
21.07
IV
101.2%
B/E move
8.7%

45Δ

Calls
Pseudo strike
21.33
IV
31.1%
B/E move
2.6%
Puts
Pseudo strike
21.61
IV
101.3%
B/E move
7.9%

50Δ

Calls
Pseudo strike
21.18
IV
29.4%
B/E move
2.0%
Puts
Pseudo strike
22.15
IV
101.4%
B/E move
7.1%

55Δ

Calls
Pseudo strike
21.03
IV
27.6%
B/E move
1.5%
Puts
Pseudo strike
22.68
IV
101.5%
B/E move
6.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.22
IV
101.5%
B/E move
5.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.76
IV
101.6%
B/E move
4.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.30
IV
101.7%
B/E move
4.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.84
IV
101.8%
B/E move
3.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.38
IV
101.9%
B/E move
2.5%

Options history

IV · four-Friday blend25.76%
Daily close
BWX15.7%34.6%53.5%2026-08-17: 35.95%2026-08-19: 27.73%2026-08-20: 35.52%2026-08-21: 20.88%2026-08-24: 19.46%2026-08-25: 18.29%2026-08-26: 29.21%2026-08-27: 20.37%2026-08-28: 23.51%2026-08-31: 21.31%2026-09-01: 29.87%2026-09-02: 28.26%2026-09-03: 22.75%2026-09-04: 20.51%2026-09-08: 23.93%2026-09-09: 23.31%2026-09-10: 31.50%2026-09-11: 32.51%2026-09-14: 40.37%2026-09-15: 39.41%2026-09-16: 46.77%2026-09-18: 26.02%2026-09-21: 23.44%2026-09-22: 31.02%2026-09-23: 28.97%2026-09-24: 24.55%2026-09-25: 26.03%2026-09-28: 34.68%2026-09-29: 24.98%2026-09-30: 25.57%2026-10-01: 23.37%2026-10-02: 25.82%2026-10-05: 26.69%2026-10-06: 24.43%2026-10-07: 28.37%2026-10-08: 29.14%2026-10-09: 26.82%2026-10-12: 30.37%2026-10-13: 33.98%2026-10-14: 37.48%2026-10-15: 50.93%2026-10-19: 24.70%2026-10-20: 31.63%2026-10-21: 24.89%2026-10-22: 25.74%2026-10-23: 25.76%Aug 17Sep 21Oct 23
46 observations2026-08-17 — 2026-10-23
Table
DateIV (%)
35.95%
27.73%
35.52%
20.88%
19.46%
18.29%
29.21%
20.37%
23.51%
21.31%
29.87%
28.26%
22.75%
20.51%
23.93%
23.31%
31.50%
32.51%
40.37%
39.41%
46.77%
26.02%
23.44%
31.02%
28.97%
24.55%
26.03%
34.68%
24.98%
25.57%
23.37%
25.82%
26.69%
24.43%
28.37%
29.14%
26.82%
30.37%
33.98%
37.48%
50.93%
24.70%
31.63%
24.89%
25.74%
25.76%