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State Street SPDR Portfolio Mortgage Backed Bond ETF SPMB

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Market datapartial · fetched 2026-10-22T21:08:34.273Z

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 · 2026-10-22T20:10:00.004003402Z

FundamentalsAlpha Vantage · unavailable

Share price$21.56
1D+0.4%
AH$21.46$21.50$21.53$21.57$21.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPMB
Sold putSold callAH

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$0.12$0.51$0.90$1.29$1.68$19.08$20.42$21.76$23.11$24.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPMB spot · $21.56SPMB PRICE$0.63$0.16$0.63$0.63$0.67$0.71$0.76$0.80$0.85$0.89$0.99$1.28$1.57$0.45$0.56$0.63$0.63$0.62$0.61$0.60$0.59$0.58$0.58$0.84$1.11$1.39
PutsExpensive3.07×
CallsExpensive3.26×
SkewBullish-6.68 pp
Implied moveBullish±$1.36
TiltBullish7.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.03105.4%37.5%19.0061.0%14.0%
25Δ22.4618.0%4.9%19.6357.2%11.5%
30Δ23.9459.0%14.0%20.2351.0%9.1%
35Δ22.9947.2%9.5%20.7841.7%6.5%
40Δ22.6943.6%8.4%21.1135.5%5.0%
45Δ22.4040.1%7.2%21.2831.4%4.1%
50Δ22.1136.5%6.1%21.4627.3%3.3%
55Δ21.8133.0%4.9%21.6423.1%2.4%
60Δ21.5229.4%3.7%21.8119.0%1.5%
65Δ21.2325.8%2.6%21.9914.9%0.7%
70Δ20.9223.1%1.6%22.2817.0%0.5%
75Δ20.5723.2%1.3%22.5819.5%0.4%
80Δ20.2223.3%1.1%22.8821.9%0.3%

20Δ

Calls
Pseudo strike
29.03
IV
105.4%
B/E move
37.5%
Puts
Pseudo strike
19.00
IV
61.0%
B/E move
14.0%

25Δ

Calls
Pseudo strike
22.46
IV
18.0%
B/E move
4.9%
Puts
Pseudo strike
19.63
IV
57.2%
B/E move
11.5%

30Δ

Calls
Pseudo strike
23.94
IV
59.0%
B/E move
14.0%
Puts
Pseudo strike
20.23
IV
51.0%
B/E move
9.1%

35Δ

Calls
Pseudo strike
22.99
IV
47.2%
B/E move
9.5%
Puts
Pseudo strike
20.78
IV
41.7%
B/E move
6.5%

40Δ

Calls
Pseudo strike
22.69
IV
43.6%
B/E move
8.4%
Puts
Pseudo strike
21.11
IV
35.5%
B/E move
5.0%

45Δ

Calls
Pseudo strike
22.40
IV
40.1%
B/E move
7.2%
Puts
Pseudo strike
21.28
IV
31.4%
B/E move
4.1%

50Δ

Calls
Pseudo strike
22.11
IV
36.5%
B/E move
6.1%
Puts
Pseudo strike
21.46
IV
27.3%
B/E move
3.3%

55Δ

Calls
Pseudo strike
21.81
IV
33.0%
B/E move
4.9%
Puts
Pseudo strike
21.64
IV
23.1%
B/E move
2.4%

60Δ

Calls
Pseudo strike
21.52
IV
29.4%
B/E move
3.7%
Puts
Pseudo strike
21.81
IV
19.0%
B/E move
1.5%

65Δ

Calls
Pseudo strike
21.23
IV
25.8%
B/E move
2.6%
Puts
Pseudo strike
21.99
IV
14.9%
B/E move
0.7%

70Δ

Calls
Pseudo strike
20.92
IV
23.1%
B/E move
1.6%
Puts
Pseudo strike
22.28
IV
17.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
20.57
IV
23.2%
B/E move
1.3%
Puts
Pseudo strike
22.58
IV
19.5%
B/E move
0.4%

80Δ

Calls
Pseudo strike
20.22
IV
23.3%
B/E move
1.1%
Puts
Pseudo strike
22.88
IV
21.9%
B/E move
0.3%

Options history

No recorded observations