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State Street SPDR Portfolio Short Term Corporate Bond ETF SPSB

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Market datapartial · fetched 2026-10-23T03:51:06.224Z

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 · 2026-10-23T00:00:00.120830099Z

FundamentalsAlpha Vantage · unavailable

Share price$29.70
1D+0.2%
AH$29.63$29.66$29.68$29.71$29.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPSB
Sold putSold callAH

State Street SPDR Portfolio Short Term Corporate Bond ETF options

Live interpolated SPSB call and put midpoint premiums by absolute delta.State Street SPDR Portfolio Short Term Corporate Bond ETF$0.00$0.45$0.89$1.33$1.78$24.46$27.08$29.70$32.32$34.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPSB spot · $29.70SPSB PRICE$0.05$0.05$0.08$0.14$0.19$0.24$0.30$0.35$0.40$0.46$0.51$0.56$0.62$0.07$0.08$0.10$0.11$0.12$0.14$0.15$0.16$0.18$0.19$0.20$0.22$1.65
PutsCheap0.13×
CallsCheap0.10×
SkewBearish+1.71 pp
Implied moveBullish±$0.45
TiltBullish8.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.437.0%2.6%29.108.3%2.2%
25Δ30.114.5%1.5%29.187.8%2.0%
30Δ29.953.9%1.1%29.267.4%1.8%
35Δ29.874.1%1.0%29.336.9%1.6%
40Δ29.794.3%0.9%29.416.4%1.4%
45Δ29.714.5%0.9%29.496.0%1.2%
50Δ29.634.8%0.8%29.575.5%1.0%
55Δ29.565.0%0.7%29.645.1%0.7%
60Δ29.485.2%0.6%29.724.6%0.5%
65Δ29.405.4%0.5%29.804.2%0.3%
70Δ29.325.7%0.4%29.873.7%0.1%
75Δ29.245.9%0.3%29.953.3%0.1%
80Δ29.166.1%0.3%31.2719.3%0.3%

20Δ

Calls
Pseudo strike
30.43
IV
7.0%
B/E move
2.6%
Puts
Pseudo strike
29.10
IV
8.3%
B/E move
2.2%

25Δ

Calls
Pseudo strike
30.11
IV
4.5%
B/E move
1.5%
Puts
Pseudo strike
29.18
IV
7.8%
B/E move
2.0%

30Δ

Calls
Pseudo strike
29.95
IV
3.9%
B/E move
1.1%
Puts
Pseudo strike
29.26
IV
7.4%
B/E move
1.8%

35Δ

Calls
Pseudo strike
29.87
IV
4.1%
B/E move
1.0%
Puts
Pseudo strike
29.33
IV
6.9%
B/E move
1.6%

40Δ

Calls
Pseudo strike
29.79
IV
4.3%
B/E move
0.9%
Puts
Pseudo strike
29.41
IV
6.4%
B/E move
1.4%

45Δ

Calls
Pseudo strike
29.71
IV
4.5%
B/E move
0.9%
Puts
Pseudo strike
29.49
IV
6.0%
B/E move
1.2%

50Δ

Calls
Pseudo strike
29.63
IV
4.8%
B/E move
0.8%
Puts
Pseudo strike
29.57
IV
5.5%
B/E move
1.0%

55Δ

Calls
Pseudo strike
29.56
IV
5.0%
B/E move
0.7%
Puts
Pseudo strike
29.64
IV
5.1%
B/E move
0.7%

60Δ

Calls
Pseudo strike
29.48
IV
5.2%
B/E move
0.6%
Puts
Pseudo strike
29.72
IV
4.6%
B/E move
0.5%

65Δ

Calls
Pseudo strike
29.40
IV
5.4%
B/E move
0.5%
Puts
Pseudo strike
29.80
IV
4.2%
B/E move
0.3%

70Δ

Calls
Pseudo strike
29.32
IV
5.7%
B/E move
0.4%
Puts
Pseudo strike
29.87
IV
3.7%
B/E move
0.1%

75Δ

Calls
Pseudo strike
29.24
IV
5.9%
B/E move
0.3%
Puts
Pseudo strike
29.95
IV
3.3%
B/E move
0.1%

80Δ

Calls
Pseudo strike
29.16
IV
6.1%
B/E move
0.3%
Puts
Pseudo strike
31.27
IV
19.3%
B/E move
0.3%

Options history

No recorded observations