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State Street SPDR Bloomberg 1-10 Year TIPS ETF TIPX

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Market datapartial · fetched 2026-10-22T23:45:34.508Z

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 · 2026-10-22T22:30:00.003524135Z

FundamentalsAlpha Vantage · unavailable

Share price$18.49
1D+0.3%
AH$18.42$18.44$18.47$18.49$18.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTIPX
Sold putSold callAH

State Street SPDR Bloomberg 1-10 Year TIPS ETF options

Live interpolated TIPX call and put midpoint premiums by absolute delta.State Street SPDR Bloomberg 1-10 Year TIPS ETF$0.31$0.36$0.42$0.48$0.53$16.58$17.53$18.49$19.45$20.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TIPX spot · $18.48TIPX PRICE$0.31$0.42$0.42$0.42$0.42$0.44$0.45$0.46$0.47$0.48$0.49$0.51$0.52$0.42$0.42$0.42$0.42$0.43$0.44$0.45$0.46$0.46$0.47$0.48$0.49$0.50
PutsExpensive2.61×
CallsExpensive2.66×
SkewNeutral-0.22 pp
Implied moveBalanced±$0.90
TiltBalanced0.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.7247.2%13.8%16.0767.7%15.4%
25Δ20.9958.3%15.8%16.7056.2%12.0%
30Δ20.3749.5%12.5%17.3244.8%8.6%
35Δ19.7139.9%8.9%17.9533.3%5.2%
40Δ19.0530.4%5.3%18.1030.2%4.4%
45Δ18.9127.7%4.7%18.2027.7%3.9%
50Δ18.8225.6%4.2%18.3125.2%3.4%
55Δ18.7323.5%3.8%18.4222.8%2.8%
60Δ18.6321.3%3.4%18.5220.3%2.3%
65Δ18.5419.2%2.9%18.6317.8%1.8%
70Δ18.4517.1%2.5%18.7315.3%1.2%
75Δ18.3614.9%2.0%18.8412.8%0.7%
80Δ18.2612.8%1.6%18.9510.4%0.2%

20Δ

Calls
Pseudo strike
20.72
IV
47.2%
B/E move
13.8%
Puts
Pseudo strike
16.07
IV
67.7%
B/E move
15.4%

25Δ

Calls
Pseudo strike
20.99
IV
58.3%
B/E move
15.8%
Puts
Pseudo strike
16.70
IV
56.2%
B/E move
12.0%

30Δ

Calls
Pseudo strike
20.37
IV
49.5%
B/E move
12.5%
Puts
Pseudo strike
17.32
IV
44.8%
B/E move
8.6%

35Δ

Calls
Pseudo strike
19.71
IV
39.9%
B/E move
8.9%
Puts
Pseudo strike
17.95
IV
33.3%
B/E move
5.2%

40Δ

Calls
Pseudo strike
19.05
IV
30.4%
B/E move
5.3%
Puts
Pseudo strike
18.10
IV
30.2%
B/E move
4.4%

45Δ

Calls
Pseudo strike
18.91
IV
27.7%
B/E move
4.7%
Puts
Pseudo strike
18.20
IV
27.7%
B/E move
3.9%

50Δ

Calls
Pseudo strike
18.82
IV
25.6%
B/E move
4.2%
Puts
Pseudo strike
18.31
IV
25.2%
B/E move
3.4%

55Δ

Calls
Pseudo strike
18.73
IV
23.5%
B/E move
3.8%
Puts
Pseudo strike
18.42
IV
22.8%
B/E move
2.8%

60Δ

Calls
Pseudo strike
18.63
IV
21.3%
B/E move
3.4%
Puts
Pseudo strike
18.52
IV
20.3%
B/E move
2.3%

65Δ

Calls
Pseudo strike
18.54
IV
19.2%
B/E move
2.9%
Puts
Pseudo strike
18.63
IV
17.8%
B/E move
1.8%

70Δ

Calls
Pseudo strike
18.45
IV
17.1%
B/E move
2.5%
Puts
Pseudo strike
18.73
IV
15.3%
B/E move
1.2%

75Δ

Calls
Pseudo strike
18.36
IV
14.9%
B/E move
2.0%
Puts
Pseudo strike
18.84
IV
12.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
18.26
IV
12.8%
B/E move
1.6%
Puts
Pseudo strike
18.95
IV
10.4%
B/E move
0.2%

Options history

No recorded observations