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State Street SPDR Portfolio TIPS ETF SPIP

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Market datapartial · fetched 2026-10-22T22:54:30.287Z

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 · 2026-10-22T22:30:00.0039367Z

FundamentalsAlpha Vantage · unavailable

Share price$24.91
1D+0.4%
AH$24.78$24.82$24.86$24.90$24.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPIP
Sold putSold callAH

State Street SPDR Portfolio TIPS ETF options

Live interpolated SPIP call and put midpoint premiums by absolute delta.State Street SPDR Portfolio TIPS ETF$0.08$0.58$1.07$1.57$2.06$22.58$23.59$24.59$25.60$26.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPIP spot · $24.91SPIP PRICE$0.14$0.42$0.39$0.33$0.28$0.23$0.18$0.40$0.62$0.85$1.07$1.29$1.51$0.42$0.41$0.37$0.33$0.29$0.25$0.21$0.62$1.14$1.59$1.70$1.81$1.92
PutsExpensive2.48×
CallsExpensive1.75×
SkewBearish+8.93 pp
Implied moveBearish±$0.39
TiltBearish17.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.1518.1%5.5%22.3451.3%12.0%
25Δ27.3843.5%11.6%23.1640.3%8.7%
30Δ26.6934.8%8.7%23.5133.9%7.1%
35Δ26.2727.6%6.8%23.8627.5%5.5%
40Δ25.8420.5%4.9%24.2221.0%3.9%
45Δ25.4113.3%2.9%24.5714.6%2.3%
50Δ24.996.4%1.1%24.938.2%0.8%
55Δ24.758.4%1.0%25.3015.2%0.9%
60Δ24.5010.3%0.9%25.6925.8%1.5%
65Δ24.2512.2%0.8%26.0434.1%1.9%
70Δ24.0114.1%0.7%26.2431.6%1.5%
75Δ23.7616.1%0.6%26.4529.1%1.1%
80Δ23.5218.0%0.5%26.6626.7%0.7%

20Δ

Calls
Pseudo strike
26.15
IV
18.1%
B/E move
5.5%
Puts
Pseudo strike
22.34
IV
51.3%
B/E move
12.0%

25Δ

Calls
Pseudo strike
27.38
IV
43.5%
B/E move
11.6%
Puts
Pseudo strike
23.16
IV
40.3%
B/E move
8.7%

30Δ

Calls
Pseudo strike
26.69
IV
34.8%
B/E move
8.7%
Puts
Pseudo strike
23.51
IV
33.9%
B/E move
7.1%

35Δ

Calls
Pseudo strike
26.27
IV
27.6%
B/E move
6.8%
Puts
Pseudo strike
23.86
IV
27.5%
B/E move
5.5%

40Δ

Calls
Pseudo strike
25.84
IV
20.5%
B/E move
4.9%
Puts
Pseudo strike
24.22
IV
21.0%
B/E move
3.9%

45Δ

Calls
Pseudo strike
25.41
IV
13.3%
B/E move
2.9%
Puts
Pseudo strike
24.57
IV
14.6%
B/E move
2.3%

50Δ

Calls
Pseudo strike
24.99
IV
6.4%
B/E move
1.1%
Puts
Pseudo strike
24.93
IV
8.2%
B/E move
0.8%

55Δ

Calls
Pseudo strike
24.75
IV
8.4%
B/E move
1.0%
Puts
Pseudo strike
25.30
IV
15.2%
B/E move
0.9%

60Δ

Calls
Pseudo strike
24.50
IV
10.3%
B/E move
0.9%
Puts
Pseudo strike
25.69
IV
25.8%
B/E move
1.5%

65Δ

Calls
Pseudo strike
24.25
IV
12.2%
B/E move
0.8%
Puts
Pseudo strike
26.04
IV
34.1%
B/E move
1.9%

70Δ

Calls
Pseudo strike
24.01
IV
14.1%
B/E move
0.7%
Puts
Pseudo strike
26.24
IV
31.6%
B/E move
1.5%

75Δ

Calls
Pseudo strike
23.76
IV
16.1%
B/E move
0.6%
Puts
Pseudo strike
26.45
IV
29.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
23.52
IV
18.0%
B/E move
0.5%
Puts
Pseudo strike
26.66
IV
26.7%
B/E move
0.7%

Options history

No recorded observations