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State Street SPDR ICE Preferred Securities ETF PSK

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Market dataready · fetched 2026-11-12T15:28:53.297Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T15:26:21.811839763Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:28:52.182751+00:00

Share price$27.62
1D-0.1%
$27.60$27.62$27.65$27.68$27.705:30 AM6:30 AM9:00 AM1:00 PMPSK
Sold putSold call

State Street SPDR ICE Preferred Securities ETF options

Live interpolated PSK call and put midpoint premiums by absolute delta.State Street SPDR ICE Preferred Securities ETF$0.65$1.24$1.82$2.40$2.99$24.10$25.35$26.61$27.86$29.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PSK spot · $27.62PSK PRICE$0.72$0.74$0.81$0.91$1.01$1.11$1.52$2.17$2.82$0.73$0.75$0.77$0.79$0.84$0.92$1.00$1.10$1.23$1.35$1.47$1.74$2.25
PutsExpensive2.99×
Calls——
Skew——
Implied moveBearish±$1.81
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.3871.3%18.0%
25Δ24.4060.5%14.4%
30Δ25.4249.7%10.7%
35Δ26.4438.9%7.1%
40Δ28.6531.2%6.3%27.1532.0%4.7%
45Δ28.1826.7%4.7%27.4829.8%3.8%
50Δ27.8524.4%3.8%27.8227.5%2.9%
55Δ27.6023.4%3.2%28.1125.8%2.2%
60Δ27.3522.4%2.7%28.3624.6%1.8%
65Δ27.1021.4%2.1%28.6023.5%1.3%
70Δ26.5822.8%1.7%28.8522.3%0.9%
75Δ25.8525.8%1.5%29.2122.5%0.6%
80Δ25.1228.9%1.2%29.7524.9%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.38
IV
71.3%
B/E move
18.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.40
IV
60.5%
B/E move
14.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.42
IV
49.7%
B/E move
10.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.44
IV
38.9%
B/E move
7.1%

40Δ

Calls
Pseudo strike
28.65
IV
31.2%
B/E move
6.3%
Puts
Pseudo strike
27.15
IV
32.0%
B/E move
4.7%

45Δ

Calls
Pseudo strike
28.18
IV
26.7%
B/E move
4.7%
Puts
Pseudo strike
27.48
IV
29.8%
B/E move
3.8%

50Δ

Calls
Pseudo strike
27.85
IV
24.4%
B/E move
3.8%
Puts
Pseudo strike
27.82
IV
27.5%
B/E move
2.9%

55Δ

Calls
Pseudo strike
27.60
IV
23.4%
B/E move
3.2%
Puts
Pseudo strike
28.11
IV
25.8%
B/E move
2.2%

60Δ

Calls
Pseudo strike
27.35
IV
22.4%
B/E move
2.7%
Puts
Pseudo strike
28.36
IV
24.6%
B/E move
1.8%

65Δ

Calls
Pseudo strike
27.10
IV
21.4%
B/E move
2.1%
Puts
Pseudo strike
28.60
IV
23.5%
B/E move
1.3%

70Δ

Calls
Pseudo strike
26.58
IV
22.8%
B/E move
1.7%
Puts
Pseudo strike
28.85
IV
22.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
25.85
IV
25.8%
B/E move
1.5%
Puts
Pseudo strike
29.21
IV
22.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
25.12
IV
28.9%
B/E move
1.2%
Puts
Pseudo strike
29.75
IV
24.9%
B/E move
0.4%

Options history

IV · four-Friday blend25.01%
Daily EOD
PSK19.4%22.7%26.0%2026-10-19: 20.43%2026-10-20: 19.99%2026-10-21: 19.84%2026-10-22: 21.01%2026-10-23: 20.93%2026-10-26: 24.43%2026-10-27: 25.09%2026-10-28: 24.77%2026-10-29: 25.54%2026-10-30: 25.01%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
20.43%
19.99%
19.84%
21.01%
20.93%
24.43%
25.09%
24.77%
25.54%
25.01%