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State Street SPDR Bloomberg High Yield Bond ETF JNK

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Market datapartial · fetched 2026-10-22T23:30:35.268Z

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 · 2026-10-22T22:30:00.004023281Z

FundamentalsAlpha Vantage · unavailable

Share price$92.51
1D+0.2%
AH$92.30$92.38$92.47$92.55$92.645:30 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$0.25$2.60$4.94$7.28$9.63$86.16$88.67$91.18$93.69$96.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JNK spot · $92.51JNK PRICE$1.06$0.78$0.71$0.51$0.51$0.52$0.63$0.74$0.84$0.95$1.06$1.19$1.33$0.77$1.00$1.01$0.97$0.97$1.56$2.15$2.20$2.20$2.77$3.90$7.43$8.95
PutsExpensive2.15×
CallsFair1.04×
SkewBearish+10.24 pp
Implied moveBearish±$2.78
TiltBearish53.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ102.2438.3%11.7%87.8225.0%5.9%
25Δ96.7520.7%5.4%88.5125.6%5.4%
30Δ95.1115.1%3.6%90.2719.8%3.5%
35Δ93.788.6%1.9%91.2815.6%2.4%
40Δ93.407.3%1.5%92.1112.3%1.5%
45Δ93.026.0%1.1%92.5416.1%1.7%
50Δ92.815.9%1.0%92.9719.9%1.8%
55Δ92.615.9%0.9%93.4117.8%1.4%
60Δ92.425.8%0.8%93.8615.3%0.9%
65Δ92.225.8%0.7%94.6016.4%0.7%
70Δ92.035.7%0.6%95.7519.9%0.7%
75Δ91.765.5%0.5%99.0731.9%0.9%
80Δ91.495.2%0.3%100.8533.2%0.7%

20Δ

Calls
Pseudo strike
102.24
IV
38.3%
B/E move
11.7%
Puts
Pseudo strike
87.82
IV
25.0%
B/E move
5.9%

25Δ

Calls
Pseudo strike
96.75
IV
20.7%
B/E move
5.4%
Puts
Pseudo strike
88.51
IV
25.6%
B/E move
5.4%

30Δ

Calls
Pseudo strike
95.11
IV
15.1%
B/E move
3.6%
Puts
Pseudo strike
90.27
IV
19.8%
B/E move
3.5%

35Δ

Calls
Pseudo strike
93.78
IV
8.6%
B/E move
1.9%
Puts
Pseudo strike
91.28
IV
15.6%
B/E move
2.4%

40Δ

Calls
Pseudo strike
93.40
IV
7.3%
B/E move
1.5%
Puts
Pseudo strike
92.11
IV
12.3%
B/E move
1.5%

45Δ

Calls
Pseudo strike
93.02
IV
6.0%
B/E move
1.1%
Puts
Pseudo strike
92.54
IV
16.1%
B/E move
1.7%

50Δ

Calls
Pseudo strike
92.81
IV
5.9%
B/E move
1.0%
Puts
Pseudo strike
92.97
IV
19.9%
B/E move
1.8%

55Δ

Calls
Pseudo strike
92.61
IV
5.9%
B/E move
0.9%
Puts
Pseudo strike
93.41
IV
17.8%
B/E move
1.4%

60Δ

Calls
Pseudo strike
92.42
IV
5.8%
B/E move
0.8%
Puts
Pseudo strike
93.86
IV
15.3%
B/E move
0.9%

65Δ

Calls
Pseudo strike
92.22
IV
5.8%
B/E move
0.7%
Puts
Pseudo strike
94.60
IV
16.4%
B/E move
0.7%

70Δ

Calls
Pseudo strike
92.03
IV
5.7%
B/E move
0.6%
Puts
Pseudo strike
95.75
IV
19.9%
B/E move
0.7%

75Δ

Calls
Pseudo strike
91.76
IV
5.5%
B/E move
0.5%
Puts
Pseudo strike
99.07
IV
31.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
91.49
IV
5.2%
B/E move
0.3%
Puts
Pseudo strike
100.85
IV
33.2%
B/E move
0.7%

Options history

No recorded observations