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State Street SPDR Portfolio Long Term Treasury ETF SPTL

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Market datapartial · fetched 2026-10-22T20:15:15.704Z

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 · 2026-10-22T20:10:00.003934185Z

FundamentalsAlpha Vantage · unavailable

Share price$24.92
1D+0.8%
AH$24.69$24.77$24.84$24.92$25.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPTL
Sold putSold callAH

State Street SPDR Portfolio Long Term Treasury ETF options

Live interpolated SPTL call and put midpoint premiums by absolute delta.State Street SPDR Portfolio Long Term Treasury ETF$0.35$1.02$1.69$2.36$3.03$22.22$23.44$24.66$25.88$27.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPTL spot · $24.92SPTL PRICE$0.42$0.42$0.42$0.43$0.45$0.47$0.50$0.55$0.60$0.66$0.71$0.77$0.83$0.42$0.44$0.47$0.51$0.55$0.59$0.68$0.92$1.15$1.39$1.68$1.99$2.84
PutsExpensive1.91×
CallsExpensive1.51×
SkewBearish+7.29 pp
Implied moveBearish±$1.18
TiltBearish30.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.1458.5%18.6%22.3651.1%12.0%
25Δ27.4843.9%12.0%23.2840.2%8.4%
30Δ26.4734.0%7.9%23.8833.6%6.0%
35Δ25.9027.8%5.7%24.2330.1%4.8%
40Δ25.6224.7%4.6%24.5127.3%3.9%
45Δ25.3321.6%3.6%24.7924.4%2.9%
50Δ25.0518.5%2.5%25.0722.8%2.1%
55Δ24.9017.1%2.1%25.3525.0%1.9%
60Δ24.7716.1%1.8%25.6427.3%1.7%
65Δ24.6515.1%1.6%25.9229.5%1.5%
70Δ24.5214.2%1.3%26.2930.6%1.3%
75Δ24.4013.2%1.0%26.6831.4%0.9%
80Δ24.2712.2%0.7%27.5638.3%0.8%

20Δ

Calls
Pseudo strike
29.14
IV
58.5%
B/E move
18.6%
Puts
Pseudo strike
22.36
IV
51.1%
B/E move
12.0%

25Δ

Calls
Pseudo strike
27.48
IV
43.9%
B/E move
12.0%
Puts
Pseudo strike
23.28
IV
40.2%
B/E move
8.4%

30Δ

Calls
Pseudo strike
26.47
IV
34.0%
B/E move
7.9%
Puts
Pseudo strike
23.88
IV
33.6%
B/E move
6.0%

35Δ

Calls
Pseudo strike
25.90
IV
27.8%
B/E move
5.7%
Puts
Pseudo strike
24.23
IV
30.1%
B/E move
4.8%

40Δ

Calls
Pseudo strike
25.62
IV
24.7%
B/E move
4.6%
Puts
Pseudo strike
24.51
IV
27.3%
B/E move
3.9%

45Δ

Calls
Pseudo strike
25.33
IV
21.6%
B/E move
3.6%
Puts
Pseudo strike
24.79
IV
24.4%
B/E move
2.9%

50Δ

Calls
Pseudo strike
25.05
IV
18.5%
B/E move
2.5%
Puts
Pseudo strike
25.07
IV
22.8%
B/E move
2.1%

55Δ

Calls
Pseudo strike
24.90
IV
17.1%
B/E move
2.1%
Puts
Pseudo strike
25.35
IV
25.0%
B/E move
1.9%

60Δ

Calls
Pseudo strike
24.77
IV
16.1%
B/E move
1.8%
Puts
Pseudo strike
25.64
IV
27.3%
B/E move
1.7%

65Δ

Calls
Pseudo strike
24.65
IV
15.1%
B/E move
1.6%
Puts
Pseudo strike
25.92
IV
29.5%
B/E move
1.5%

70Δ

Calls
Pseudo strike
24.52
IV
14.2%
B/E move
1.3%
Puts
Pseudo strike
26.29
IV
30.6%
B/E move
1.3%

75Δ

Calls
Pseudo strike
24.40
IV
13.2%
B/E move
1.0%
Puts
Pseudo strike
26.68
IV
31.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
24.27
IV
12.2%
B/E move
0.7%
Puts
Pseudo strike
27.56
IV
38.3%
B/E move
0.8%

Options history

No recorded observations