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State Street SPDR Portfolio Intermediate Term Treasury ETF SPTI

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Market dataready · fetched 2026-10-22T22:08:51.168Z

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 · 2026-10-22T21:42:09.676851559Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:08:48.897080+00:00

Share price$27.60
1D+0.4%
AH$27.53$27.58$27.62$27.66$27.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPTI
Sold putSold callAH

State Street SPDR Portfolio Intermediate Term Treasury ETF options

Live interpolated SPTI call and put midpoint premiums by absolute delta.State Street SPDR Portfolio Intermediate Term Treasury ETF$0.00$0.59$1.19$1.78$2.37$25.90$26.74$27.58$28.42$29.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPTI spot · $27.60SPTI PRICE$0.06$0.07$0.21$0.41$0.61$0.81$1.01$1.21$1.41$1.60$1.80$2.00$2.20$0.09$0.12$0.16$0.19$0.22$0.26$0.29$0.33$0.36$0.39$0.44$0.76$1.07
PutsCheap0.48×
CallsCheap0.79×
SkewBullish-4.96 pp
Implied moveBullish±$1.30
TiltBullish48.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.418.8%3.2%27.108.5%2.1%
25Δ28.096.7%2.1%27.198.4%1.9%
30Δ27.847.1%1.6%27.288.3%1.7%
35Δ27.618.6%1.5%27.378.2%1.5%
40Δ27.3810.1%1.4%27.468.1%1.3%
45Δ27.1511.6%1.3%27.558.0%1.1%
50Δ26.9213.1%1.2%27.647.9%0.9%
55Δ26.6914.6%1.1%27.737.9%0.7%
60Δ26.4716.1%1.0%27.827.8%0.5%
65Δ26.2417.6%0.9%27.917.7%0.3%
70Δ26.0119.1%0.8%28.027.7%0.1%
75Δ25.7820.6%0.6%28.3410.2%0.1%
80Δ25.5522.1%0.5%28.6612.8%0.0%

20Δ

Calls
Pseudo strike
28.41
IV
8.8%
B/E move
3.2%
Puts
Pseudo strike
27.10
IV
8.5%
B/E move
2.1%

25Δ

Calls
Pseudo strike
28.09
IV
6.7%
B/E move
2.1%
Puts
Pseudo strike
27.19
IV
8.4%
B/E move
1.9%

30Δ

Calls
Pseudo strike
27.84
IV
7.1%
B/E move
1.6%
Puts
Pseudo strike
27.28
IV
8.3%
B/E move
1.7%

35Δ

Calls
Pseudo strike
27.61
IV
8.6%
B/E move
1.5%
Puts
Pseudo strike
27.37
IV
8.2%
B/E move
1.5%

40Δ

Calls
Pseudo strike
27.38
IV
10.1%
B/E move
1.4%
Puts
Pseudo strike
27.46
IV
8.1%
B/E move
1.3%

45Δ

Calls
Pseudo strike
27.15
IV
11.6%
B/E move
1.3%
Puts
Pseudo strike
27.55
IV
8.0%
B/E move
1.1%

50Δ

Calls
Pseudo strike
26.92
IV
13.1%
B/E move
1.2%
Puts
Pseudo strike
27.64
IV
7.9%
B/E move
0.9%

55Δ

Calls
Pseudo strike
26.69
IV
14.6%
B/E move
1.1%
Puts
Pseudo strike
27.73
IV
7.9%
B/E move
0.7%

60Δ

Calls
Pseudo strike
26.47
IV
16.1%
B/E move
1.0%
Puts
Pseudo strike
27.82
IV
7.8%
B/E move
0.5%

65Δ

Calls
Pseudo strike
26.24
IV
17.6%
B/E move
0.9%
Puts
Pseudo strike
27.91
IV
7.7%
B/E move
0.3%

70Δ

Calls
Pseudo strike
26.01
IV
19.1%
B/E move
0.8%
Puts
Pseudo strike
28.02
IV
7.7%
B/E move
0.1%

75Δ

Calls
Pseudo strike
25.78
IV
20.6%
B/E move
0.6%
Puts
Pseudo strike
28.34
IV
10.2%
B/E move
0.1%

80Δ

Calls
Pseudo strike
25.55
IV
22.1%
B/E move
0.5%
Puts
Pseudo strike
28.66
IV
12.8%
B/E move
0.0%

Options history

No recorded observations