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State Street SPDR Bloomberg International Corporate Bond ETF IBND

i

Market dataready · fetched 2026-11-11T15:53:05.803Z

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 · 2026-11-11T15:44:05.040599008Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:53:05.378345+00:00

Share price$29.50
1D+0.7%
$29.28$29.33$29.39$29.45$29.515:30 AM6:30 AM9:00 AM1:00 PMIBND
Sold putSold call

State Street SPDR Bloomberg International Corporate Bond ETF options

Live interpolated IBND call and put midpoint premiums by absolute delta.State Street SPDR Bloomberg International Corporate Bond ETF$0.58$0.77$0.97$1.16$1.35$28.38$29.37$30.36$31.35$32.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IBND spot · $29.50IBND PRICE$0.60$0.60$0.60$0.60$0.60$0.65$0.74$0.84$0.93$1.02$1.11$1.20$1.30$0.60$0.60$0.60$0.60$0.62$0.69$0.76$0.82$0.89
Puts——
CallsExpensive3.70×
Skew——
Implied moveBalanced±$1.50
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.66125.9%22.9%26.00105.6%13.9%
25Δ33.1293.9%14.3%27.1982.6%9.9%
30Δ31.7273.6%9.6%27.8569.0%7.6%
35Δ31.0261.2%7.2%28.5155.3%5.4%
40Δ30.3148.7%4.8%29.0644.5%3.6%
45Δ29.8942.1%3.6%29.2941.9%3.0%
50Δ29.7040.0%3.2%29.5239.3%2.5%
55Δ29.5038.0%2.9%29.7536.7%1.9%
60Δ29.3136.0%2.5%29.9734.1%1.4%
65Δ29.1233.9%2.2%
70Δ28.9231.9%1.8%
75Δ28.7329.9%1.5%
80Δ28.5327.8%1.1%

20Δ

Calls
Pseudo strike
35.66
IV
125.9%
B/E move
22.9%
Puts
Pseudo strike
26.00
IV
105.6%
B/E move
13.9%

25Δ

Calls
Pseudo strike
33.12
IV
93.9%
B/E move
14.3%
Puts
Pseudo strike
27.19
IV
82.6%
B/E move
9.9%

30Δ

Calls
Pseudo strike
31.72
IV
73.6%
B/E move
9.6%
Puts
Pseudo strike
27.85
IV
69.0%
B/E move
7.6%

35Δ

Calls
Pseudo strike
31.02
IV
61.2%
B/E move
7.2%
Puts
Pseudo strike
28.51
IV
55.3%
B/E move
5.4%

40Δ

Calls
Pseudo strike
30.31
IV
48.7%
B/E move
4.8%
Puts
Pseudo strike
29.06
IV
44.5%
B/E move
3.6%

45Δ

Calls
Pseudo strike
29.89
IV
42.1%
B/E move
3.6%
Puts
Pseudo strike
29.29
IV
41.9%
B/E move
3.0%

50Δ

Calls
Pseudo strike
29.70
IV
40.0%
B/E move
3.2%
Puts
Pseudo strike
29.52
IV
39.3%
B/E move
2.5%

55Δ

Calls
Pseudo strike
29.50
IV
38.0%
B/E move
2.9%
Puts
Pseudo strike
29.75
IV
36.7%
B/E move
1.9%

60Δ

Calls
Pseudo strike
29.31
IV
36.0%
B/E move
2.5%
Puts
Pseudo strike
29.97
IV
34.1%
B/E move
1.4%

65Δ

Calls
Pseudo strike
29.12
IV
33.9%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
28.92
IV
31.9%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
28.73
IV
29.9%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
28.53
IV
27.8%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend20.74%
Daily close
IBND16.5%31.6%46.6%2026-08-13: 23.12%2026-08-14: 24.08%2026-08-17: 28.05%2026-08-18: 30.38%2026-08-19: 34.13%2026-08-20: 42.80%2026-08-21: 18.64%2026-08-24: 18.91%2026-08-25: 18.62%2026-08-26: 18.92%2026-08-27: 19.17%2026-08-28: 19.28%2026-08-31: 20.19%2026-09-01: 19.85%2026-09-02: 20.17%2026-09-03: 20.66%2026-09-04: 21.13%2026-09-08: 22.07%2026-09-09: 22.61%2026-09-10: 23.97%2026-09-11: 24.72%2026-09-14: 29.17%2026-09-15: 31.72%2026-09-16: 35.06%2026-09-17: 44.55%2026-09-18: 19.34%2026-09-21: 19.13%2026-09-22: 19.14%2026-09-23: 19.22%2026-09-24: 19.47%2026-09-25: 20.03%2026-09-28: 20.49%2026-09-29: 21.52%2026-09-30: 21.63%2026-10-01: 22.09%2026-10-02: 22.21%2026-10-05: 23.26%2026-10-06: 23.33%2026-10-07: 24.03%2026-10-08: 24.49%2026-10-09: 25.39%2026-10-12: 29.29%2026-10-13: 31.50%2026-10-14: 35.32%2026-10-15: 42.55%2026-10-16: 18.74%2026-10-19: 19.43%2026-10-20: 19.41%2026-10-21: 19.70%2026-10-22: 19.69%2026-10-23: 20.08%2026-10-26: 20.54%2026-10-27: 20.65%2026-10-28: 20.62%2026-10-29: 20.72%2026-10-30: 20.74%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
23.12%
24.08%
28.05%
30.38%
34.13%
42.80%
18.64%
18.91%
18.62%
18.92%
19.17%
19.28%
20.19%
19.85%
20.17%
20.66%
21.13%
22.07%
22.61%
23.97%
24.72%
29.17%
31.72%
35.06%
44.55%
19.34%
19.13%
19.14%
19.22%
19.47%
20.03%
20.49%
21.52%
21.63%
22.09%
22.21%
23.26%
23.33%
24.03%
24.49%
25.39%
29.29%
31.50%
35.32%
42.55%
18.74%
19.43%
19.41%
19.70%
19.69%
20.08%
20.54%
20.65%
20.62%
20.72%
20.74%