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State Street SPDR Bloomberg Short Term High Yield Bond ETF SJNK

i

Market dataready · fetched 2026-11-13T18:52:02.442Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-06-17

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 · 2026-11-13T18:51:45.006804524Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:51:59.784835+00:00

Share price$24.04
1D-0.0%
$24.00$24.02$24.03$24.04$24.055:30 AM6:30 AM9:00 AM1:00 PMSJNK
Sold putSold call

State Street SPDR Bloomberg Short Term High Yield Bond ETF options

Live interpolated SJNK call and put midpoint premiums by absolute delta.State Street SPDR Bloomberg Short Term High Yield Bond ETF$0.31$0.93$1.54$2.16$2.78$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ 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/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICESJNK PRICE$0.38$0.38$0.38$0.38$0.38$0.41$0.55$0.69$0.83$1.05$1.57$2.08$2.60
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.3519.6%19.5%22.1218.3%9.7%
25Δ26.8114.5%13.1%22.6118.0%8.2%
30Δ25.9511.2%9.5%23.1117.8%6.7%
35Δ25.549.4%7.8%23.6017.5%5.3%
40Δ25.137.5%6.1%24.1117.8%4.0%
45Δ24.6920.5%3.8%
50Δ25.2823.2%3.5%
55Δ25.8625.9%3.2%
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
28.35
IV
19.6%
B/E move
19.5%
Puts
Pseudo strike
22.12
IV
18.3%
B/E move
9.7%

25Δ

Calls
Pseudo strike
26.81
IV
14.5%
B/E move
13.1%
Puts
Pseudo strike
22.61
IV
18.0%
B/E move
8.2%

30Δ

Calls
Pseudo strike
25.95
IV
11.2%
B/E move
9.5%
Puts
Pseudo strike
23.11
IV
17.8%
B/E move
6.7%

35Δ

Calls
Pseudo strike
25.54
IV
9.4%
B/E move
7.8%
Puts
Pseudo strike
23.60
IV
17.5%
B/E move
5.3%

40Δ

Calls
Pseudo strike
25.13
IV
7.5%
B/E move
6.1%
Puts
Pseudo strike
24.11
IV
17.8%
B/E move
4.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.69
IV
20.5%
B/E move
3.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.28
IV
23.2%
B/E move
3.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.86
IV
25.9%
B/E move
3.2%

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend19.49%
Daily EOD
SJNK14.9%17.4%19.8%2026-10-19: 16.26%2026-10-21: 15.24%2026-10-22: 17.61%2026-10-23: 17.68%2026-10-26: 17.16%2026-10-30: 19.49%Oct 19Oct 22Oct 30
6 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
16.26%
15.24%
17.61%
17.68%
17.16%
19.49%