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State Street SPDR Portfolio Corporate Bond Index ETF SPBO

i

Market dataready · fetched 2026-11-12T01:01:54.379Z

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: 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 · 2026-11-12T01:00:00.119266007Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:01:53.960810+00:00

Share price$27.90
1D+0.1%
AH$27.80$27.83$27.85$27.88$27.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPBO
Sold putSold callAH

State Street SPDR Portfolio Corporate Bond Index ETF options

Live interpolated SPBO call and put midpoint premiums by absolute delta.State Street SPDR Portfolio Corporate Bond Index ETF$0.43$0.62$0.80$0.99$1.18$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICESPBO PRICE$0.45$0.45$0.45$0.45$0.46$0.47$0.45$0.45$0.45$0.46$0.48$0.50$0.52$0.60$0.71$0.81$0.91$1.02$1.12
PutsExpensive5.39×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.24100.0%17.2%25.1387.5%11.6%
25Δ30.4274.2%10.7%26.1566.8%7.9%
30Δ29.4558.1%7.2%26.8153.0%5.5%
35Δ28.8747.3%5.1%27.1845.3%4.2%
40Δ28.5540.8%4.0%27.4340.1%3.4%
45Δ28.2434.2%2.9%27.6834.9%2.6%
50Δ27.9329.7%1.8%
55Δ28.1227.9%1.4%
60Δ28.2827.4%1.2%
65Δ28.4426.9%1.0%
70Δ28.6026.4%0.8%
75Δ28.7626.0%0.6%
80Δ28.9225.5%0.4%

20Δ

Calls
Pseudo strike
32.24
IV
100.0%
B/E move
17.2%
Puts
Pseudo strike
25.13
IV
87.5%
B/E move
11.6%

25Δ

Calls
Pseudo strike
30.42
IV
74.2%
B/E move
10.7%
Puts
Pseudo strike
26.15
IV
66.8%
B/E move
7.9%

30Δ

Calls
Pseudo strike
29.45
IV
58.1%
B/E move
7.2%
Puts
Pseudo strike
26.81
IV
53.0%
B/E move
5.5%

35Δ

Calls
Pseudo strike
28.87
IV
47.3%
B/E move
5.1%
Puts
Pseudo strike
27.18
IV
45.3%
B/E move
4.2%

40Δ

Calls
Pseudo strike
28.55
IV
40.8%
B/E move
4.0%
Puts
Pseudo strike
27.43
IV
40.1%
B/E move
3.4%

45Δ

Calls
Pseudo strike
28.24
IV
34.2%
B/E move
2.9%
Puts
Pseudo strike
27.68
IV
34.9%
B/E move
2.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.93
IV
29.7%
B/E move
1.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.12
IV
27.9%
B/E move
1.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.28
IV
27.4%
B/E move
1.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.44
IV
26.9%
B/E move
1.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.60
IV
26.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.76
IV
26.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.92
IV
25.5%
B/E move
0.4%

Options history

IV · four-Friday blend17.14%
Daily EOD
SPBO16.0%16.6%17.2%2026-10-19: 16.11%2026-10-20: 16.09%2026-10-22: 16.19%2026-10-23: 16.43%2026-10-26: 16.67%2026-10-27: 16.79%2026-10-28: 16.42%2026-10-29: 16.77%2026-10-30: 17.14%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
16.11%
16.09%
16.19%
16.43%
16.67%
16.79%
16.42%
16.77%
17.14%