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State Street SPDR Portfolio High Yield Bond ETF SPHY

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Market dataready · fetched 2026-10-23T03:33:25.532Z

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 · 2026-10-23T00:00:00.115787076Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T03:32:18.807389+00:00

Share price$22.50
1D+0.3%
AH$22.41$22.44$22.47$22.50$22.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPHY
Sold putSold callAH

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$0.23$2.05$3.88$5.70$7.53$18.80$20.50$22.21$23.91$25.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPHY spot · $22.50SPHY PRICE$0.43$0.45$0.48$0.50$0.52$0.55$0.57$0.60$0.62$0.65$0.67$0.69$1.11$0.43$0.45$0.46$0.47$1.06$1.81$2.55$3.29$4.03$4.78$5.52$6.26$7.00
PutsExpensive5.55×
CallsExpensive5.36×
SkewBearish+9.34 pp
Implied moveBearish±$3.12
TiltBearish65.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.9766.9%21.8%20.0256.0%12.9%
25Δ26.5362.1%19.9%20.8944.8%9.1%
30Δ26.0857.4%18.0%21.4237.5%6.8%
35Δ25.6452.6%16.2%21.9030.7%4.8%
40Δ25.2047.8%14.3%22.6532.8%4.1%
45Δ24.7543.1%12.4%23.4837.3%3.7%
50Δ24.3138.3%10.6%24.3041.8%3.3%
55Δ23.8733.5%8.7%25.1246.3%3.0%
60Δ23.4228.8%6.9%25.9450.8%2.6%
65Δ22.9824.0%5.0%26.7755.3%2.3%
70Δ22.5419.2%3.1%27.5959.8%1.9%
75Δ22.0914.5%1.3%28.4164.3%1.6%
80Δ21.5516.8%0.7%29.2368.8%1.2%

20Δ

Calls
Pseudo strike
26.97
IV
66.9%
B/E move
21.8%
Puts
Pseudo strike
20.02
IV
56.0%
B/E move
12.9%

25Δ

Calls
Pseudo strike
26.53
IV
62.1%
B/E move
19.9%
Puts
Pseudo strike
20.89
IV
44.8%
B/E move
9.1%

30Δ

Calls
Pseudo strike
26.08
IV
57.4%
B/E move
18.0%
Puts
Pseudo strike
21.42
IV
37.5%
B/E move
6.8%

35Δ

Calls
Pseudo strike
25.64
IV
52.6%
B/E move
16.2%
Puts
Pseudo strike
21.90
IV
30.7%
B/E move
4.8%

40Δ

Calls
Pseudo strike
25.20
IV
47.8%
B/E move
14.3%
Puts
Pseudo strike
22.65
IV
32.8%
B/E move
4.1%

45Δ

Calls
Pseudo strike
24.75
IV
43.1%
B/E move
12.4%
Puts
Pseudo strike
23.48
IV
37.3%
B/E move
3.7%

50Δ

Calls
Pseudo strike
24.31
IV
38.3%
B/E move
10.6%
Puts
Pseudo strike
24.30
IV
41.8%
B/E move
3.3%

55Δ

Calls
Pseudo strike
23.87
IV
33.5%
B/E move
8.7%
Puts
Pseudo strike
25.12
IV
46.3%
B/E move
3.0%

60Δ

Calls
Pseudo strike
23.42
IV
28.8%
B/E move
6.9%
Puts
Pseudo strike
25.94
IV
50.8%
B/E move
2.6%

65Δ

Calls
Pseudo strike
22.98
IV
24.0%
B/E move
5.0%
Puts
Pseudo strike
26.77
IV
55.3%
B/E move
2.3%

70Δ

Calls
Pseudo strike
22.54
IV
19.2%
B/E move
3.1%
Puts
Pseudo strike
27.59
IV
59.8%
B/E move
1.9%

75Δ

Calls
Pseudo strike
22.09
IV
14.5%
B/E move
1.3%
Puts
Pseudo strike
28.41
IV
64.3%
B/E move
1.6%

80Δ

Calls
Pseudo strike
21.55
IV
16.8%
B/E move
0.7%
Puts
Pseudo strike
29.23
IV
68.8%
B/E move
1.2%

Options history

No recorded observations