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State Street SPDR Bloomberg 1-10 Year TIPS ETF TIPX

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Market dataready · fetched 2026-10-23T04:47:02.269Z

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 · 2026-10-23T00:00:00.126555857Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T04:44:16.807369+00:00

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$0.54$16.57$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$0.50$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
PutsExpensive2.62×
CallsExpensive2.66×
SkewNeutral-0.15 pp
Implied moveBalanced±$0.90
TiltBalanced0.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.7247.4%13.8%16.0767.9%15.4%
25Δ20.9958.5%15.8%16.6956.4%12.0%
30Δ20.3749.7%12.5%17.3244.9%8.6%
35Δ19.7140.1%8.9%17.9533.4%5.2%
40Δ19.0430.5%5.3%18.1030.3%4.4%
45Δ18.9127.8%4.7%18.2027.9%3.9%
50Δ18.8225.7%4.2%18.3125.4%3.4%
55Δ18.7223.5%3.8%18.4122.9%2.9%
60Δ18.6321.4%3.3%18.5220.5%2.3%
65Δ18.5319.3%2.9%18.6218.0%1.8%
70Δ18.4417.1%2.4%18.7315.5%1.3%
75Δ18.3515.0%2.0%18.8313.1%0.8%
80Δ18.2512.9%1.5%18.9410.6%0.2%

20Δ

Calls
Pseudo strike
20.72
IV
47.4%
B/E move
13.8%
Puts
Pseudo strike
16.07
IV
67.9%
B/E move
15.4%

25Δ

Calls
Pseudo strike
20.99
IV
58.5%
B/E move
15.8%
Puts
Pseudo strike
16.69
IV
56.4%
B/E move
12.0%

30Δ

Calls
Pseudo strike
20.37
IV
49.7%
B/E move
12.5%
Puts
Pseudo strike
17.32
IV
44.9%
B/E move
8.6%

35Δ

Calls
Pseudo strike
19.71
IV
40.1%
B/E move
8.9%
Puts
Pseudo strike
17.95
IV
33.4%
B/E move
5.2%

40Δ

Calls
Pseudo strike
19.04
IV
30.5%
B/E move
5.3%
Puts
Pseudo strike
18.10
IV
30.3%
B/E move
4.4%

45Δ

Calls
Pseudo strike
18.91
IV
27.8%
B/E move
4.7%
Puts
Pseudo strike
18.20
IV
27.9%
B/E move
3.9%

50Δ

Calls
Pseudo strike
18.82
IV
25.7%
B/E move
4.2%
Puts
Pseudo strike
18.31
IV
25.4%
B/E move
3.4%

55Δ

Calls
Pseudo strike
18.72
IV
23.5%
B/E move
3.8%
Puts
Pseudo strike
18.41
IV
22.9%
B/E move
2.9%

60Δ

Calls
Pseudo strike
18.63
IV
21.4%
B/E move
3.3%
Puts
Pseudo strike
18.52
IV
20.5%
B/E move
2.3%

65Δ

Calls
Pseudo strike
18.53
IV
19.3%
B/E move
2.9%
Puts
Pseudo strike
18.62
IV
18.0%
B/E move
1.8%

70Δ

Calls
Pseudo strike
18.44
IV
17.1%
B/E move
2.4%
Puts
Pseudo strike
18.73
IV
15.5%
B/E move
1.3%

75Δ

Calls
Pseudo strike
18.35
IV
15.0%
B/E move
2.0%
Puts
Pseudo strike
18.83
IV
13.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
18.25
IV
12.9%
B/E move
1.5%
Puts
Pseudo strike
18.94
IV
10.6%
B/E move
0.2%

Options history

No recorded observations