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State Street SPDR Bloomberg 3-12 Month T-Bill ETF BILS

i

Market dataready · fetched 2026-11-06T20:56:12.613Z

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 · 2026-11-06T20:55:06.711657504Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T20:56:12.065743+00:00

Share price$99.17
1D+0.0%
$99.12$99.15$99.18$99.20$99.235:30 AM6:30 AM9:00 AM1:00 PMBILS
Sold putSold call

State Street SPDR Bloomberg 3-12 Month T-Bill ETF options

Live interpolated BILS call and put midpoint premiums by absolute delta.State Street SPDR Bloomberg 3-12 Month T-Bill ETF$0.00$0.91$1.83$2.74$3.66$97.34$98.05$98.76$99.46$100.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BILS spot · $99.17BILS PRICE$0.09$0.10$0.12$0.14$0.15$0.17$0.18$0.20$0.22$0.23$0.25$0.27$0.28$0.05$0.28$0.57$0.85$1.13$1.41$1.70$1.98$2.26$2.54$2.83$3.11$3.39
PutsExpensive4.30×
CallsExpensive5.93×
SkewBearish+4.26 pp
Implied moveBearish±$1.88
TiltBearish80.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ100.745.6%1.7%98.922.4%0.3%
25Δ100.625.3%1.6%99.253.0%0.2%
30Δ100.505.0%1.5%99.544.0%0.2%
35Δ100.384.7%1.4%99.845.0%0.2%
40Δ100.264.4%1.3%100.146.0%0.2%
45Δ100.144.0%1.1%100.447.0%0.2%
50Δ100.023.7%1.0%100.738.0%0.1%
55Δ99.903.4%0.9%101.039.0%0.1%
60Δ99.783.1%0.8%101.3310.0%0.1%
65Δ99.662.8%0.7%101.6310.9%0.1%
70Δ99.552.5%0.6%101.9211.9%0.1%
75Δ99.432.2%0.5%102.2212.9%0.1%
80Δ99.311.9%0.4%102.5213.9%0.0%

20Δ

Calls
Pseudo strike
100.74
IV
5.6%
B/E move
1.7%
Puts
Pseudo strike
98.92
IV
2.4%
B/E move
0.3%

25Δ

Calls
Pseudo strike
100.62
IV
5.3%
B/E move
1.6%
Puts
Pseudo strike
99.25
IV
3.0%
B/E move
0.2%

30Δ

Calls
Pseudo strike
100.50
IV
5.0%
B/E move
1.5%
Puts
Pseudo strike
99.54
IV
4.0%
B/E move
0.2%

35Δ

Calls
Pseudo strike
100.38
IV
4.7%
B/E move
1.4%
Puts
Pseudo strike
99.84
IV
5.0%
B/E move
0.2%

40Δ

Calls
Pseudo strike
100.26
IV
4.4%
B/E move
1.3%
Puts
Pseudo strike
100.14
IV
6.0%
B/E move
0.2%

45Δ

Calls
Pseudo strike
100.14
IV
4.0%
B/E move
1.1%
Puts
Pseudo strike
100.44
IV
7.0%
B/E move
0.2%

50Δ

Calls
Pseudo strike
100.02
IV
3.7%
B/E move
1.0%
Puts
Pseudo strike
100.73
IV
8.0%
B/E move
0.1%

55Δ

Calls
Pseudo strike
99.90
IV
3.4%
B/E move
0.9%
Puts
Pseudo strike
101.03
IV
9.0%
B/E move
0.1%

60Δ

Calls
Pseudo strike
99.78
IV
3.1%
B/E move
0.8%
Puts
Pseudo strike
101.33
IV
10.0%
B/E move
0.1%

65Δ

Calls
Pseudo strike
99.66
IV
2.8%
B/E move
0.7%
Puts
Pseudo strike
101.63
IV
10.9%
B/E move
0.1%

70Δ

Calls
Pseudo strike
99.55
IV
2.5%
B/E move
0.6%
Puts
Pseudo strike
101.92
IV
11.9%
B/E move
0.1%

75Δ

Calls
Pseudo strike
99.43
IV
2.2%
B/E move
0.5%
Puts
Pseudo strike
102.22
IV
12.9%
B/E move
0.1%

80Δ

Calls
Pseudo strike
99.31
IV
1.9%
B/E move
0.4%
Puts
Pseudo strike
102.52
IV
13.9%
B/E move
0.0%

Options history

IV · four-Friday blend18.80%
Daily close
BILS9.3%25.8%42.3%2026-08-10: 11.61%2026-08-11: 11.71%2026-08-12: 20.75%2026-08-13: 22.57%2026-08-14: 23.44%2026-08-17: 26.74%2026-08-18: 27.91%2026-08-19: 33.54%2026-08-20: 40.05%2026-08-21: 15.94%2026-08-24: 16.02%2026-08-25: 15.89%2026-08-26: 16.89%2026-08-27: 16.65%2026-08-28: 16.95%2026-08-31: 17.06%2026-09-01: 16.36%2026-09-02: 17.89%2026-09-03: 17.31%2026-09-04: 17.30%2026-09-08: 18.87%2026-09-09: 20.00%2026-09-10: 19.96%2026-09-11: 20.70%2026-09-14: 24.40%2026-09-15: 26.33%2026-09-16: 30.89%2026-09-17: 39.85%2026-09-18: 14.81%2026-09-23: 16.57%2026-09-24: 20.11%2026-10-28: 18.80%Aug 10Aug 31Oct 28
32 observations2026-08-10 — 2026-10-28
Table
DateIV (%)
11.61%
11.71%
20.75%
22.57%
23.44%
26.74%
27.91%
33.54%
40.05%
15.94%
16.02%
15.89%
16.89%
16.65%
16.95%
17.06%
16.36%
17.89%
17.31%
17.30%
18.87%
20.00%
19.96%
20.70%
24.40%
26.33%
30.89%
39.85%
14.81%
16.57%
20.11%
18.80%