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

i

Market datapartial · fetched 2026-11-08T08:14:42.994Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-07T01:00:00.07875979Z

FundamentalsAlpha Vantage · unavailable

Share price$99.17
1D+0.0%
AH$99.12$99.15$99.18$99.20$99.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBILS
Sold putSold callAH

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$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEBILS PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

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

75Δ

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

80Δ

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

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%