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State Street SPDR Portfolio Intermediate Term Corporate Bond ETF SPIB

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Market dataready · fetched 2026-10-23T13:31:45.743Z

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 · 2026-10-23T13:31:37.247893331Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T13:31:44.973438+00:00

Share price$32.55
1D+0.0%
$32.53$32.54$32.55$32.56$32.575:30 AM6:30 AM9:00 AM1:00 PMSPIB
Sold putSold call

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$0.00$0.53$1.05$1.58$2.11$31.46$31.96$32.46$32.97$33.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPIB spot · $32.55SPIB PRICE$0.05$0.08$0.12$0.16$0.20$0.23$0.27$0.31$0.35$0.39$0.43$0.47$0.51$0.10$0.14$0.19$0.24$0.28$0.33$0.37$0.42$0.47$0.51$0.83$1.28$1.95
PutsExpensive1.21×
CallsCheap0.60×
SkewBearish+5.08 pp
Implied moveBearish±$0.65
TiltBearish33.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.125.4%1.9%32.107.3%1.7%
25Δ32.954.6%1.5%32.207.5%1.5%
30Δ32.874.6%1.3%32.297.6%1.4%
35Δ32.804.7%1.2%32.397.8%1.2%
40Δ32.724.7%1.1%32.498.0%1.1%
45Δ32.654.8%1.0%32.588.1%0.9%
50Δ32.574.8%0.9%32.688.3%0.7%
55Δ32.504.8%0.8%32.788.5%0.6%
60Δ32.434.9%0.7%32.878.6%0.4%
65Δ32.354.9%0.6%32.978.8%0.3%
70Δ32.284.9%0.5%33.3011.7%0.3%
75Δ32.205.0%0.4%33.7315.8%0.3%
80Δ32.135.0%0.3%34.4021.2%0.3%

20Δ

Calls
Pseudo strike
33.12
IV
5.4%
B/E move
1.9%
Puts
Pseudo strike
32.10
IV
7.3%
B/E move
1.7%

25Δ

Calls
Pseudo strike
32.95
IV
4.6%
B/E move
1.5%
Puts
Pseudo strike
32.20
IV
7.5%
B/E move
1.5%

30Δ

Calls
Pseudo strike
32.87
IV
4.6%
B/E move
1.3%
Puts
Pseudo strike
32.29
IV
7.6%
B/E move
1.4%

35Δ

Calls
Pseudo strike
32.80
IV
4.7%
B/E move
1.2%
Puts
Pseudo strike
32.39
IV
7.8%
B/E move
1.2%

40Δ

Calls
Pseudo strike
32.72
IV
4.7%
B/E move
1.1%
Puts
Pseudo strike
32.49
IV
8.0%
B/E move
1.1%

45Δ

Calls
Pseudo strike
32.65
IV
4.8%
B/E move
1.0%
Puts
Pseudo strike
32.58
IV
8.1%
B/E move
0.9%

50Δ

Calls
Pseudo strike
32.57
IV
4.8%
B/E move
0.9%
Puts
Pseudo strike
32.68
IV
8.3%
B/E move
0.7%

55Δ

Calls
Pseudo strike
32.50
IV
4.8%
B/E move
0.8%
Puts
Pseudo strike
32.78
IV
8.5%
B/E move
0.6%

60Δ

Calls
Pseudo strike
32.43
IV
4.9%
B/E move
0.7%
Puts
Pseudo strike
32.87
IV
8.6%
B/E move
0.4%

65Δ

Calls
Pseudo strike
32.35
IV
4.9%
B/E move
0.6%
Puts
Pseudo strike
32.97
IV
8.8%
B/E move
0.3%

70Δ

Calls
Pseudo strike
32.28
IV
4.9%
B/E move
0.5%
Puts
Pseudo strike
33.30
IV
11.7%
B/E move
0.3%

75Δ

Calls
Pseudo strike
32.20
IV
5.0%
B/E move
0.4%
Puts
Pseudo strike
33.73
IV
15.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
32.13
IV
5.0%
B/E move
0.3%
Puts
Pseudo strike
34.40
IV
21.2%
B/E move
0.3%

Options history

No recorded observations