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State Street SPDR Portfolio Intermediate Term Treasury Index ETF SPTI

i

Market dataready · fetched 2026-11-12T16:07:41.812Z

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 · 2026-11-12T16:07:13.482614177Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:07:40.556484+00:00

Share price$27.48
1D-0.1%
$27.46$27.48$27.51$27.53$27.565:30 AM6:30 AM9:00 AM1:00 PMSPTI
Sold putSold call

State Street SPDR Portfolio Intermediate Term Treasury Index ETF options

Live interpolated SPTI call and put midpoint premiums by absolute delta.State Street SPDR Portfolio Intermediate Term Treasury Index ETF$0.04$0.58$1.11$1.65$2.19$26.37$26.88$27.39$27.90$28.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPTI spot · $27.48SPTI PRICE$0.09$0.19$0.29$0.38$0.48$0.58$0.68$0.77$0.87$0.97$1.06$1.16$1.26$0.14$0.30$0.46$0.61$0.77$0.93$1.09$1.25$1.41$1.56$1.72$1.88$2.04
PutsExpensive3.20×
CallsExpensive3.07×
SkewBearish+4.11 pp
Implied moveBearish±$1.76
TiltBearish23.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.9413.1%2.0%27.1113.9%1.8%
25Δ27.8113.9%1.9%27.3015.2%1.7%
30Δ27.6814.7%1.8%27.4916.6%1.6%
35Δ27.5515.5%1.7%27.6818.0%1.5%
40Δ27.4116.3%1.5%27.8819.3%1.4%
45Δ27.2817.1%1.4%28.0720.7%1.2%
50Δ27.1517.9%1.3%28.2622.0%1.1%
55Δ27.0218.7%1.2%28.4523.4%1.0%
60Δ26.8919.5%1.0%28.6424.7%0.9%
65Δ26.7620.3%0.9%28.8326.1%0.7%
70Δ26.6321.1%0.8%29.0327.5%0.6%
75Δ26.4921.9%0.7%29.2228.8%0.5%
80Δ26.3622.7%0.5%29.4130.2%0.4%

20Δ

Calls
Pseudo strike
27.94
IV
13.1%
B/E move
2.0%
Puts
Pseudo strike
27.11
IV
13.9%
B/E move
1.8%

25Δ

Calls
Pseudo strike
27.81
IV
13.9%
B/E move
1.9%
Puts
Pseudo strike
27.30
IV
15.2%
B/E move
1.7%

30Δ

Calls
Pseudo strike
27.68
IV
14.7%
B/E move
1.8%
Puts
Pseudo strike
27.49
IV
16.6%
B/E move
1.6%

35Δ

Calls
Pseudo strike
27.55
IV
15.5%
B/E move
1.7%
Puts
Pseudo strike
27.68
IV
18.0%
B/E move
1.5%

40Δ

Calls
Pseudo strike
27.41
IV
16.3%
B/E move
1.5%
Puts
Pseudo strike
27.88
IV
19.3%
B/E move
1.4%

45Δ

Calls
Pseudo strike
27.28
IV
17.1%
B/E move
1.4%
Puts
Pseudo strike
28.07
IV
20.7%
B/E move
1.2%

50Δ

Calls
Pseudo strike
27.15
IV
17.9%
B/E move
1.3%
Puts
Pseudo strike
28.26
IV
22.0%
B/E move
1.1%

55Δ

Calls
Pseudo strike
27.02
IV
18.7%
B/E move
1.2%
Puts
Pseudo strike
28.45
IV
23.4%
B/E move
1.0%

60Δ

Calls
Pseudo strike
26.89
IV
19.5%
B/E move
1.0%
Puts
Pseudo strike
28.64
IV
24.7%
B/E move
0.9%

65Δ

Calls
Pseudo strike
26.76
IV
20.3%
B/E move
0.9%
Puts
Pseudo strike
28.83
IV
26.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
26.63
IV
21.1%
B/E move
0.8%
Puts
Pseudo strike
29.03
IV
27.5%
B/E move
0.6%

75Δ

Calls
Pseudo strike
26.49
IV
21.9%
B/E move
0.7%
Puts
Pseudo strike
29.22
IV
28.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
26.36
IV
22.7%
B/E move
0.5%
Puts
Pseudo strike
29.41
IV
30.2%
B/E move
0.4%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations