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State Street SPDR Portfolio Aggregate Bond ETF SPAB

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Market dataready · fetched 2026-10-23T04:07:24.040Z

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 · ready · fetched 2026-10-23T04:07:23.267719+00:00

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$1.00$1.31$23.39$24.04$24.69$25.35$26.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPAB spot · $24.77SPAB PRICE$0.53$0.14$0.12$0.10$0.16$0.23$0.31$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$0.34$0.56$0.78$1.00$1.22
PutsExpensive1.93×
CallsExpensive1.82×
SkewBearish+2.20 pp
Implied moveBullish±$0.59
TiltBearish9.6% 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%
25Δ25.7115.3%4.4%24.0816.1%3.4%
30Δ25.3811.0%3.0%24.2115.0%3.0%
35Δ25.056.7%1.6%24.3414.0%2.6%
40Δ24.926.4%1.2%24.4812.9%2.1%
45Δ24.826.9%1.1%24.6111.8%1.7%
50Δ24.727.4%1.0%24.7410.8%1.2%
55Δ24.627.8%0.9%24.889.7%0.8%
60Δ24.528.3%0.8%25.018.9%0.4%
65Δ24.428.8%0.7%25.2411.0%0.3%
70Δ24.319.2%0.6%25.4813.1%0.3%
75Δ24.219.7%0.5%25.7115.2%0.2%
80Δ24.1110.2%0.3%25.9417.4%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
25.71
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
25.38
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
25.05
IV
6.7%
B/E move
1.6%
Puts
Pseudo strike
24.34
IV
14.0%
B/E move
2.6%

40Δ

Calls
Pseudo strike
24.92
IV
6.4%
B/E move
1.2%
Puts
Pseudo strike
24.48
IV
12.9%
B/E move
2.1%

45Δ

Calls
Pseudo strike
24.82
IV
6.9%
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
7.4%
B/E move
1.0%
Puts
Pseudo strike
24.74
IV
10.8%
B/E move
1.2%

55Δ

Calls
Pseudo strike
24.62
IV
7.8%
B/E move
0.9%
Puts
Pseudo strike
24.88
IV
9.7%
B/E move
0.8%

60Δ

Calls
Pseudo strike
24.52
IV
8.3%
B/E move
0.8%
Puts
Pseudo strike
25.01
IV
8.9%
B/E move
0.4%

65Δ

Calls
Pseudo strike
24.42
IV
8.8%
B/E move
0.7%
Puts
Pseudo strike
25.24
IV
11.0%
B/E move
0.3%

70Δ

Calls
Pseudo strike
24.31
IV
9.2%
B/E move
0.6%
Puts
Pseudo strike
25.48
IV
13.1%
B/E move
0.3%

75Δ

Calls
Pseudo strike
24.21
IV
9.7%
B/E move
0.5%
Puts
Pseudo strike
25.71
IV
15.2%
B/E move
0.2%

80Δ

Calls
Pseudo strike
24.11
IV
10.2%
B/E move
0.3%
Puts
Pseudo strike
25.94
IV
17.4%
B/E move
0.2%

Options history

No recorded observations