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State Street SPDR Portfolio Long Term Corporate Bond Index ETF SPLB

i

Market dataready · fetched 2026-11-12T00:52:37.998Z

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 · 2026-11-11T23:30:00.004044299Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:52:37.514732+00:00

Share price$20.96
1D+0.3%
AH$20.84$20.87$20.91$20.94$20.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPLB
Sold putSold callAH

State Street SPDR Portfolio Long Term Corporate Bond Index ETF options

Live interpolated SPLB call and put midpoint premiums by absolute delta.State Street SPDR Portfolio Long Term Corporate Bond Index ETF$0.02$0.39$0.75$1.12$1.49$20.32$20.66$20.99$21.32$21.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPLB spot · $20.96SPLB PRICE$0.06$0.07$0.08$0.08$0.09$0.10$0.20$0.40$0.60$0.79$0.99$1.19$1.38$0.07$0.07$0.08$0.09$0.10$0.11$0.12$0.19$0.31$0.43$0.55$0.67$0.79
PutsFair0.98×
CallsExpensive1.07×
SkewBullish-2.16 pp
Implied moveBullish±$0.32
TiltBullish25.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.7821.9%4.2%20.2022.8%3.9%
25Δ21.6419.4%3.6%20.3320.6%3.4%
30Δ21.4916.9%2.9%20.4518.4%2.8%
35Δ21.3514.5%2.3%20.5716.3%2.3%
40Δ21.2112.0%1.6%20.6914.1%1.8%
45Δ21.079.5%1.0%20.8212.0%1.2%
50Δ20.899.9%0.6%20.949.8%0.7%
55Δ20.6812.9%0.6%21.079.6%0.4%
60Δ20.4815.9%0.5%21.2011.4%0.3%
65Δ20.2718.9%0.5%21.3313.2%0.3%
70Δ20.0621.9%0.4%21.4615.0%0.2%
75Δ19.8624.9%0.4%21.5916.8%0.2%
80Δ19.6527.9%0.3%21.7218.6%0.1%

20Δ

Calls
Pseudo strike
21.78
IV
21.9%
B/E move
4.2%
Puts
Pseudo strike
20.20
IV
22.8%
B/E move
3.9%

25Δ

Calls
Pseudo strike
21.64
IV
19.4%
B/E move
3.6%
Puts
Pseudo strike
20.33
IV
20.6%
B/E move
3.4%

30Δ

Calls
Pseudo strike
21.49
IV
16.9%
B/E move
2.9%
Puts
Pseudo strike
20.45
IV
18.4%
B/E move
2.8%

35Δ

Calls
Pseudo strike
21.35
IV
14.5%
B/E move
2.3%
Puts
Pseudo strike
20.57
IV
16.3%
B/E move
2.3%

40Δ

Calls
Pseudo strike
21.21
IV
12.0%
B/E move
1.6%
Puts
Pseudo strike
20.69
IV
14.1%
B/E move
1.8%

45Δ

Calls
Pseudo strike
21.07
IV
9.5%
B/E move
1.0%
Puts
Pseudo strike
20.82
IV
12.0%
B/E move
1.2%

50Δ

Calls
Pseudo strike
20.89
IV
9.9%
B/E move
0.6%
Puts
Pseudo strike
20.94
IV
9.8%
B/E move
0.7%

55Δ

Calls
Pseudo strike
20.68
IV
12.9%
B/E move
0.6%
Puts
Pseudo strike
21.07
IV
9.6%
B/E move
0.4%

60Δ

Calls
Pseudo strike
20.48
IV
15.9%
B/E move
0.5%
Puts
Pseudo strike
21.20
IV
11.4%
B/E move
0.3%

65Δ

Calls
Pseudo strike
20.27
IV
18.9%
B/E move
0.5%
Puts
Pseudo strike
21.33
IV
13.2%
B/E move
0.3%

70Δ

Calls
Pseudo strike
20.06
IV
21.9%
B/E move
0.4%
Puts
Pseudo strike
21.46
IV
15.0%
B/E move
0.2%

75Δ

Calls
Pseudo strike
19.86
IV
24.9%
B/E move
0.4%
Puts
Pseudo strike
21.59
IV
16.8%
B/E move
0.2%

80Δ

Calls
Pseudo strike
19.65
IV
27.9%
B/E move
0.3%
Puts
Pseudo strike
21.72
IV
18.6%
B/E move
0.1%

Options history

IV · four-Friday blend13.67%
Daily EOD
SPLB11.1%14.8%18.4%2026-10-19: 17.63%2026-10-26: 17.88%2026-10-28: 11.62%2026-10-29: 16.83%2026-10-30: 13.67%Oct 19Oct 28Oct 30
5 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
17.63%
17.88%
11.62%
16.83%
13.67%