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State Street SPDR ICE Preferred Securities ETF PSK

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Market dataready · fetched 2026-10-23T04:08:04.499Z

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 · 2026-10-23T00:00:00.117236231Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T04:08:03.893685+00:00

Share price$28.05
1D+0.1%
AH$27.94$27.98$28.02$28.06$28.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPSK
Sold putSold callAH

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$0.50$0.94$1.38$1.83$2.27$24.95$26.40$27.86$29.31$30.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSK spot · $28.05PSK PRICE$0.55$0.55$0.55$0.55$0.57$0.59$0.62$0.65$0.72$0.78$0.85$0.92$0.98$0.57$0.58$0.59$0.63$0.69$0.74$0.85$0.96$1.07$1.18$1.58$2.14
PutsExpensive2.83×
CallsExpensive2.76×
SkewBearish+4.89 pp
Implied moveBearish±$1.47
TiltBearish13.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.7268.6%22.2%24.7760.0%13.7%
25Δ31.3050.5%13.5%26.0246.0%9.3%
30Δ29.9938.9%8.9%26.7438.0%6.8%
35Δ29.2931.6%6.4%27.2333.1%5.2%
40Δ28.8427.0%4.8%27.5929.9%4.1%
45Δ28.5624.1%3.9%27.9526.7%3.0%
50Δ28.2821.3%3.1%28.2025.6%2.5%
55Δ28.0118.4%2.2%28.4424.7%2.0%
60Δ27.8617.3%1.9%28.6823.9%1.6%
65Δ27.7116.3%1.6%28.9123.0%1.1%
70Δ27.5615.2%1.3%29.3625.9%0.9%
75Δ27.4114.2%1.0%29.9431.0%0.9%
80Δ27.2613.2%0.7%

20Δ

Calls
Pseudo strike
33.72
IV
68.6%
B/E move
22.2%
Puts
Pseudo strike
24.77
IV
60.0%
B/E move
13.7%

25Δ

Calls
Pseudo strike
31.30
IV
50.5%
B/E move
13.5%
Puts
Pseudo strike
26.02
IV
46.0%
B/E move
9.3%

30Δ

Calls
Pseudo strike
29.99
IV
38.9%
B/E move
8.9%
Puts
Pseudo strike
26.74
IV
38.0%
B/E move
6.8%

35Δ

Calls
Pseudo strike
29.29
IV
31.6%
B/E move
6.4%
Puts
Pseudo strike
27.23
IV
33.1%
B/E move
5.2%

40Δ

Calls
Pseudo strike
28.84
IV
27.0%
B/E move
4.8%
Puts
Pseudo strike
27.59
IV
29.9%
B/E move
4.1%

45Δ

Calls
Pseudo strike
28.56
IV
24.1%
B/E move
3.9%
Puts
Pseudo strike
27.95
IV
26.7%
B/E move
3.0%

50Δ

Calls
Pseudo strike
28.28
IV
21.3%
B/E move
3.1%
Puts
Pseudo strike
28.20
IV
25.6%
B/E move
2.5%

55Δ

Calls
Pseudo strike
28.01
IV
18.4%
B/E move
2.2%
Puts
Pseudo strike
28.44
IV
24.7%
B/E move
2.0%

60Δ

Calls
Pseudo strike
27.86
IV
17.3%
B/E move
1.9%
Puts
Pseudo strike
28.68
IV
23.9%
B/E move
1.6%

65Δ

Calls
Pseudo strike
27.71
IV
16.3%
B/E move
1.6%
Puts
Pseudo strike
28.91
IV
23.0%
B/E move
1.1%

70Δ

Calls
Pseudo strike
27.56
IV
15.2%
B/E move
1.3%
Puts
Pseudo strike
29.36
IV
25.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
27.41
IV
14.2%
B/E move
1.0%
Puts
Pseudo strike
29.94
IV
31.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
27.26
IV
13.2%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations