Share price$20.73
1D+0.1%
Sold putSold callAH
State Street SPDR Bloomberg Emerging Markets Local Bond ETF EBND
i
Market dataready · fetched 2026-10-23T03:15:11.849Z
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 · 2026-10-23T00:00:00.129323117Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T03:15:11.513489+00:00
State Street SPDR Bloomberg Emerging Markets Local Bond ETF options
PutsExpensive2.99×
CallsExpensive3.76×
SkewBullish-3.31 pp
Implied moveBearish±$1.63
TiltBearish8.4% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.34 | 121.1% | 44.8% | 17.29 | 92.0% | 19.8% |
| 25Δ | 25.33 | 87.7% | 25.4% | 18.52 | 71.0% | 13.9% |
| 30Δ | 23.42 | 67.4% | 16.2% | 19.33 | 57.0% | 10.0% |
| 35Δ | 22.35 | 53.9% | 11.1% | 19.95 | 46.0% | 7.0% |
| 40Δ | 21.72 | 45.0% | 8.1% | 20.28 | 42.4% | 5.8% |
| 45Δ | 21.27 | 38.2% | 5.9% | 20.59 | 39.4% | 4.7% |
| 50Δ | 20.92 | 33.4% | 4.4% | 20.89 | 36.4% | 3.6% |
| 55Δ | 20.71 | 31.7% | 3.8% | 21.13 | 34.2% | 2.8% |
| 60Δ | 20.50 | 30.0% | 3.2% | 21.34 | 32.4% | 2.3% |
| 65Δ | 20.29 | 28.3% | 2.5% | 21.54 | 30.6% | 1.8% |
| 70Δ | 20.08 | 26.6% | 1.9% | 21.74 | 28.8% | 1.3% |
| 75Δ | 19.87 | 25.0% | 1.5% | 21.95 | 27.0% | 0.8% |
| 80Δ | 19.66 | 23.4% | 1.1% | 22.54 | 31.3% | 0.6% |
20Δ
- Pseudo strike
- 29.34
- IV
- 121.1%
- B/E move
- 44.8%
- Pseudo strike
- 17.29
- IV
- 92.0%
- B/E move
- 19.8%
25Δ
- Pseudo strike
- 25.33
- IV
- 87.7%
- B/E move
- 25.4%
- Pseudo strike
- 18.52
- IV
- 71.0%
- B/E move
- 13.9%
30Δ
- Pseudo strike
- 23.42
- IV
- 67.4%
- B/E move
- 16.2%
- Pseudo strike
- 19.33
- IV
- 57.0%
- B/E move
- 10.0%
35Δ
- Pseudo strike
- 22.35
- IV
- 53.9%
- B/E move
- 11.1%
- Pseudo strike
- 19.95
- IV
- 46.0%
- B/E move
- 7.0%
40Δ
- Pseudo strike
- 21.72
- IV
- 45.0%
- B/E move
- 8.1%
- Pseudo strike
- 20.28
- IV
- 42.4%
- B/E move
- 5.8%
45Δ
- Pseudo strike
- 21.27
- IV
- 38.2%
- B/E move
- 5.9%
- Pseudo strike
- 20.59
- IV
- 39.4%
- B/E move
- 4.7%
50Δ
- Pseudo strike
- 20.92
- IV
- 33.4%
- B/E move
- 4.4%
- Pseudo strike
- 20.89
- IV
- 36.4%
- B/E move
- 3.6%
55Δ
- Pseudo strike
- 20.71
- IV
- 31.7%
- B/E move
- 3.8%
- Pseudo strike
- 21.13
- IV
- 34.2%
- B/E move
- 2.8%
60Δ
- Pseudo strike
- 20.50
- IV
- 30.0%
- B/E move
- 3.2%
- Pseudo strike
- 21.34
- IV
- 32.4%
- B/E move
- 2.3%
65Δ
- Pseudo strike
- 20.29
- IV
- 28.3%
- B/E move
- 2.5%
- Pseudo strike
- 21.54
- IV
- 30.6%
- B/E move
- 1.8%
70Δ
- Pseudo strike
- 20.08
- IV
- 26.6%
- B/E move
- 1.9%
- Pseudo strike
- 21.74
- IV
- 28.8%
- B/E move
- 1.3%
75Δ
- Pseudo strike
- 19.87
- IV
- 25.0%
- B/E move
- 1.5%
- Pseudo strike
- 21.95
- IV
- 27.0%
- B/E move
- 0.8%
80Δ
- Pseudo strike
- 19.66
- IV
- 23.4%
- B/E move
- 1.1%
- Pseudo strike
- 22.54
- IV
- 31.3%
- B/E move
- 0.6%
Options history
Table
| Date | IV |
|---|---|
| 107.42% | |
| 150.42% |