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State Street SPDR Bloomberg Short Term High Yield Bond ETF SJNK

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Market datapartial · fetched 2026-10-22T21:54:55.755Z

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 · 2026-10-22T21:19:04.221474669Z

FundamentalsAlpha Vantage · unavailable

Share price$24.00
1D+0.1%
AH$24.06$24.08$24.09$24.11$24.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSJNK
Sold putSold callAH

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$0.36$0.53$0.71$0.88$1.06$21.92$22.93$23.95$24.96$25.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SJNK spot · $24.00SJNK PRICE$0.38$0.41$0.40$0.39$0.41$0.43$0.46$0.50$0.58$0.66$0.74$0.82$0.90$0.42$0.43$0.45$0.47$0.48$0.50$0.56$0.63$0.71$0.78$0.86$0.93$1.01
PutsExpensive2.00×
CallsExpensive1.65×
SkewBearish+1.54 pp
Implied moveBearish±$1.01
TiltBearish7.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.6853.5%16.9%21.4553.1%12.4%
25Δ26.3743.1%11.6%22.3741.5%8.6%
30Δ25.4633.2%7.7%23.0233.5%6.0%
35Δ24.8925.8%5.3%23.3229.4%4.8%
40Δ24.6523.2%4.4%23.6225.3%3.6%
45Δ24.4120.7%3.5%23.9221.2%2.4%
50Δ24.1718.1%2.6%24.1019.6%1.9%
55Δ23.9616.0%1.9%24.2518.8%1.6%
60Δ23.8315.4%1.7%24.3918.1%1.3%
65Δ23.7014.9%1.5%24.5417.3%1.0%
70Δ23.5714.3%1.3%24.6816.5%0.7%
75Δ23.4413.7%1.1%24.8315.8%0.4%
80Δ23.3113.1%0.9%24.9715.0%0.2%

20Δ

Calls
Pseudo strike
27.68
IV
53.5%
B/E move
16.9%
Puts
Pseudo strike
21.45
IV
53.1%
B/E move
12.4%

25Δ

Calls
Pseudo strike
26.37
IV
43.1%
B/E move
11.6%
Puts
Pseudo strike
22.37
IV
41.5%
B/E move
8.6%

30Δ

Calls
Pseudo strike
25.46
IV
33.2%
B/E move
7.7%
Puts
Pseudo strike
23.02
IV
33.5%
B/E move
6.0%

35Δ

Calls
Pseudo strike
24.89
IV
25.8%
B/E move
5.3%
Puts
Pseudo strike
23.32
IV
29.4%
B/E move
4.8%

40Δ

Calls
Pseudo strike
24.65
IV
23.2%
B/E move
4.4%
Puts
Pseudo strike
23.62
IV
25.3%
B/E move
3.6%

45Δ

Calls
Pseudo strike
24.41
IV
20.7%
B/E move
3.5%
Puts
Pseudo strike
23.92
IV
21.2%
B/E move
2.4%

50Δ

Calls
Pseudo strike
24.17
IV
18.1%
B/E move
2.6%
Puts
Pseudo strike
24.10
IV
19.6%
B/E move
1.9%

55Δ

Calls
Pseudo strike
23.96
IV
16.0%
B/E move
1.9%
Puts
Pseudo strike
24.25
IV
18.8%
B/E move
1.6%

60Δ

Calls
Pseudo strike
23.83
IV
15.4%
B/E move
1.7%
Puts
Pseudo strike
24.39
IV
18.1%
B/E move
1.3%

65Δ

Calls
Pseudo strike
23.70
IV
14.9%
B/E move
1.5%
Puts
Pseudo strike
24.54
IV
17.3%
B/E move
1.0%

70Δ

Calls
Pseudo strike
23.57
IV
14.3%
B/E move
1.3%
Puts
Pseudo strike
24.68
IV
16.5%
B/E move
0.7%

75Δ

Calls
Pseudo strike
23.44
IV
13.7%
B/E move
1.1%
Puts
Pseudo strike
24.83
IV
15.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
23.31
IV
13.1%
B/E move
0.9%
Puts
Pseudo strike
24.97
IV
15.0%
B/E move
0.2%

Options history

No recorded observations