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State Street SPDR Portfolio Short Term Corporate Bond Index ETF SPSB

i

Market datapartial · fetched 2026-11-12T16:05:44.474Z

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 · 2026-11-12T16:05:28.774261738Z

FundamentalsAlpha Vantage · unavailable

Share price$29.58
1D-0.0%
$29.56$29.57$29.59$29.60$29.615:30 AM6:30 AM9:00 AM1:00 PMSPSB
Sold putSold call

State Street SPDR Portfolio Short Term Corporate Bond Index ETF options

Live interpolated SPSB call and put midpoint premiums by absolute delta.State Street SPDR Portfolio Short Term Corporate Bond Index ETF$0.04$0.17$0.31$0.44$0.58$28.96$29.26$29.56$29.86$30.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPSB spot · $29.58SPSB PRICE$0.05$0.09$0.13$0.17$0.21$0.25$0.29$0.33$0.37$0.42$0.46$0.50$0.54$0.07$0.10$0.13$0.16$0.18$0.21$0.24$0.26$0.29$0.32$0.35$0.37$0.40
PutsExpensive2.65×
CallsExpensive2.97×
SkewBearish+0.92 pp
Implied moveBullish±$0.53
TiltBullish10.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.0010.2%1.6%29.0713.5%2.0%
25Δ29.9310.3%1.5%29.1413.1%1.8%
30Δ29.8610.3%1.4%29.2112.8%1.7%
35Δ29.7910.3%1.3%29.2812.4%1.5%
40Δ29.7210.3%1.2%29.3612.0%1.4%
45Δ29.6510.3%1.1%29.4311.7%1.2%
50Δ29.5810.4%1.0%29.5011.3%1.1%
55Δ29.5110.4%0.9%29.5710.9%0.9%
60Δ29.4310.4%0.8%29.6510.6%0.8%
65Δ29.3610.4%0.7%29.7210.2%0.6%
70Δ29.2910.5%0.6%29.799.8%0.5%
75Δ29.2210.5%0.5%29.869.5%0.3%
80Δ29.1510.5%0.4%29.949.1%0.2%

20Δ

Calls
Pseudo strike
30.00
IV
10.2%
B/E move
1.6%
Puts
Pseudo strike
29.07
IV
13.5%
B/E move
2.0%

25Δ

Calls
Pseudo strike
29.93
IV
10.3%
B/E move
1.5%
Puts
Pseudo strike
29.14
IV
13.1%
B/E move
1.8%

30Δ

Calls
Pseudo strike
29.86
IV
10.3%
B/E move
1.4%
Puts
Pseudo strike
29.21
IV
12.8%
B/E move
1.7%

35Δ

Calls
Pseudo strike
29.79
IV
10.3%
B/E move
1.3%
Puts
Pseudo strike
29.28
IV
12.4%
B/E move
1.5%

40Δ

Calls
Pseudo strike
29.72
IV
10.3%
B/E move
1.2%
Puts
Pseudo strike
29.36
IV
12.0%
B/E move
1.4%

45Δ

Calls
Pseudo strike
29.65
IV
10.3%
B/E move
1.1%
Puts
Pseudo strike
29.43
IV
11.7%
B/E move
1.2%

50Δ

Calls
Pseudo strike
29.58
IV
10.4%
B/E move
1.0%
Puts
Pseudo strike
29.50
IV
11.3%
B/E move
1.1%

55Δ

Calls
Pseudo strike
29.51
IV
10.4%
B/E move
0.9%
Puts
Pseudo strike
29.57
IV
10.9%
B/E move
0.9%

60Δ

Calls
Pseudo strike
29.43
IV
10.4%
B/E move
0.8%
Puts
Pseudo strike
29.65
IV
10.6%
B/E move
0.8%

65Δ

Calls
Pseudo strike
29.36
IV
10.4%
B/E move
0.7%
Puts
Pseudo strike
29.72
IV
10.2%
B/E move
0.6%

70Δ

Calls
Pseudo strike
29.29
IV
10.5%
B/E move
0.6%
Puts
Pseudo strike
29.79
IV
9.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
29.22
IV
10.5%
B/E move
0.5%
Puts
Pseudo strike
29.86
IV
9.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
29.15
IV
10.5%
B/E move
0.4%
Puts
Pseudo strike
29.94
IV
9.1%
B/E move
0.2%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations