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State Street SPDR Portfolio Aggregate Bond ETF SPAB

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Market datapartial · fetched 2026-10-23T03:14:16.838Z

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 · 2026-10-23T00:00:00.125569412Z

FundamentalsAlpha Vantage · unavailable

Share price$24.77
1D+0.5%
AH$24.63$24.67$24.72$24.76$24.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPAB
Sold putSold callAH

State Street SPDR Portfolio Aggregate Bond ETF options

Live interpolated SPAB call and put midpoint premiums by absolute delta.State Street SPDR Portfolio Aggregate Bond ETF$0.07$0.38$0.69$1.01$1.32$23.39$24.04$24.69$25.34$25.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPAB spot · $24.77SPAB PRICE$0.53$0.14$0.12$0.10$0.16$0.23$0.30$0.38$0.45$0.52$0.60$0.67$0.74$0.48$0.16$0.19$0.21$0.23$0.26$0.28$0.30$0.35$0.57$0.79$1.01$1.23
PutsExpensive1.92×
CallsExpensive1.81×
SkewBearish+2.21 pp
Implied moveBullish±$0.59
TiltBearish10.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.4275.1%24.9%22.1255.5%12.6%
25Δ25.7215.3%4.4%24.0816.1%3.4%
30Δ25.3911.0%3.0%24.2115.0%3.0%
35Δ25.066.7%1.6%24.3513.9%2.6%
40Δ24.926.3%1.2%24.4812.8%2.1%
45Δ24.826.8%1.1%24.6111.8%1.7%
50Δ24.727.3%1.0%24.7510.7%1.2%
55Δ24.627.7%0.9%24.889.6%0.8%
60Δ24.528.2%0.8%25.028.9%0.4%
65Δ24.428.7%0.7%25.2611.0%0.3%
70Δ24.329.2%0.6%25.4913.1%0.3%
75Δ24.229.7%0.5%25.7215.2%0.2%
80Δ24.1210.1%0.3%25.9517.3%0.2%

20Δ

Calls
Pseudo strike
30.42
IV
75.1%
B/E move
24.9%
Puts
Pseudo strike
22.12
IV
55.5%
B/E move
12.6%

25Δ

Calls
Pseudo strike
25.72
IV
15.3%
B/E move
4.4%
Puts
Pseudo strike
24.08
IV
16.1%
B/E move
3.4%

30Δ

Calls
Pseudo strike
25.39
IV
11.0%
B/E move
3.0%
Puts
Pseudo strike
24.21
IV
15.0%
B/E move
3.0%

35Δ

Calls
Pseudo strike
25.06
IV
6.7%
B/E move
1.6%
Puts
Pseudo strike
24.35
IV
13.9%
B/E move
2.6%

40Δ

Calls
Pseudo strike
24.92
IV
6.3%
B/E move
1.2%
Puts
Pseudo strike
24.48
IV
12.8%
B/E move
2.1%

45Δ

Calls
Pseudo strike
24.82
IV
6.8%
B/E move
1.1%
Puts
Pseudo strike
24.61
IV
11.8%
B/E move
1.7%

50Δ

Calls
Pseudo strike
24.72
IV
7.3%
B/E move
1.0%
Puts
Pseudo strike
24.75
IV
10.7%
B/E move
1.2%

55Δ

Calls
Pseudo strike
24.62
IV
7.7%
B/E move
0.9%
Puts
Pseudo strike
24.88
IV
9.6%
B/E move
0.8%

60Δ

Calls
Pseudo strike
24.52
IV
8.2%
B/E move
0.8%
Puts
Pseudo strike
25.02
IV
8.9%
B/E move
0.4%

65Δ

Calls
Pseudo strike
24.42
IV
8.7%
B/E move
0.7%
Puts
Pseudo strike
25.26
IV
11.0%
B/E move
0.3%

70Δ

Calls
Pseudo strike
24.32
IV
9.2%
B/E move
0.6%
Puts
Pseudo strike
25.49
IV
13.1%
B/E move
0.3%

75Δ

Calls
Pseudo strike
24.22
IV
9.7%
B/E move
0.5%
Puts
Pseudo strike
25.72
IV
15.2%
B/E move
0.2%

80Δ

Calls
Pseudo strike
24.12
IV
10.1%
B/E move
0.3%
Puts
Pseudo strike
25.95
IV
17.3%
B/E move
0.2%

Options history

No recorded observations