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

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Market datapartial · fetched 2026-10-22T20:14:03.366Z

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 · 2026-10-22T20:10:00.003943236Z

FundamentalsAlpha Vantage · unavailable

Share price$38.50
1D+0.2%
AH$38.33$38.38$38.43$38.49$38.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWIP
Sold putSold callAH

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$0.29$0.88$1.47$2.07$2.66$36.08$37.16$38.25$39.34$40.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WIP spot · $38.50WIP PRICE$0.35$0.35$0.36$0.39$0.42$0.45$0.48$0.52$0.55$0.58$0.62$0.65$0.68$0.36$0.38$0.41$0.45$0.52$0.59$0.67$0.74$0.88$1.18$1.49$1.88$2.49
PutsExpensive1.36×
CallsExpensive1.07×
SkewBearish+4.62 pp
Implied moveBearish±$1.15
TiltBearish30.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.6930.3%9.2%36.2028.5%6.9%
25Δ40.4722.7%6.0%37.0622.8%4.7%
30Δ39.8118.5%4.4%37.5120.0%3.6%
35Δ39.4516.2%3.5%37.9617.1%2.6%
40Δ39.0814.0%2.6%38.2016.3%2.1%
45Δ38.9112.8%2.2%38.4115.6%1.8%
50Δ38.7912.0%2.0%38.6315.0%1.4%
55Δ38.6711.1%1.8%38.8414.3%1.0%
60Δ38.5510.2%1.5%39.0914.3%0.8%
65Δ38.439.4%1.3%39.4316.1%0.7%
70Δ38.318.5%1.1%39.7617.8%0.6%
75Δ38.197.7%0.9%40.2019.9%0.5%
80Δ38.076.8%0.6%40.8522.5%0.4%

20Δ

Calls
Pseudo strike
41.69
IV
30.3%
B/E move
9.2%
Puts
Pseudo strike
36.20
IV
28.5%
B/E move
6.9%

25Δ

Calls
Pseudo strike
40.47
IV
22.7%
B/E move
6.0%
Puts
Pseudo strike
37.06
IV
22.8%
B/E move
4.7%

30Δ

Calls
Pseudo strike
39.81
IV
18.5%
B/E move
4.4%
Puts
Pseudo strike
37.51
IV
20.0%
B/E move
3.6%

35Δ

Calls
Pseudo strike
39.45
IV
16.2%
B/E move
3.5%
Puts
Pseudo strike
37.96
IV
17.1%
B/E move
2.6%

40Δ

Calls
Pseudo strike
39.08
IV
14.0%
B/E move
2.6%
Puts
Pseudo strike
38.20
IV
16.3%
B/E move
2.1%

45Δ

Calls
Pseudo strike
38.91
IV
12.8%
B/E move
2.2%
Puts
Pseudo strike
38.41
IV
15.6%
B/E move
1.8%

50Δ

Calls
Pseudo strike
38.79
IV
12.0%
B/E move
2.0%
Puts
Pseudo strike
38.63
IV
15.0%
B/E move
1.4%

55Δ

Calls
Pseudo strike
38.67
IV
11.1%
B/E move
1.8%
Puts
Pseudo strike
38.84
IV
14.3%
B/E move
1.0%

60Δ

Calls
Pseudo strike
38.55
IV
10.2%
B/E move
1.5%
Puts
Pseudo strike
39.09
IV
14.3%
B/E move
0.8%

65Δ

Calls
Pseudo strike
38.43
IV
9.4%
B/E move
1.3%
Puts
Pseudo strike
39.43
IV
16.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
38.31
IV
8.5%
B/E move
1.1%
Puts
Pseudo strike
39.76
IV
17.8%
B/E move
0.6%

75Δ

Calls
Pseudo strike
38.19
IV
7.7%
B/E move
0.9%
Puts
Pseudo strike
40.20
IV
19.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
38.07
IV
6.8%
B/E move
0.6%
Puts
Pseudo strike
40.85
IV
22.5%
B/E move
0.4%

Options history

No recorded observations