IntraAlpha
Create free account Start free

State Street SPDR Bloomberg Convertible Securities ETF CWB

i

Market datapartial · fetched 2026-10-22T21:55:54.204Z

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 · 2026-10-22T20:10:00.004236625Z

FundamentalsAlpha Vantage · unavailable

Share price$95.15
1D-0.6%
AH$94.65$94.96$95.28$95.60$95.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCWB
Sold putSold callAH

State Street SPDR Bloomberg Convertible Securities ETF options

Live interpolated CWB call and put midpoint premiums by absolute delta.State Street SPDR Bloomberg Convertible Securities ETF$0.57$1.74$2.91$4.08$5.26$87.83$91.99$96.14$100.29$104.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CWB spot · $95.15CWB PRICE$0.86$0.71$1.04$1.37$1.84$2.25$2.52$2.74$3.15$3.67$4.16$4.92$0.70$0.92$1.15$1.43$1.76$2.10$2.36$2.74$3.22$3.33$3.44$3.65$3.87
PutsCheap0.95×
CallsExpensive1.17×
SkewBullish-3.09 pp
Implied moveBullish±$4.88
TiltBearish2.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ102.9030.0%9.0%90.6922.5%5.4%
25Δ98.9118.0%4.7%91.6822.2%4.6%
30Δ98.4520.1%4.6%92.5921.7%3.9%
35Δ97.9822.3%4.4%93.4021.7%3.3%
40Δ97.3524.7%4.2%94.1322.2%2.9%
45Δ96.5925.7%3.9%94.8922.2%2.5%
50Δ95.7024.6%3.2%95.6021.2%2.0%
55Δ94.8722.9%2.6%96.3421.0%1.6%
60Δ94.1022.7%2.2%97.0821.4%1.4%
65Δ93.2823.0%1.9%97.5619.3%1.0%
70Δ92.4922.7%1.6%98.0317.3%0.6%
75Δ91.4823.3%1.3%98.4615.9%0.4%
80Δ98.8914.6%0.1%

20Δ

Calls
Pseudo strike
102.90
IV
30.0%
B/E move
9.0%
Puts
Pseudo strike
90.69
IV
22.5%
B/E move
5.4%

25Δ

Calls
Pseudo strike
98.91
IV
18.0%
B/E move
4.7%
Puts
Pseudo strike
91.68
IV
22.2%
B/E move
4.6%

30Δ

Calls
Pseudo strike
98.45
IV
20.1%
B/E move
4.6%
Puts
Pseudo strike
92.59
IV
21.7%
B/E move
3.9%

35Δ

Calls
Pseudo strike
97.98
IV
22.3%
B/E move
4.4%
Puts
Pseudo strike
93.40
IV
21.7%
B/E move
3.3%

40Δ

Calls
Pseudo strike
97.35
IV
24.7%
B/E move
4.2%
Puts
Pseudo strike
94.13
IV
22.2%
B/E move
2.9%

45Δ

Calls
Pseudo strike
96.59
IV
25.7%
B/E move
3.9%
Puts
Pseudo strike
94.89
IV
22.2%
B/E move
2.5%

50Δ

Calls
Pseudo strike
95.70
IV
24.6%
B/E move
3.2%
Puts
Pseudo strike
95.60
IV
21.2%
B/E move
2.0%

55Δ

Calls
Pseudo strike
94.87
IV
22.9%
B/E move
2.6%
Puts
Pseudo strike
96.34
IV
21.0%
B/E move
1.6%

60Δ

Calls
Pseudo strike
94.10
IV
22.7%
B/E move
2.2%
Puts
Pseudo strike
97.08
IV
21.4%
B/E move
1.4%

65Δ

Calls
Pseudo strike
93.28
IV
23.0%
B/E move
1.9%
Puts
Pseudo strike
97.56
IV
19.3%
B/E move
1.0%

70Δ

Calls
Pseudo strike
92.49
IV
22.7%
B/E move
1.6%
Puts
Pseudo strike
98.03
IV
17.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
91.48
IV
23.3%
B/E move
1.3%
Puts
Pseudo strike
98.46
IV
15.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
98.89
IV
14.6%
B/E move
0.1%

Options history

CWB20.2220.4620.702026-10-20: 20.66%2026-10-21: 20.25%Oct 20Oct 21
Table
DateIV
20.66%
20.25%