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State Street SPDR Portfolio Intermediate Term Corporate Bond ETF SPIB

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Market datapartial · fetched 2026-10-23T12:33:34.118Z

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 · 2026-10-23T00:00:00.12309757Z

FundamentalsAlpha Vantage · unavailable

Share price$32.58
1D+0.3%
AH$32.46$32.51$32.55$32.60$32.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPIB
Sold putSold callAH

State Street SPDR Portfolio Intermediate Term Corporate Bond ETF options

Live interpolated SPIB call and put midpoint premiums by absolute delta.State Street SPDR Portfolio Intermediate Term Corporate Bond ETF$0.05$0.50$0.95$1.41$1.86$31.37$32.03$32.69$33.35$34.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPIB spot · $32.58SPIB PRICE$0.17$0.24$0.30$0.37$0.43$0.48$0.50$0.52$0.54$0.55$0.57$0.59$0.61$0.10$0.14$0.19$0.23$0.27$0.32$0.36$0.41$0.45$0.50$0.84$1.21$1.73
PutsExpensive1.28×
CallsExpensive1.62×
SkewBullish-2.50 pp
Implied moveBullish±$0.86
TiltBearish6.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.7112.8%4.0%31.969.6%2.2%
25Δ33.5613.7%3.7%32.109.4%1.9%
30Δ33.4014.6%3.5%32.219.3%1.7%
35Δ33.2515.5%3.2%32.329.2%1.5%
40Δ33.0916.4%2.9%32.449.1%1.3%
45Δ32.9516.4%2.6%32.559.0%1.1%
50Δ32.8315.2%2.3%32.668.9%0.9%
55Δ32.7213.9%2.0%32.778.9%0.7%
60Δ32.6012.6%1.7%32.888.8%0.5%
65Δ32.4811.4%1.4%32.998.7%0.3%
70Δ32.3610.1%1.1%33.3411.6%0.2%
75Δ32.248.8%0.8%33.7114.8%0.2%
80Δ32.127.5%0.4%34.2318.9%0.2%

20Δ

Calls
Pseudo strike
33.71
IV
12.8%
B/E move
4.0%
Puts
Pseudo strike
31.96
IV
9.6%
B/E move
2.2%

25Δ

Calls
Pseudo strike
33.56
IV
13.7%
B/E move
3.7%
Puts
Pseudo strike
32.10
IV
9.4%
B/E move
1.9%

30Δ

Calls
Pseudo strike
33.40
IV
14.6%
B/E move
3.5%
Puts
Pseudo strike
32.21
IV
9.3%
B/E move
1.7%

35Δ

Calls
Pseudo strike
33.25
IV
15.5%
B/E move
3.2%
Puts
Pseudo strike
32.32
IV
9.2%
B/E move
1.5%

40Δ

Calls
Pseudo strike
33.09
IV
16.4%
B/E move
2.9%
Puts
Pseudo strike
32.44
IV
9.1%
B/E move
1.3%

45Δ

Calls
Pseudo strike
32.95
IV
16.4%
B/E move
2.6%
Puts
Pseudo strike
32.55
IV
9.0%
B/E move
1.1%

50Δ

Calls
Pseudo strike
32.83
IV
15.2%
B/E move
2.3%
Puts
Pseudo strike
32.66
IV
8.9%
B/E move
0.9%

55Δ

Calls
Pseudo strike
32.72
IV
13.9%
B/E move
2.0%
Puts
Pseudo strike
32.77
IV
8.9%
B/E move
0.7%

60Δ

Calls
Pseudo strike
32.60
IV
12.6%
B/E move
1.7%
Puts
Pseudo strike
32.88
IV
8.8%
B/E move
0.5%

65Δ

Calls
Pseudo strike
32.48
IV
11.4%
B/E move
1.4%
Puts
Pseudo strike
32.99
IV
8.7%
B/E move
0.3%

70Δ

Calls
Pseudo strike
32.36
IV
10.1%
B/E move
1.1%
Puts
Pseudo strike
33.34
IV
11.6%
B/E move
0.2%

75Δ

Calls
Pseudo strike
32.24
IV
8.8%
B/E move
0.8%
Puts
Pseudo strike
33.71
IV
14.8%
B/E move
0.2%

80Δ

Calls
Pseudo strike
32.12
IV
7.5%
B/E move
0.4%
Puts
Pseudo strike
34.23
IV
18.9%
B/E move
0.2%

Options history

No recorded observations