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State Street SPDR FTSE International Government Inflation-Protected Bond ETF WIP

i

Market datapartial · fetched 2026-11-12T14:57:05.031Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T14:56:39.22910404Z

FundamentalsAlpha Vantage · unavailable

Share price$37.20
1D-0.4%
$37.18$37.23$37.27$37.31$37.365:30 AM6:30 AM9:00 AM1:00 PMWIP
Sold putSold call

State Street SPDR FTSE International Government Inflation-Protected Bond ETF options

Live interpolated WIP call and put midpoint premiums by absolute delta.State Street SPDR FTSE International Government Inflation-Protected Bond ETF$0.27$1.25$2.23$3.21$4.19$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 PRICEWIP PRICE$1.70$2.80$3.91$0.38$0.40$0.43$0.45$0.47
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.3942.4%13.9%
25Δ33.5335.3%10.9%
30Δ34.6728.2%7.9%
35Δ35.8221.1%4.9%
40Δ36.9614.0%1.9%
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ35.8514.0%0.9%
75Δ34.7019.5%0.8%
80Δ33.5425.1%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.39
IV
42.4%
B/E move
13.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.53
IV
35.3%
B/E move
10.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.67
IV
28.2%
B/E move
7.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.82
IV
21.1%
B/E move
4.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.96
IV
14.0%
B/E move
1.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
35.85
IV
14.0%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
34.70
IV
19.5%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
33.54
IV
25.1%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend36.99%
Daily EOD
WIP7.7%49.9%92.1%2026-10-19: 79.89%2026-10-20: 31.87%2026-10-21: 34.25%2026-10-22: 34.81%2026-10-23: 13.51%2026-10-26: 30.64%2026-10-27: 40.34%2026-10-28: 86.30%2026-10-29: 54.31%2026-10-30: 36.99%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
79.89%
31.87%
34.25%
34.81%
13.51%
30.64%
40.34%
86.30%
54.31%
36.99%