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State Street SPDR Portfolio TIPS Index ETF SPIP

i

Market dataready · fetched 2026-11-12T00:46:29.689Z

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: 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 · 2026-11-11T23:30:00.003854566Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:46:29.327628+00:00

Share price$24.60
1D+0.0%
AH$24.54$24.56$24.57$24.59$24.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPIP
Sold putSold callAH

State Street SPDR Portfolio TIPS Index ETF options

Live interpolated SPIP call and put midpoint premiums by absolute delta.State Street SPDR Portfolio TIPS Index ETF$0.06$0.15$0.23$0.31$0.39$-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 —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICESPIP PRICE$0.07$0.10$0.12$0.15$0.17$0.20$0.22$0.25$0.27$0.30$0.32$0.34$0.37
PutsExpensive1.47×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.1312.6%2.2%
25Δ24.1912.4%2.0%
30Δ24.2612.1%1.9%
35Δ24.3311.8%1.7%
40Δ24.3911.5%1.5%
45Δ24.4611.2%1.4%
50Δ24.5210.9%1.2%
55Δ24.5910.6%1.0%
60Δ24.6610.3%0.9%
65Δ24.7210.0%0.7%
70Δ24.799.8%0.5%
75Δ24.859.5%0.4%
80Δ24.929.2%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.13
IV
12.6%
B/E move
2.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.19
IV
12.4%
B/E move
2.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.26
IV
12.1%
B/E move
1.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.33
IV
11.8%
B/E move
1.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.39
IV
11.5%
B/E move
1.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.46
IV
11.2%
B/E move
1.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.52
IV
10.9%
B/E move
1.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.59
IV
10.6%
B/E move
1.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.66
IV
10.3%
B/E move
0.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.72
IV
10.0%
B/E move
0.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.79
IV
9.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.85
IV
9.5%
B/E move
0.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.92
IV
9.2%
B/E move
0.2%

Options history

IV · four-Friday blend10.83%
Daily EOD
SPIP6.5%10.7%14.9%2026-10-22: 14.29%2026-10-23: 7.74%2026-10-26: 9.37%2026-10-27: 7.10%2026-10-29: 10.83%Oct 22Oct 26Oct 29
5 observations2026-10-22 — 2026-10-29
Table
DateIV (%)
14.29%
7.74%
9.37%
7.10%
10.83%