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State Street SPDR Portfolio Mortgage Backed Bond ETF SPMB

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Market datapartial · fetched 2026-10-22T13:31:04.681Z

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 · 2026-10-22T13:30:00.120372905Z

FundamentalsAlpha Vantage · unavailable

Share price$21.48
1D+0.0%
$21.47$21.47$21.48$21.49$21.495:30 AM6:30 AM9:00 AM1:00 PMSPMB
Sold putSold call

State Street SPDR Portfolio Mortgage Backed Bond ETF options

Live interpolated SPMB call and put midpoint premiums by absolute delta.State Street SPDR Portfolio Mortgage Backed Bond ETF$0.69$1.31$1.94$2.56$3.19$13.47$17.56$21.65$25.74$29.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPMB spot · $21.48SPMB PRICE$0.75$1.43$2.11$2.45$2.45$2.45$2.45$2.46$2.50$2.59$2.80$3.01$2.11$2.45$2.45$2.45$2.45$2.45$2.50$2.61$2.73$2.85$2.96$2.57$1.94
PutsExpensive9.68×
CallsExpensive8.84×
SkewBullish-5.44 pp
Implied moveBalanced±$4.95
TiltBearish8.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.82211.2%36.2%
25Δ26.3589.8%26.2%17.27197.8%31.0%
30Δ28.21137.4%38.0%18.81162.6%23.8%
35Δ30.07185.0%49.8%20.01135.9%18.2%
40Δ28.29185.7%43.1%20.92115.7%14.0%
45Δ24.90150.1%27.3%21.60100.1%10.8%
50Δ22.94123.9%18.2%22.1788.2%8.4%
55Δ21.74104.2%12.6%22.5981.2%7.0%
60Δ20.9188.5%8.8%23.0274.2%5.6%
65Δ20.3777.6%6.5%23.4467.3%4.1%
70Δ19.8768.6%4.5%23.8760.3%2.7%
75Δ19.4364.0%3.5%23.7047.7%1.6%
80Δ18.9959.6%2.4%23.2732.6%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.82
IV
211.2%
B/E move
36.2%

25Δ

Calls
Pseudo strike
26.35
IV
89.8%
B/E move
26.2%
Puts
Pseudo strike
17.27
IV
197.8%
B/E move
31.0%

30Δ

Calls
Pseudo strike
28.21
IV
137.4%
B/E move
38.0%
Puts
Pseudo strike
18.81
IV
162.6%
B/E move
23.8%

35Δ

Calls
Pseudo strike
30.07
IV
185.0%
B/E move
49.8%
Puts
Pseudo strike
20.01
IV
135.9%
B/E move
18.2%

40Δ

Calls
Pseudo strike
28.29
IV
185.7%
B/E move
43.1%
Puts
Pseudo strike
20.92
IV
115.7%
B/E move
14.0%

45Δ

Calls
Pseudo strike
24.90
IV
150.1%
B/E move
27.3%
Puts
Pseudo strike
21.60
IV
100.1%
B/E move
10.8%

50Δ

Calls
Pseudo strike
22.94
IV
123.9%
B/E move
18.2%
Puts
Pseudo strike
22.17
IV
88.2%
B/E move
8.4%

55Δ

Calls
Pseudo strike
21.74
IV
104.2%
B/E move
12.6%
Puts
Pseudo strike
22.59
IV
81.2%
B/E move
7.0%

60Δ

Calls
Pseudo strike
20.91
IV
88.5%
B/E move
8.8%
Puts
Pseudo strike
23.02
IV
74.2%
B/E move
5.6%

65Δ

Calls
Pseudo strike
20.37
IV
77.6%
B/E move
6.5%
Puts
Pseudo strike
23.44
IV
67.3%
B/E move
4.1%

70Δ

Calls
Pseudo strike
19.87
IV
68.6%
B/E move
4.5%
Puts
Pseudo strike
23.87
IV
60.3%
B/E move
2.7%

75Δ

Calls
Pseudo strike
19.43
IV
64.0%
B/E move
3.5%
Puts
Pseudo strike
23.70
IV
47.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
18.99
IV
59.6%
B/E move
2.4%
Puts
Pseudo strike
23.27
IV
32.6%
B/E move
0.7%

Options history

No recorded observations