IntraAlpha
Create free account Start free

State Street SPDR Portfolio Short Term Treasury ETF SPTS

i

Market datapartial · fetched 2026-10-22T21:30:28.995Z

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 · 2026-10-22T20:10:00.002298591Z

FundamentalsAlpha Vantage · unavailable

Share price$28.78
1D+0.2%
AH$28.72$28.74$28.76$28.79$28.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPTS
Sold putSold callAH

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$0.02$0.59$1.16$1.72$2.29$27.54$28.34$29.13$29.92$30.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPTS spot · $28.78SPTS PRICE$0.63$0.39$0.14$0.13$0.25$0.37$0.50$0.62$0.74$0.87$0.99$1.12$1.36$0.09$0.11$0.13$0.16$0.18$0.20$0.23$0.25$0.30$0.74$1.18$1.65$2.13
PutsExpensive3.30×
CallsExpensive5.31×
SkewBullish-8.58 pp
Implied moveBullish±$0.73
TiltBullish4.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.4682.4%28.9%28.169.2%2.5%
25Δ33.3048.8%17.0%28.268.8%2.2%
30Δ30.1415.1%5.2%28.378.5%1.9%
35Δ28.934.1%1.0%28.488.1%1.6%
40Δ28.815.8%1.0%28.587.7%1.3%
45Δ28.697.4%1.0%28.697.4%1.0%
50Δ28.579.1%1.0%28.797.0%0.7%
55Δ28.4610.8%1.0%28.906.6%0.5%
60Δ28.3412.5%1.1%29.026.6%0.2%
65Δ28.2214.1%1.1%29.4212.6%0.4%
70Δ28.1115.8%1.1%29.8118.6%0.5%
75Δ27.9717.4%1.1%30.2722.8%0.6%
80Δ27.6517.6%0.8%30.7825.4%0.4%

20Δ

Calls
Pseudo strike
36.46
IV
82.4%
B/E move
28.9%
Puts
Pseudo strike
28.16
IV
9.2%
B/E move
2.5%

25Δ

Calls
Pseudo strike
33.30
IV
48.8%
B/E move
17.0%
Puts
Pseudo strike
28.26
IV
8.8%
B/E move
2.2%

30Δ

Calls
Pseudo strike
30.14
IV
15.1%
B/E move
5.2%
Puts
Pseudo strike
28.37
IV
8.5%
B/E move
1.9%

35Δ

Calls
Pseudo strike
28.93
IV
4.1%
B/E move
1.0%
Puts
Pseudo strike
28.48
IV
8.1%
B/E move
1.6%

40Δ

Calls
Pseudo strike
28.81
IV
5.8%
B/E move
1.0%
Puts
Pseudo strike
28.58
IV
7.7%
B/E move
1.3%

45Δ

Calls
Pseudo strike
28.69
IV
7.4%
B/E move
1.0%
Puts
Pseudo strike
28.69
IV
7.4%
B/E move
1.0%

50Δ

Calls
Pseudo strike
28.57
IV
9.1%
B/E move
1.0%
Puts
Pseudo strike
28.79
IV
7.0%
B/E move
0.7%

55Δ

Calls
Pseudo strike
28.46
IV
10.8%
B/E move
1.0%
Puts
Pseudo strike
28.90
IV
6.6%
B/E move
0.5%

60Δ

Calls
Pseudo strike
28.34
IV
12.5%
B/E move
1.1%
Puts
Pseudo strike
29.02
IV
6.6%
B/E move
0.2%

65Δ

Calls
Pseudo strike
28.22
IV
14.1%
B/E move
1.1%
Puts
Pseudo strike
29.42
IV
12.6%
B/E move
0.4%

70Δ

Calls
Pseudo strike
28.11
IV
15.8%
B/E move
1.1%
Puts
Pseudo strike
29.81
IV
18.6%
B/E move
0.5%

75Δ

Calls
Pseudo strike
27.97
IV
17.4%
B/E move
1.1%
Puts
Pseudo strike
30.27
IV
22.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
27.65
IV
17.6%
B/E move
0.8%
Puts
Pseudo strike
30.78
IV
25.4%
B/E move
0.4%

Options history

No recorded observations