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State Street SPDR Bloomberg 1-10 Year TIPS ETF TIPX

i

Market dataready · fetched 2026-11-12T02:03:57.526Z

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 · 2026-11-12T01:00:00.06331635Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:03:57.006312+00:00

Share price$18.30
1D-0.1%
AH$18.28$18.29$18.30$18.31$18.325:30 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$0.04$0.19$0.34$0.49$0.64$17.82$18.06$18.29$18.53$18.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TIPX spot · $18.30TIPX PRICE$0.06$0.08$0.10$0.12$0.13$0.15$0.17$0.19$0.21$0.22$0.24$0.26$0.28$0.07$0.11$0.16$0.20$0.24$0.29$0.33$0.38$0.42$0.47$0.51$0.55$0.60
PutsExpensive2.48×
CallsExpensive3.83×
SkewBearish+0.48 pp
Implied moveBearish±$0.50
TiltBearish32.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.8817.1%3.5%18.0611.5%1.7%
25Δ18.8216.4%3.3%18.1311.8%1.5%
30Δ18.7615.8%3.0%18.1912.2%1.4%
35Δ18.7015.1%2.8%18.2612.6%1.3%
40Δ18.6414.5%2.6%18.3313.0%1.2%
45Δ18.5813.9%2.3%18.3913.3%1.1%
50Δ18.5213.2%2.1%18.4613.7%1.0%
55Δ18.4612.6%1.9%18.5214.1%0.8%
60Δ18.4011.9%1.6%18.5914.4%0.7%
65Δ18.3311.3%1.4%18.6514.8%0.6%
70Δ18.2710.6%1.2%18.7215.2%0.5%
75Δ18.2110.0%1.0%18.7815.6%0.4%
80Δ18.159.4%0.7%18.8515.9%0.3%

20Δ

Calls
Pseudo strike
18.88
IV
17.1%
B/E move
3.5%
Puts
Pseudo strike
18.06
IV
11.5%
B/E move
1.7%

25Δ

Calls
Pseudo strike
18.82
IV
16.4%
B/E move
3.3%
Puts
Pseudo strike
18.13
IV
11.8%
B/E move
1.5%

30Δ

Calls
Pseudo strike
18.76
IV
15.8%
B/E move
3.0%
Puts
Pseudo strike
18.19
IV
12.2%
B/E move
1.4%

35Δ

Calls
Pseudo strike
18.70
IV
15.1%
B/E move
2.8%
Puts
Pseudo strike
18.26
IV
12.6%
B/E move
1.3%

40Δ

Calls
Pseudo strike
18.64
IV
14.5%
B/E move
2.6%
Puts
Pseudo strike
18.33
IV
13.0%
B/E move
1.2%

45Δ

Calls
Pseudo strike
18.58
IV
13.9%
B/E move
2.3%
Puts
Pseudo strike
18.39
IV
13.3%
B/E move
1.1%

50Δ

Calls
Pseudo strike
18.52
IV
13.2%
B/E move
2.1%
Puts
Pseudo strike
18.46
IV
13.7%
B/E move
1.0%

55Δ

Calls
Pseudo strike
18.46
IV
12.6%
B/E move
1.9%
Puts
Pseudo strike
18.52
IV
14.1%
B/E move
0.8%

60Δ

Calls
Pseudo strike
18.40
IV
11.9%
B/E move
1.6%
Puts
Pseudo strike
18.59
IV
14.4%
B/E move
0.7%

65Δ

Calls
Pseudo strike
18.33
IV
11.3%
B/E move
1.4%
Puts
Pseudo strike
18.65
IV
14.8%
B/E move
0.6%

70Δ

Calls
Pseudo strike
18.27
IV
10.6%
B/E move
1.2%
Puts
Pseudo strike
18.72
IV
15.2%
B/E move
0.5%

75Δ

Calls
Pseudo strike
18.21
IV
10.0%
B/E move
1.0%
Puts
Pseudo strike
18.78
IV
15.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
18.15
IV
9.4%
B/E move
0.7%
Puts
Pseudo strike
18.85
IV
15.9%
B/E move
0.3%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations