IntraAlpha
Create free account Start free

State Street SPDR Portfolio Short Term Treasury ETF SPTS

i

Market dataready · fetched 2026-10-22T14:02:48.152Z

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 · 2026-10-22T14:00:09.098462507Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T14:02:47.551470+00:00

Share price$28.75
1D+0.0%
$28.72$28.73$28.74$28.75$28.765:30 AM6:30 AM9:00 AM1:00 PMSPTS
Sold putSold call

State Street SPDR Portfolio Short Term Treasury ETF options

Live interpolated SPTS call and put midpoint premiums by absolute delta.State Street SPDR Portfolio Short Term Treasury ETF$0.00$0.53$1.05$1.58$2.11$26.14$27.06$27.98$28.90$29.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPTS spot · $28.75SPTS PRICE$0.05$0.05$0.07$0.20$0.34$0.47$0.60$0.73$0.87$1.00$1.13$1.27$1.40$0.34$0.43$0.52$0.61$0.70$0.79$0.87$0.98$1.09$1.20$1.31$1.49$1.96
PutsExpensive7.79×
CallsExpensive2.30×
SkewBearish+18.91 pp
Implied moveBearish±$1.48
TiltBearish20.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.8818.9%11.1%25.0838.2%14.0%
25Δ30.3310.5%5.7%25.7036.2%12.1%
30Δ28.983.5%1.1%26.3234.1%10.2%
35Δ28.824.3%1.0%26.9532.1%8.4%
40Δ28.675.2%0.9%27.5730.0%6.5%
45Δ28.516.0%0.8%28.1927.9%4.7%
50Δ28.366.9%0.8%28.8225.9%2.8%
55Δ28.217.7%0.7%29.1624.5%2.0%
60Δ28.058.6%0.6%29.3823.5%1.6%
65Δ27.909.4%0.5%29.6022.4%1.2%
70Δ27.7410.2%0.5%29.8221.3%0.8%
75Δ27.5911.1%0.4%30.0920.9%0.5%
80Δ27.4411.9%0.3%30.6023.2%0.3%

20Δ

Calls
Pseudo strike
31.88
IV
18.9%
B/E move
11.1%
Puts
Pseudo strike
25.08
IV
38.2%
B/E move
14.0%

25Δ

Calls
Pseudo strike
30.33
IV
10.5%
B/E move
5.7%
Puts
Pseudo strike
25.70
IV
36.2%
B/E move
12.1%

30Δ

Calls
Pseudo strike
28.98
IV
3.5%
B/E move
1.1%
Puts
Pseudo strike
26.32
IV
34.1%
B/E move
10.2%

35Δ

Calls
Pseudo strike
28.82
IV
4.3%
B/E move
1.0%
Puts
Pseudo strike
26.95
IV
32.1%
B/E move
8.4%

40Δ

Calls
Pseudo strike
28.67
IV
5.2%
B/E move
0.9%
Puts
Pseudo strike
27.57
IV
30.0%
B/E move
6.5%

45Δ

Calls
Pseudo strike
28.51
IV
6.0%
B/E move
0.8%
Puts
Pseudo strike
28.19
IV
27.9%
B/E move
4.7%

50Δ

Calls
Pseudo strike
28.36
IV
6.9%
B/E move
0.8%
Puts
Pseudo strike
28.82
IV
25.9%
B/E move
2.8%

55Δ

Calls
Pseudo strike
28.21
IV
7.7%
B/E move
0.7%
Puts
Pseudo strike
29.16
IV
24.5%
B/E move
2.0%

60Δ

Calls
Pseudo strike
28.05
IV
8.6%
B/E move
0.6%
Puts
Pseudo strike
29.38
IV
23.5%
B/E move
1.6%

65Δ

Calls
Pseudo strike
27.90
IV
9.4%
B/E move
0.5%
Puts
Pseudo strike
29.60
IV
22.4%
B/E move
1.2%

70Δ

Calls
Pseudo strike
27.74
IV
10.2%
B/E move
0.5%
Puts
Pseudo strike
29.82
IV
21.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
27.59
IV
11.1%
B/E move
0.4%
Puts
Pseudo strike
30.09
IV
20.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
27.44
IV
11.9%
B/E move
0.3%
Puts
Pseudo strike
30.60
IV
23.2%
B/E move
0.3%

Options history

No recorded observations