IntraAlpha
Create free account Start free

State Street SPDR Portfolio Corporate Bond ETF SPBO

i

Market datapartial · fetched 2026-10-22T23:42:53.172Z

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 · 2026-10-22T22:30:00.004236808Z

FundamentalsAlpha Vantage · unavailable

Share price$27.97
1D+0.5%
AH$27.82$27.87$27.92$27.97$28.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPBO
Sold putSold callAH

State Street SPDR Portfolio Corporate Bond ETF options

Live interpolated SPBO call and put midpoint premiums by absolute delta.State Street SPDR Portfolio Corporate Bond ETF$0.42$0.46$0.51$0.55$0.60$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESPBO PRICE$0.42$0.42$0.42$0.43$0.44$0.45$0.47$0.42$0.43$0.45$0.49$0.54$0.58
PutsExpensive4.28×
CallsExpensive4.45×
SkewBearish+1.55 pp
Implied move——
TiltBullish2.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.0851.8%16.2%25.3646.0%10.8%
25Δ30.4138.6%10.2%26.3235.8%7.4%
30Δ29.5130.3%7.0%26.9928.8%5.1%
35Δ28.9324.4%5.0%27.2926.3%4.2%
40Δ28.6721.6%4.1%27.5823.8%3.3%
45Δ28.4218.8%3.2%27.8821.3%2.4%
50Δ28.1715.9%2.4%
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
32.08
IV
51.8%
B/E move
16.2%
Puts
Pseudo strike
25.36
IV
46.0%
B/E move
10.8%

25Δ

Calls
Pseudo strike
30.41
IV
38.6%
B/E move
10.2%
Puts
Pseudo strike
26.32
IV
35.8%
B/E move
7.4%

30Δ

Calls
Pseudo strike
29.51
IV
30.3%
B/E move
7.0%
Puts
Pseudo strike
26.99
IV
28.8%
B/E move
5.1%

35Δ

Calls
Pseudo strike
28.93
IV
24.4%
B/E move
5.0%
Puts
Pseudo strike
27.29
IV
26.3%
B/E move
4.2%

40Δ

Calls
Pseudo strike
28.67
IV
21.6%
B/E move
4.1%
Puts
Pseudo strike
27.58
IV
23.8%
B/E move
3.3%

45Δ

Calls
Pseudo strike
28.42
IV
18.8%
B/E move
3.2%
Puts
Pseudo strike
27.88
IV
21.3%
B/E move
2.4%

50Δ

Calls
Pseudo strike
28.17
IV
15.9%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

55Δ

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

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

No recorded observations