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State Street SPDR Portfolio High Yield Bond ETF SPHY

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Market datapartial · fetched 2026-10-23T15:51:46.078Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-23T15:50:53.253176597Z

FundamentalsAlpha Vantage · unavailable

Share price$22.45
1D-0.2%
$22.42$22.45$22.47$22.49$22.515:30 AM6:30 AM9:00 AM1:00 PMSPHY
Sold putSold call

State Street SPDR Portfolio High Yield Bond ETF options

Live interpolated SPHY call and put midpoint premiums by absolute delta.State Street SPDR Portfolio High Yield Bond ETF$0.38$1.25$2.11$2.98$3.84$18.99$20.46$21.93$23.40$24.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPHY spot · $22.45SPHY PRICE$0.47$0.47$0.50$0.54$0.57$0.61$0.64$0.68$0.72$0.75$0.85$1.06$0.52$0.54$0.55$0.57$0.79$1.14$1.49$1.84$2.19$2.54$2.89$3.24$3.59
PutsExpensive4.28×
CallsExpensive3.01×
SkewBearish+11.76 pp
Implied moveBearish±$2.10
TiltBearish47.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.6148.2%15.0%
25Δ25.4039.2%15.3%20.4540.0%11.3%
30Δ24.2730.4%10.2%21.1033.4%8.5%
35Δ23.8326.8%8.4%21.7526.9%5.7%
40Δ23.5924.8%7.5%22.2725.2%4.3%
45Δ23.3522.8%6.5%22.7226.6%3.9%
50Δ23.1120.8%5.6%23.1728.0%3.4%
55Δ22.8718.9%4.7%23.6229.5%3.0%
60Δ22.6316.9%3.8%24.0730.9%2.6%
65Δ22.3914.9%2.9%24.5232.3%2.1%
70Δ22.1512.9%2.0%24.9733.7%1.7%
75Δ21.8911.8%1.3%25.4135.2%1.2%
80Δ21.6112.2%1.0%25.8636.6%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.61
IV
48.2%
B/E move
15.0%

25Δ

Calls
Pseudo strike
25.40
IV
39.2%
B/E move
15.3%
Puts
Pseudo strike
20.45
IV
40.0%
B/E move
11.3%

30Δ

Calls
Pseudo strike
24.27
IV
30.4%
B/E move
10.2%
Puts
Pseudo strike
21.10
IV
33.4%
B/E move
8.5%

35Δ

Calls
Pseudo strike
23.83
IV
26.8%
B/E move
8.4%
Puts
Pseudo strike
21.75
IV
26.9%
B/E move
5.7%

40Δ

Calls
Pseudo strike
23.59
IV
24.8%
B/E move
7.5%
Puts
Pseudo strike
22.27
IV
25.2%
B/E move
4.3%

45Δ

Calls
Pseudo strike
23.35
IV
22.8%
B/E move
6.5%
Puts
Pseudo strike
22.72
IV
26.6%
B/E move
3.9%

50Δ

Calls
Pseudo strike
23.11
IV
20.8%
B/E move
5.6%
Puts
Pseudo strike
23.17
IV
28.0%
B/E move
3.4%

55Δ

Calls
Pseudo strike
22.87
IV
18.9%
B/E move
4.7%
Puts
Pseudo strike
23.62
IV
29.5%
B/E move
3.0%

60Δ

Calls
Pseudo strike
22.63
IV
16.9%
B/E move
3.8%
Puts
Pseudo strike
24.07
IV
30.9%
B/E move
2.6%

65Δ

Calls
Pseudo strike
22.39
IV
14.9%
B/E move
2.9%
Puts
Pseudo strike
24.52
IV
32.3%
B/E move
2.1%

70Δ

Calls
Pseudo strike
22.15
IV
12.9%
B/E move
2.0%
Puts
Pseudo strike
24.97
IV
33.7%
B/E move
1.7%

75Δ

Calls
Pseudo strike
21.89
IV
11.8%
B/E move
1.3%
Puts
Pseudo strike
25.41
IV
35.2%
B/E move
1.2%

80Δ

Calls
Pseudo strike
21.61
IV
12.2%
B/E move
1.0%
Puts
Pseudo strike
25.86
IV
36.6%
B/E move
0.8%

Options history

No recorded observations