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State Street SPDR Bloomberg High Yield Bond ETF JNK

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Market dataready · fetched 2026-11-12T03:14:28.190Z

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 · 2026-11-12T01:00:00.148179081Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:14:27.787737+00:00

Share price$92.83
1D+0.2%
AH$92.60$92.68$92.77$92.85$92.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJNK
Sold putSold callAH

State Street SPDR Bloomberg High Yield Bond ETF options

Live interpolated JNK call and put midpoint premiums by absolute delta.State Street SPDR Bloomberg High Yield Bond ETF$0.34$1.29$2.24$3.18$4.13$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEJNK PRICE$0.84$1.82$2.02$2.22$2.41$0.84$0.44$0.58$0.82$1.07$1.32$1.44$1.55$1.67$1.91$2.17$3.85
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ100.0854.3%8.7%87.3649.7%6.8%
25Δ
30Δ91.7016.3%1.7%
35Δ92.1216.0%1.4%
40Δ92.4118.1%1.3%
45Δ92.7020.3%1.3%
50Δ92.9922.4%1.2%
55Δ93.3221.0%1.0%
60Δ93.6519.5%0.8%
65Δ91.8420.3%0.9%93.9718.0%0.6%
70Δ91.5019.2%0.7%94.3417.7%0.4%
75Δ91.1618.1%0.6%94.7117.5%0.3%
80Δ90.8316.9%0.4%96.3126.7%0.4%

20Δ

Calls
Pseudo strike
100.08
IV
54.3%
B/E move
8.7%
Puts
Pseudo strike
87.36
IV
49.7%
B/E move
6.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
91.70
IV
16.3%
B/E move
1.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
92.12
IV
16.0%
B/E move
1.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
92.41
IV
18.1%
B/E move
1.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
92.70
IV
20.3%
B/E move
1.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
92.99
IV
22.4%
B/E move
1.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
93.32
IV
21.0%
B/E move
1.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
93.65
IV
19.5%
B/E move
0.8%

65Δ

Calls
Pseudo strike
91.84
IV
20.3%
B/E move
0.9%
Puts
Pseudo strike
93.97
IV
18.0%
B/E move
0.6%

70Δ

Calls
Pseudo strike
91.50
IV
19.2%
B/E move
0.7%
Puts
Pseudo strike
94.34
IV
17.7%
B/E move
0.4%

75Δ

Calls
Pseudo strike
91.16
IV
18.1%
B/E move
0.6%
Puts
Pseudo strike
94.71
IV
17.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
90.83
IV
16.9%
B/E move
0.4%
Puts
Pseudo strike
96.31
IV
26.7%
B/E move
0.4%

Options history

IV · four-Friday blend9.52%
Daily close
JNK5.5%11.1%16.8%2026-08-13: 8.13%2026-08-14: 6.66%2026-08-20: 15.98%2026-08-24: 9.13%2026-08-27: 8.22%2026-09-01: 9.10%2026-09-03: 6.30%2026-09-04: 7.31%2026-09-11: 11.84%2026-09-14: 9.52%2026-09-17: 12.35%2026-09-30: 8.00%2026-10-02: 8.78%2026-10-05: 9.60%2026-10-06: 7.52%2026-10-07: 8.13%2026-10-08: 8.46%2026-10-13: 10.97%2026-10-14: 12.05%2026-10-15: 14.45%2026-10-19: 9.52%2026-10-23: 8.61%2026-10-26: 8.42%2026-10-28: 9.57%2026-10-30: 9.52%Aug 13Oct 2Oct 30
25 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
8.13%
6.66%
15.98%
9.13%
8.22%
9.10%
6.30%
7.31%
11.84%
9.52%
12.35%
8.00%
8.78%
9.60%
7.52%
8.13%
8.46%
10.97%
12.05%
14.45%
9.52%
8.61%
8.42%
9.57%
9.52%