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State Street Blackstone Senior Loan ETF SRLN

i

Market dataready · fetched 2026-11-13T19:12:22.568Z

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 · 2026-11-13T19:12:11.463751155Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T19:12:22.112387+00:00

Share price$40.09
1D+0.0%
$40.02$40.05$40.07$40.09$40.115:30 AM6:30 AM9:00 AM1:00 PMSRLN
Sold putSold call

State Street Blackstone Senior Loan ETF options

Live interpolated SRLN call and put midpoint premiums by absolute delta.State Street Blackstone Senior Loan ETF$0.22$0.71$1.21$1.70$2.20$39.76$39.92$40.08$40.24$40.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SRLN spot · $40.09SRLN PRICE$0.27$0.32$0.37$0.42$0.47$1.95$2.00$2.05$0.50$0.64$0.77$0.90$0.96$0.97$0.98$0.99$1.01$1.02
Puts——
Calls——
Skew——
Implied moveBearish±$1.38
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ39.4931.9%2.7%
35Δ40.4816.3%1.7%39.6435.9%2.7%
40Δ40.3616.8%1.5%39.7939.9%2.6%
45Δ40.2417.4%1.3%39.9443.9%2.6%
50Δ40.1218.0%1.1%40.1042.8%2.3%
55Δ40.0018.5%1.0%40.2638.8%2.0%
60Δ40.4234.7%1.6%
65Δ40.5930.6%1.2%
70Δ38.8252.7%1.7%40.7526.6%0.9%
75Δ38.6347.1%1.4%40.9122.5%0.5%
80Δ38.4441.6%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.49
IV
31.9%
B/E move
2.7%

35Δ

Calls
Pseudo strike
40.48
IV
16.3%
B/E move
1.7%
Puts
Pseudo strike
39.64
IV
35.9%
B/E move
2.7%

40Δ

Calls
Pseudo strike
40.36
IV
16.8%
B/E move
1.5%
Puts
Pseudo strike
39.79
IV
39.9%
B/E move
2.6%

45Δ

Calls
Pseudo strike
40.24
IV
17.4%
B/E move
1.3%
Puts
Pseudo strike
39.94
IV
43.9%
B/E move
2.6%

50Δ

Calls
Pseudo strike
40.12
IV
18.0%
B/E move
1.1%
Puts
Pseudo strike
40.10
IV
42.8%
B/E move
2.3%

55Δ

Calls
Pseudo strike
40.00
IV
18.5%
B/E move
1.0%
Puts
Pseudo strike
40.26
IV
38.8%
B/E move
2.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.42
IV
34.7%
B/E move
1.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.59
IV
30.6%
B/E move
1.2%

70Δ

Calls
Pseudo strike
38.82
IV
52.7%
B/E move
1.7%
Puts
Pseudo strike
40.75
IV
26.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
38.63
IV
47.1%
B/E move
1.4%
Puts
Pseudo strike
40.91
IV
22.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
38.44
IV
41.6%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend20.99%
Daily EOD
SRLN17.0%19.6%22.2%2026-10-19: 21.88%2026-10-20: 19.37%2026-10-21: 19.04%2026-10-22: 17.38%2026-10-26: 19.00%2026-10-27: 20.33%2026-10-30: 20.99%Oct 19Oct 22Oct 30
7 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
21.88%
19.37%
19.04%
17.38%
19.00%
20.33%
20.99%