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State Street SPDR Bloomberg Investment Grade Floating Rate ETF FLRN

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Market datapartial · fetched 2026-10-23T04:06:32.357Z

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 · 2026-10-23T00:00:00.178188034Z

FundamentalsAlpha Vantage · unavailable

Share price$30.80
1D+0.0%
AH$30.78$30.79$30.81$30.82$30.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFLRN
Sold putSold callAH

State Street SPDR Bloomberg Investment Grade Floating Rate ETF options

Live interpolated FLRN call and put midpoint premiums by absolute delta.State Street SPDR Bloomberg Investment Grade Floating Rate ETF$0.68$1.07$1.47$1.86$2.25$27.33$29.07$30.82$32.56$34.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FLRN spot · $30.80FLRN PRICE$0.72$0.72$0.72$0.72$0.72$0.72$0.74$0.83$0.93$1.02$1.12$1.25$1.43$0.72$0.72$0.72$0.72$0.79$0.85$0.92$1.04$1.17$1.29$1.41$1.76$2.14
PutsExpensive8.24×
CallsExpensive8.10×
SkewBullish-0.36 pp
Implied moveBearish±$1.66
TiltBearish10.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.7383.7%28.1%26.7768.6%15.4%
25Δ35.2461.3%16.8%28.2752.6%10.6%
30Δ33.4747.5%11.0%29.2341.9%7.5%
35Δ32.4438.2%7.7%29.9234.0%5.2%
40Δ31.7931.6%5.6%30.3030.7%4.2%
45Δ31.3726.6%4.2%30.6428.2%3.3%
50Δ30.9722.2%3.0%30.9925.6%2.4%
55Δ30.7621.3%2.6%31.2424.6%2.0%
60Δ30.5520.5%2.2%31.4823.7%1.6%
65Δ30.3419.6%1.8%31.7322.7%1.2%
70Δ30.1218.7%1.4%31.9721.8%0.8%
75Δ29.8918.0%1.1%32.3923.0%0.6%
80Δ29.6317.2%0.8%32.8224.3%0.4%

20Δ

Calls
Pseudo strike
38.73
IV
83.7%
B/E move
28.1%
Puts
Pseudo strike
26.77
IV
68.6%
B/E move
15.4%

25Δ

Calls
Pseudo strike
35.24
IV
61.3%
B/E move
16.8%
Puts
Pseudo strike
28.27
IV
52.6%
B/E move
10.6%

30Δ

Calls
Pseudo strike
33.47
IV
47.5%
B/E move
11.0%
Puts
Pseudo strike
29.23
IV
41.9%
B/E move
7.5%

35Δ

Calls
Pseudo strike
32.44
IV
38.2%
B/E move
7.7%
Puts
Pseudo strike
29.92
IV
34.0%
B/E move
5.2%

40Δ

Calls
Pseudo strike
31.79
IV
31.6%
B/E move
5.6%
Puts
Pseudo strike
30.30
IV
30.7%
B/E move
4.2%

45Δ

Calls
Pseudo strike
31.37
IV
26.6%
B/E move
4.2%
Puts
Pseudo strike
30.64
IV
28.2%
B/E move
3.3%

50Δ

Calls
Pseudo strike
30.97
IV
22.2%
B/E move
3.0%
Puts
Pseudo strike
30.99
IV
25.6%
B/E move
2.4%

55Δ

Calls
Pseudo strike
30.76
IV
21.3%
B/E move
2.6%
Puts
Pseudo strike
31.24
IV
24.6%
B/E move
2.0%

60Δ

Calls
Pseudo strike
30.55
IV
20.5%
B/E move
2.2%
Puts
Pseudo strike
31.48
IV
23.7%
B/E move
1.6%

65Δ

Calls
Pseudo strike
30.34
IV
19.6%
B/E move
1.8%
Puts
Pseudo strike
31.73
IV
22.7%
B/E move
1.2%

70Δ

Calls
Pseudo strike
30.12
IV
18.7%
B/E move
1.4%
Puts
Pseudo strike
31.97
IV
21.8%
B/E move
0.8%

75Δ

Calls
Pseudo strike
29.89
IV
18.0%
B/E move
1.1%
Puts
Pseudo strike
32.39
IV
23.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
29.63
IV
17.2%
B/E move
0.8%
Puts
Pseudo strike
32.82
IV
24.3%
B/E move
0.4%

Options history

No recorded observations