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State Street SPDR Nuveen ICE Municipal Bond ETF TFI

i

Market dataready · fetched 2026-11-13T18:50:33.036Z

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 · 2026-11-13T18:48:22.509880837Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:50:32.369343+00:00

Share price$44.00
1D-0.1%
$43.93$43.98$44.03$44.07$44.125:30 AM6:30 AM9:00 AM1:00 PMTFI
Sold putSold call

State Street SPDR Nuveen ICE Municipal Bond ETF options

Live interpolated TFI call and put midpoint premiums by absolute delta.State Street SPDR Nuveen ICE Municipal Bond ETF$0.03$0.22$0.40$0.59$0.78$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICETFI PRICE$0.05$0.06$0.06$0.07$0.08$0.08$0.09$0.10$0.19$0.33$0.46$0.59$0.72$0.06$0.06$0.07$0.08$0.09$0.10
Puts——
CallsExpensive2.95×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.4027.9%7.8%40.4932.8%8.1%
25Δ46.9324.5%6.8%41.1827.2%6.5%
30Δ46.4721.1%5.8%41.8821.7%5.0%
35Δ46.0017.8%4.7%42.5716.2%3.4%
40Δ45.5414.4%3.7%43.2710.6%1.9%
45Δ45.0711.1%2.6%43.965.1%0.3%
50Δ44.617.7%1.6%
55Δ44.144.4%0.6%
60Δ43.904.2%0.2%
65Δ43.765.5%0.2%
70Δ43.616.8%0.2%
75Δ43.478.0%0.1%
80Δ43.339.3%0.1%

20Δ

Calls
Pseudo strike
47.40
IV
27.9%
B/E move
7.8%
Puts
Pseudo strike
40.49
IV
32.8%
B/E move
8.1%

25Δ

Calls
Pseudo strike
46.93
IV
24.5%
B/E move
6.8%
Puts
Pseudo strike
41.18
IV
27.2%
B/E move
6.5%

30Δ

Calls
Pseudo strike
46.47
IV
21.1%
B/E move
5.8%
Puts
Pseudo strike
41.88
IV
21.7%
B/E move
5.0%

35Δ

Calls
Pseudo strike
46.00
IV
17.8%
B/E move
4.7%
Puts
Pseudo strike
42.57
IV
16.2%
B/E move
3.4%

40Δ

Calls
Pseudo strike
45.54
IV
14.4%
B/E move
3.7%
Puts
Pseudo strike
43.27
IV
10.6%
B/E move
1.9%

45Δ

Calls
Pseudo strike
45.07
IV
11.1%
B/E move
2.6%
Puts
Pseudo strike
43.96
IV
5.1%
B/E move
0.3%

50Δ

Calls
Pseudo strike
44.61
IV
7.7%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
44.14
IV
4.4%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
43.90
IV
4.2%
B/E move
0.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
43.76
IV
5.5%
B/E move
0.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
43.61
IV
6.8%
B/E move
0.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
43.47
IV
8.0%
B/E move
0.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
43.33
IV
9.3%
B/E move
0.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend16.65%
Daily EOD
TFI16.6%16.6%16.7%2026-10-28: 16.65%Oct 28
1 observations2026-10-28 — 2026-10-28
Table
DateIV (%)
16.65%