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State Street SPDR Nuveen ICE High Yield Municipal Bond ETF HYMB

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Market dataready · fetched 2026-10-24T12:06:14.971Z

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 · 2026-10-24T00:00:00.107704318Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T12:06:15.294451+00:00

Share price$23.88
1D+0.4%
AH$23.77$23.80$23.84$23.87$23.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHYMB
Sold putSold callAH

State Street SPDR Nuveen ICE High Yield Municipal Bond ETF options

Live interpolated HYMB call and put midpoint premiums by absolute delta.State Street SPDR Nuveen ICE High Yield Municipal Bond ETF$0.00$0.48$0.96$1.44$1.92$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEHYMB PRICE$0.05$0.06$0.07$0.08$0.09$0.10$0.12$0.17$0.21$0.25$0.30$0.34$0.39$0.52$0.68$0.84$1.00$1.17$1.78
PutsCheap0.94×
CallsCheap0.35×
SkewBearish+9.63 pp
Implied move——
TiltBearish89.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.678.8%3.5%23.2013.2%3.3%
25Δ24.547.9%3.0%23.3313.4%3.0%
30Δ24.407.1%2.5%23.4613.6%2.6%
35Δ24.276.2%2.0%23.5913.8%2.3%
40Δ24.135.4%1.4%23.7114.0%2.0%
45Δ24.004.5%0.9%23.8414.2%1.6%
50Δ23.9714.4%1.3%
55Δ24.1415.3%1.1%
60Δ24.3416.6%0.9%
65Δ24.5417.8%0.8%
70Δ24.7319.1%0.6%
75Δ24.9320.3%0.5%
80Δ25.5526.3%0.4%

20Δ

Calls
Pseudo strike
24.67
IV
8.8%
B/E move
3.5%
Puts
Pseudo strike
23.20
IV
13.2%
B/E move
3.3%

25Δ

Calls
Pseudo strike
24.54
IV
7.9%
B/E move
3.0%
Puts
Pseudo strike
23.33
IV
13.4%
B/E move
3.0%

30Δ

Calls
Pseudo strike
24.40
IV
7.1%
B/E move
2.5%
Puts
Pseudo strike
23.46
IV
13.6%
B/E move
2.6%

35Δ

Calls
Pseudo strike
24.27
IV
6.2%
B/E move
2.0%
Puts
Pseudo strike
23.59
IV
13.8%
B/E move
2.3%

40Δ

Calls
Pseudo strike
24.13
IV
5.4%
B/E move
1.4%
Puts
Pseudo strike
23.71
IV
14.0%
B/E move
2.0%

45Δ

Calls
Pseudo strike
24.00
IV
4.5%
B/E move
0.9%
Puts
Pseudo strike
23.84
IV
14.2%
B/E move
1.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.97
IV
14.4%
B/E move
1.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.14
IV
15.3%
B/E move
1.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.34
IV
16.6%
B/E move
0.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.54
IV
17.8%
B/E move
0.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.73
IV
19.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.93
IV
20.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.55
IV
26.3%
B/E move
0.4%

Options history

No recorded observations