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State Street Blackstone Senior Loan ETF SRLN

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Market datapartial · fetched 2026-10-22T20:50:23.161Z

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 · 2026-10-22T20:10:00.003919799Z

FundamentalsAlpha Vantage · unavailable

Share price$39.86
1D-0.1%
AH$39.77$39.81$39.85$39.88$39.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSRLN
Sold putSold callAH

State Street Blackstone Senior Loan ETF options

Live interpolated SRLN call and put midpoint premiums by absolute delta.State Street Blackstone Senior Loan ETF$0.08$1.89$3.70$5.52$7.33$35.01$37.15$39.28$41.41$43.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SRLN spot · $39.86SRLN PRICE$0.85$0.85$0.85$0.85$0.82$0.55$0.28$0.46$0.70$0.94$1.18$1.40$1.61$0.88$0.88$0.88$0.95$1.02$1.10$1.19$1.34$1.49$1.69$2.08$6.80$4.19
PutsExpensive4.36×
CallsExpensive2.99×
SkewBearish+10.40 pp
Implied moveBearish±$1.47
TiltBearish36.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.8374.6%24.6%34.8364.7%14.8%
25Δ44.9254.7%14.8%36.7948.8%9.9%
30Δ42.9042.3%9.8%38.0138.6%6.9%
35Δ41.7434.1%6.9%38.5435.1%5.7%
40Δ40.9527.2%4.8%39.0831.6%4.5%
45Δ40.5016.9%3.0%39.6228.1%3.4%
50Δ40.046.6%1.2%40.1025.4%2.4%
55Δ39.807.6%1.0%40.4224.4%1.9%
60Δ39.579.8%1.0%40.7523.4%1.5%
65Δ39.3412.1%1.1%41.1122.9%1.1%
70Δ39.1214.4%1.1%41.5824.0%0.9%
75Δ38.8715.3%1.0%45.8363.4%2.1%
80Δ38.5914.9%0.8%43.7735.1%0.7%

20Δ

Calls
Pseudo strike
48.83
IV
74.6%
B/E move
24.6%
Puts
Pseudo strike
34.83
IV
64.7%
B/E move
14.8%

25Δ

Calls
Pseudo strike
44.92
IV
54.7%
B/E move
14.8%
Puts
Pseudo strike
36.79
IV
48.8%
B/E move
9.9%

30Δ

Calls
Pseudo strike
42.90
IV
42.3%
B/E move
9.8%
Puts
Pseudo strike
38.01
IV
38.6%
B/E move
6.9%

35Δ

Calls
Pseudo strike
41.74
IV
34.1%
B/E move
6.9%
Puts
Pseudo strike
38.54
IV
35.1%
B/E move
5.7%

40Δ

Calls
Pseudo strike
40.95
IV
27.2%
B/E move
4.8%
Puts
Pseudo strike
39.08
IV
31.6%
B/E move
4.5%

45Δ

Calls
Pseudo strike
40.50
IV
16.9%
B/E move
3.0%
Puts
Pseudo strike
39.62
IV
28.1%
B/E move
3.4%

50Δ

Calls
Pseudo strike
40.04
IV
6.6%
B/E move
1.2%
Puts
Pseudo strike
40.10
IV
25.4%
B/E move
2.4%

55Δ

Calls
Pseudo strike
39.80
IV
7.6%
B/E move
1.0%
Puts
Pseudo strike
40.42
IV
24.4%
B/E move
1.9%

60Δ

Calls
Pseudo strike
39.57
IV
9.8%
B/E move
1.0%
Puts
Pseudo strike
40.75
IV
23.4%
B/E move
1.5%

65Δ

Calls
Pseudo strike
39.34
IV
12.1%
B/E move
1.1%
Puts
Pseudo strike
41.11
IV
22.9%
B/E move
1.1%

70Δ

Calls
Pseudo strike
39.12
IV
14.4%
B/E move
1.1%
Puts
Pseudo strike
41.58
IV
24.0%
B/E move
0.9%

75Δ

Calls
Pseudo strike
38.87
IV
15.3%
B/E move
1.0%
Puts
Pseudo strike
45.83
IV
63.4%
B/E move
2.1%

80Δ

Calls
Pseudo strike
38.59
IV
14.9%
B/E move
0.8%
Puts
Pseudo strike
43.77
IV
35.1%
B/E move
0.7%

Options history

No recorded observations