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State Street SPDR Portfolio Intermediate Term Corporate Bond Index ETF SPIB

i

Market dataready · fetched 2026-11-12T14:56:56.033Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-11-12T14:56:16.383356402Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T14:56:54.289047+00:00

Share price$32.43
1D-0.1%
$32.42$32.44$32.45$32.47$32.495:30 AM6:30 AM9:00 AM1:00 PMSPIB
Sold putSold call

State Street SPDR Portfolio Intermediate Term Corporate Bond Index ETF options

Live interpolated SPIB call and put midpoint premiums by absolute delta.State Street SPDR Portfolio Intermediate Term Corporate Bond Index ETF$0.04$0.77$1.50$2.23$2.96$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ 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 —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICESPIB PRICE$0.71$0.96$1.21$0.12$0.24$0.40$0.55$0.71$0.87$1.03$1.18$1.34$1.50$1.81$2.75
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.507.6%3.3%
25Δ32.156.5%1.6%
30Δ32.367.3%1.4%
35Δ32.578.0%1.3%
40Δ32.788.8%1.1%
45Δ32.999.6%0.9%
50Δ33.2010.3%0.8%
55Δ33.4111.1%0.6%
60Δ33.6211.8%0.5%
65Δ33.8312.6%0.3%
70Δ31.915.8%0.6%34.1814.0%0.2%
75Δ31.636.5%0.5%35.1318.2%0.2%
80Δ31.357.1%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.50
IV
7.6%
B/E move
3.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.15
IV
6.5%
B/E move
1.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.36
IV
7.3%
B/E move
1.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.57
IV
8.0%
B/E move
1.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.78
IV
8.8%
B/E move
1.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.99
IV
9.6%
B/E move
0.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.20
IV
10.3%
B/E move
0.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.41
IV
11.1%
B/E move
0.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.62
IV
11.8%
B/E move
0.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.83
IV
12.6%
B/E move
0.3%

70Δ

Calls
Pseudo strike
31.91
IV
5.8%
B/E move
0.6%
Puts
Pseudo strike
34.18
IV
14.0%
B/E move
0.2%

75Δ

Calls
Pseudo strike
31.63
IV
6.5%
B/E move
0.5%
Puts
Pseudo strike
35.13
IV
18.2%
B/E move
0.2%

80Δ

Calls
Pseudo strike
31.35
IV
7.1%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations