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State Street SPDR Portfolio Long Term Treasury Index ETF SPTL

i

Market dataready · fetched 2026-11-12T03:59:35.138Z

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 · 2026-11-12T01:00:00.095313848Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:59:34.378049+00:00

Share price$24.72
1D+0.1%
AH$24.59$24.63$24.67$24.70$24.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPTL
Sold putSold callAH

State Street SPDR Portfolio Long Term Treasury Index ETF options

Live interpolated SPTL call and put midpoint premiums by absolute delta.State Street SPDR Portfolio Long Term Treasury Index ETF$0.29$0.52$0.76$1.00$1.23$22.64$23.65$24.65$25.66$26.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPTL spot · $24.72SPTL PRICE$0.31$0.42$0.42$0.42$0.42$0.44$0.48$0.53$0.57$0.62$0.66$0.71$0.75$0.42$0.42$0.42$0.44$0.48$0.52$0.57$0.61$0.69$0.81$0.93$1.05$1.16
PutsExpensive3.20×
CallsExpensive3.51×
SkewBearish+3.58 pp
Implied moveBearish±$1.05
TiltBearish11.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.3872.3%12.0%22.1393.6%12.2%
25Δ27.0277.5%11.0%23.0971.3%8.3%
30Δ26.1661.9%7.6%23.6657.5%6.0%
35Δ25.6851.3%5.6%24.0847.8%4.4%
40Δ25.2942.2%4.0%24.2944.2%3.7%
45Δ24.9734.9%2.8%24.5040.6%3.0%
50Δ24.8532.9%2.5%24.7037.1%2.4%
55Δ24.7331.0%2.2%24.9133.5%1.7%
60Δ24.6129.0%1.9%25.0931.5%1.3%
65Δ24.4927.0%1.6%25.2630.8%1.1%
70Δ24.3725.1%1.3%25.4330.1%0.9%
75Δ24.2523.1%1.0%25.6029.4%0.7%
80Δ24.1321.1%0.7%25.7728.7%0.5%

20Δ

Calls
Pseudo strike
27.38
IV
72.3%
B/E move
12.0%
Puts
Pseudo strike
22.13
IV
93.6%
B/E move
12.2%

25Δ

Calls
Pseudo strike
27.02
IV
77.5%
B/E move
11.0%
Puts
Pseudo strike
23.09
IV
71.3%
B/E move
8.3%

30Δ

Calls
Pseudo strike
26.16
IV
61.9%
B/E move
7.6%
Puts
Pseudo strike
23.66
IV
57.5%
B/E move
6.0%

35Δ

Calls
Pseudo strike
25.68
IV
51.3%
B/E move
5.6%
Puts
Pseudo strike
24.08
IV
47.8%
B/E move
4.4%

40Δ

Calls
Pseudo strike
25.29
IV
42.2%
B/E move
4.0%
Puts
Pseudo strike
24.29
IV
44.2%
B/E move
3.7%

45Δ

Calls
Pseudo strike
24.97
IV
34.9%
B/E move
2.8%
Puts
Pseudo strike
24.50
IV
40.6%
B/E move
3.0%

50Δ

Calls
Pseudo strike
24.85
IV
32.9%
B/E move
2.5%
Puts
Pseudo strike
24.70
IV
37.1%
B/E move
2.4%

55Δ

Calls
Pseudo strike
24.73
IV
31.0%
B/E move
2.2%
Puts
Pseudo strike
24.91
IV
33.5%
B/E move
1.7%

60Δ

Calls
Pseudo strike
24.61
IV
29.0%
B/E move
1.9%
Puts
Pseudo strike
25.09
IV
31.5%
B/E move
1.3%

65Δ

Calls
Pseudo strike
24.49
IV
27.0%
B/E move
1.6%
Puts
Pseudo strike
25.26
IV
30.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
24.37
IV
25.1%
B/E move
1.3%
Puts
Pseudo strike
25.43
IV
30.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
24.25
IV
23.1%
B/E move
1.0%
Puts
Pseudo strike
25.60
IV
29.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
24.13
IV
21.1%
B/E move
0.7%
Puts
Pseudo strike
25.77
IV
28.7%
B/E move
0.5%

Options history

IV · four-Friday blend18.02%
Daily EOD
SPTL17.8%19.3%20.9%2026-10-19: 18.46%2026-10-20: 20.64%2026-10-21: 20.18%2026-10-22: 18.50%2026-10-23: 20.61%2026-10-26: 20.45%2026-10-27: 19.06%2026-10-28: 17.97%2026-10-30: 18.02%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
18.46%
20.64%
20.18%
18.50%
20.61%
20.45%
19.06%
17.97%
18.02%