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State Street Blackstone Senior Loan ETF SRLN

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Market datapartial · fetched 2026-10-23T17:35:26.593Z

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 · 2026-10-23T17:35:13.792834673Z

FundamentalsAlpha Vantage · unavailable

Share price$39.84
1D-0.4%
$39.75$39.81$39.88$39.95$40.025:30 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$0.70$2.13$3.56$4.99$6.42$33.75$36.70$39.64$42.59$45.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SRLN spot · $39.84SRLN PRICE$0.85$0.85$0.90$0.96$1.01$1.06$1.11$1.16$1.21$1.27$1.32$1.41$2.46$3.52$4.57$5.85$6.01$2.72
PutsExpensive5.12×
CallsExpensive4.64×
SkewBearish+3.48 pp
Implied moveBearish±$2.52
TiltBearish38.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.9485.3%32.5%
25Δ44.9756.0%15.0%
30Δ44.3251.8%13.5%
35Δ43.6747.5%12.0%
40Δ43.0143.2%10.5%
45Δ42.3639.0%9.0%
50Δ41.7134.7%7.5%40.2228.3%2.6%
55Δ41.0630.4%6.0%41.2537.3%2.6%
60Δ40.4026.2%4.5%42.2746.3%2.7%
65Δ39.7521.9%3.0%43.2955.3%2.8%
70Δ39.1017.6%1.5%44.6064.0%2.7%
75Δ45.0658.4%2.0%
80Δ42.4123.5%0.4%

20Δ

Calls
Pseudo strike
51.94
IV
85.3%
B/E move
32.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
44.97
IV
56.0%
B/E move
15.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
44.32
IV
51.8%
B/E move
13.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
43.67
IV
47.5%
B/E move
12.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
43.01
IV
43.2%
B/E move
10.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
42.36
IV
39.0%
B/E move
9.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
41.71
IV
34.7%
B/E move
7.5%
Puts
Pseudo strike
40.22
IV
28.3%
B/E move
2.6%

55Δ

Calls
Pseudo strike
41.06
IV
30.4%
B/E move
6.0%
Puts
Pseudo strike
41.25
IV
37.3%
B/E move
2.6%

60Δ

Calls
Pseudo strike
40.40
IV
26.2%
B/E move
4.5%
Puts
Pseudo strike
42.27
IV
46.3%
B/E move
2.7%

65Δ

Calls
Pseudo strike
39.75
IV
21.9%
B/E move
3.0%
Puts
Pseudo strike
43.29
IV
55.3%
B/E move
2.8%

70Δ

Calls
Pseudo strike
39.10
IV
17.6%
B/E move
1.5%
Puts
Pseudo strike
44.60
IV
64.0%
B/E move
2.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.06
IV
58.4%
B/E move
2.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.41
IV
23.5%
B/E move
0.4%

Options history

No recorded observations