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State Street DoubleLine Total Return Tactical ETF TOTL

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Market dataready · fetched 2026-10-23T03:17:41.076Z

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 · 2026-10-23T00:00:00.116551319Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T03:17:40.674850+00:00

Share price$37.95
1D+0.3%
AH$37.82$37.88$37.95$38.02$38.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTOTL
Sold putSold callAH

State Street DoubleLine Total Return Tactical ETF options

Live interpolated TOTL call and put midpoint premiums by absolute delta.State Street DoubleLine Total Return Tactical ETF$0.57$1.28$1.98$2.69$3.39$33.83$35.91$37.98$40.06$42.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TOTL spot · $37.95TOTL PRICE$0.65$0.65$0.65$0.65$0.66$0.69$0.71$0.76$0.83$0.90$0.97$1.04$1.12$0.65$0.65$0.66$0.68$0.72$0.76$0.84$0.96$1.08$1.20$1.56$2.38$3.19
PutsCheap0.82×
CallsCheap0.74×
SkewBearish+2.09 pp
Implied moveBearish±$1.55
TiltBearish19.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.4159.1%18.7%34.0851.2%11.9%
25Δ41.6943.6%11.6%35.4839.6%8.2%
30Δ40.2333.9%7.7%36.4531.6%5.7%
35Δ39.4027.4%5.5%37.0926.4%4.1%
40Δ38.8523.0%4.1%37.4623.5%3.2%
45Δ38.5220.3%3.3%37.8320.6%2.3%
50Δ38.1917.6%2.5%38.1319.0%1.7%
55Δ37.9315.7%1.9%38.3718.4%1.4%
60Δ37.7714.8%1.7%38.6117.9%1.1%
65Δ37.6113.9%1.5%38.8517.3%0.8%
70Δ37.4513.0%1.2%39.3018.4%0.6%
75Δ37.2912.1%1.0%40.1522.4%0.5%
80Δ37.1311.2%0.8%41.0026.4%0.4%

20Δ

Calls
Pseudo strike
44.41
IV
59.1%
B/E move
18.7%
Puts
Pseudo strike
34.08
IV
51.2%
B/E move
11.9%

25Δ

Calls
Pseudo strike
41.69
IV
43.6%
B/E move
11.6%
Puts
Pseudo strike
35.48
IV
39.6%
B/E move
8.2%

30Δ

Calls
Pseudo strike
40.23
IV
33.9%
B/E move
7.7%
Puts
Pseudo strike
36.45
IV
31.6%
B/E move
5.7%

35Δ

Calls
Pseudo strike
39.40
IV
27.4%
B/E move
5.5%
Puts
Pseudo strike
37.09
IV
26.4%
B/E move
4.1%

40Δ

Calls
Pseudo strike
38.85
IV
23.0%
B/E move
4.1%
Puts
Pseudo strike
37.46
IV
23.5%
B/E move
3.2%

45Δ

Calls
Pseudo strike
38.52
IV
20.3%
B/E move
3.3%
Puts
Pseudo strike
37.83
IV
20.6%
B/E move
2.3%

50Δ

Calls
Pseudo strike
38.19
IV
17.6%
B/E move
2.5%
Puts
Pseudo strike
38.13
IV
19.0%
B/E move
1.7%

55Δ

Calls
Pseudo strike
37.93
IV
15.7%
B/E move
1.9%
Puts
Pseudo strike
38.37
IV
18.4%
B/E move
1.4%

60Δ

Calls
Pseudo strike
37.77
IV
14.8%
B/E move
1.7%
Puts
Pseudo strike
38.61
IV
17.9%
B/E move
1.1%

65Δ

Calls
Pseudo strike
37.61
IV
13.9%
B/E move
1.5%
Puts
Pseudo strike
38.85
IV
17.3%
B/E move
0.8%

70Δ

Calls
Pseudo strike
37.45
IV
13.0%
B/E move
1.2%
Puts
Pseudo strike
39.30
IV
18.4%
B/E move
0.6%

75Δ

Calls
Pseudo strike
37.29
IV
12.1%
B/E move
1.0%
Puts
Pseudo strike
40.15
IV
22.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
37.13
IV
11.2%
B/E move
0.8%
Puts
Pseudo strike
41.00
IV
26.4%
B/E move
0.4%

Options history

No recorded observations