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State Street Blackstone Senior Loan ETF SRLN

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Market datapartial · fetched 2026-10-22T18:22:22.944Z

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 · 2026-10-22T18:22:13.401340499Z

FundamentalsAlpha Vantage · unavailable

Share price$39.84
1D-0.2%
$39.77$39.81$39.85$39.88$39.925:30 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$0.65$2.50$4.35$6.20$8.05$33.62$36.33$39.05$41.76$44.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SRLN spot · $39.84SRLN PRICE$0.85$0.85$0.85$0.85$0.87$0.99$1.11$1.23$1.35$1.47$1.59$1.71$1.84$0.88$0.88$0.93$0.99$1.05$1.10$1.36$2.25$3.14$4.03$5.40$6.94$7.52
PutsExpensive5.61×
CallsExpensive3.76×
SkewBearish+14.13 pp
Implied moveBearish±$2.47
TiltBearish40.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.8174.5%24.6%34.4867.4%15.6%
25Δ45.2956.3%15.8%36.7748.8%9.9%
30Δ43.3244.3%10.9%37.5642.9%8.1%
35Δ41.7234.1%6.9%38.2138.3%6.6%
40Δ40.9628.3%5.0%38.8633.6%5.1%
45Δ40.6526.9%4.5%39.5129.0%3.6%
50Δ40.3525.5%4.1%40.2127.3%2.5%
55Δ40.0524.2%3.6%41.0735.1%2.6%
60Δ39.7522.8%3.2%41.9342.9%2.6%
65Δ39.4421.4%2.7%42.7950.7%2.7%
70Δ39.1420.1%2.2%44.2657.7%2.5%
75Δ38.8418.7%1.8%45.9464.5%2.1%
80Δ38.5417.3%1.3%46.7760.1%1.5%

20Δ

Calls
Pseudo strike
48.81
IV
74.5%
B/E move
24.6%
Puts
Pseudo strike
34.48
IV
67.4%
B/E move
15.6%

25Δ

Calls
Pseudo strike
45.29
IV
56.3%
B/E move
15.8%
Puts
Pseudo strike
36.77
IV
48.8%
B/E move
9.9%

30Δ

Calls
Pseudo strike
43.32
IV
44.3%
B/E move
10.9%
Puts
Pseudo strike
37.56
IV
42.9%
B/E move
8.1%

35Δ

Calls
Pseudo strike
41.72
IV
34.1%
B/E move
6.9%
Puts
Pseudo strike
38.21
IV
38.3%
B/E move
6.6%

40Δ

Calls
Pseudo strike
40.96
IV
28.3%
B/E move
5.0%
Puts
Pseudo strike
38.86
IV
33.6%
B/E move
5.1%

45Δ

Calls
Pseudo strike
40.65
IV
26.9%
B/E move
4.5%
Puts
Pseudo strike
39.51
IV
29.0%
B/E move
3.6%

50Δ

Calls
Pseudo strike
40.35
IV
25.5%
B/E move
4.1%
Puts
Pseudo strike
40.21
IV
27.3%
B/E move
2.5%

55Δ

Calls
Pseudo strike
40.05
IV
24.2%
B/E move
3.6%
Puts
Pseudo strike
41.07
IV
35.1%
B/E move
2.6%

60Δ

Calls
Pseudo strike
39.75
IV
22.8%
B/E move
3.2%
Puts
Pseudo strike
41.93
IV
42.9%
B/E move
2.6%

65Δ

Calls
Pseudo strike
39.44
IV
21.4%
B/E move
2.7%
Puts
Pseudo strike
42.79
IV
50.7%
B/E move
2.7%

70Δ

Calls
Pseudo strike
39.14
IV
20.1%
B/E move
2.2%
Puts
Pseudo strike
44.26
IV
57.7%
B/E move
2.5%

75Δ

Calls
Pseudo strike
38.84
IV
18.7%
B/E move
1.8%
Puts
Pseudo strike
45.94
IV
64.5%
B/E move
2.1%

80Δ

Calls
Pseudo strike
38.54
IV
17.3%
B/E move
1.3%
Puts
Pseudo strike
46.77
IV
60.1%
B/E move
1.5%

Options history

No recorded observations