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State Street SPDR Bloomberg International Corporate Bond ETF IBND

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Market datapartial · fetched 2026-10-22T14:04:02.818Z

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 · 2026-10-22T13:44:40.302205429Z

FundamentalsAlpha Vantage · unavailable

Share price$29.69
1D+0.5%
$29.53$29.57$29.61$29.66$29.705:30 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$0.80$1.02$1.24$1.46$26.71$28.22$29.73$31.24$32.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IBND spot · $29.68IBND PRICE$0.60$0.60$0.60$0.60$0.63$0.66$0.72$0.81$0.89$0.98$1.06$1.22$1.39$0.60$0.60$0.62$0.64$0.71$0.78$0.86$0.94$1.02$1.10$1.18$1.27$1.35
PutsExpensive2.27×
CallsExpensive2.13×
SkewBullish-1.01 pp
Implied moveBearish±$1.58
TiltBearish4.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.9170.0%23.0%26.2259.2%13.7%
25Δ33.2451.5%14.0%27.5245.3%9.3%
30Δ31.8440.0%9.3%28.3137.0%6.7%
35Δ30.9831.9%6.4%28.8931.2%4.9%
40Δ30.5728.2%5.1%29.2428.5%3.9%
45Δ30.1724.5%3.9%29.5426.6%3.1%
50Δ29.8822.4%3.1%29.8324.6%2.4%
55Δ29.6721.4%2.7%30.0822.9%1.8%
60Δ29.4620.3%2.2%30.2621.6%1.5%
65Δ29.2519.3%1.8%30.4520.2%1.1%
70Δ29.0418.3%1.4%30.6318.9%0.8%
75Δ28.7917.7%1.1%30.8117.5%0.5%
80Δ28.5317.3%0.8%30.9916.2%0.1%

20Δ

Calls
Pseudo strike
35.91
IV
70.0%
B/E move
23.0%
Puts
Pseudo strike
26.22
IV
59.2%
B/E move
13.7%

25Δ

Calls
Pseudo strike
33.24
IV
51.5%
B/E move
14.0%
Puts
Pseudo strike
27.52
IV
45.3%
B/E move
9.3%

30Δ

Calls
Pseudo strike
31.84
IV
40.0%
B/E move
9.3%
Puts
Pseudo strike
28.31
IV
37.0%
B/E move
6.7%

35Δ

Calls
Pseudo strike
30.98
IV
31.9%
B/E move
6.4%
Puts
Pseudo strike
28.89
IV
31.2%
B/E move
4.9%

40Δ

Calls
Pseudo strike
30.57
IV
28.2%
B/E move
5.1%
Puts
Pseudo strike
29.24
IV
28.5%
B/E move
3.9%

45Δ

Calls
Pseudo strike
30.17
IV
24.5%
B/E move
3.9%
Puts
Pseudo strike
29.54
IV
26.6%
B/E move
3.1%

50Δ

Calls
Pseudo strike
29.88
IV
22.4%
B/E move
3.1%
Puts
Pseudo strike
29.83
IV
24.6%
B/E move
2.4%

55Δ

Calls
Pseudo strike
29.67
IV
21.4%
B/E move
2.7%
Puts
Pseudo strike
30.08
IV
22.9%
B/E move
1.8%

60Δ

Calls
Pseudo strike
29.46
IV
20.3%
B/E move
2.2%
Puts
Pseudo strike
30.26
IV
21.6%
B/E move
1.5%

65Δ

Calls
Pseudo strike
29.25
IV
19.3%
B/E move
1.8%
Puts
Pseudo strike
30.45
IV
20.2%
B/E move
1.1%

70Δ

Calls
Pseudo strike
29.04
IV
18.3%
B/E move
1.4%
Puts
Pseudo strike
30.63
IV
18.9%
B/E move
0.8%

75Δ

Calls
Pseudo strike
28.79
IV
17.7%
B/E move
1.1%
Puts
Pseudo strike
30.81
IV
17.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
28.53
IV
17.3%
B/E move
0.8%
Puts
Pseudo strike
30.99
IV
16.2%
B/E move
0.1%

Options history

No recorded observations