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State Street SPDR Bloomberg Emerging Markets Local Bond ETF EBND

i

Market dataready · fetched 2026-11-03T14:43:32.638Z

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 · 2026-11-03T14:43:15.84774719Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T14:43:32.130078+00:00

Share price$20.45
1D-0.1%
$20.43$20.45$20.46$20.47$20.485:30 AM6:30 AM9:00 AM1:00 PMEBND
Sold putSold call

State Street SPDR Bloomberg Emerging Markets Local Bond ETF options

Live interpolated EBND call and put midpoint premiums by absolute delta.State Street SPDR Bloomberg Emerging Markets Local Bond ETF$0.73$0.90$1.07$1.24$1.41$19.79$20.09$20.40$20.70$21.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 PRICELive EBND spot · $20.45EBND PRICE$0.75$0.75$0.75$0.75$0.76$0.84$0.92$0.99$1.08$1.17$1.27$1.36$0.75$0.75$0.75$0.75$0.76$0.83$0.91$0.99
Puts——
Calls——
Skew——
Implied moveBearish±$1.75
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.77131.5%21.7%
25Δ25.79129.4%29.8%18.09101.2%15.2%
30Δ23.5199.2%18.7%18.9880.6%10.9%
35Δ22.2578.9%12.5%19.5167.7%8.3%
40Δ21.5265.1%8.9%20.0255.5%5.8%
45Δ20.9654.2%6.2%20.2852.1%4.9%
50Δ20.6850.9%5.2%20.5548.7%4.0%
55Δ20.4047.6%4.2%20.8145.3%3.1%
60Δ20.1244.4%3.2%
65Δ19.9041.4%2.6%
70Δ19.7238.7%2.2%
75Δ19.5435.9%1.7%
80Δ19.3633.2%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.77
IV
131.5%
B/E move
21.7%

25Δ

Calls
Pseudo strike
25.79
IV
129.4%
B/E move
29.8%
Puts
Pseudo strike
18.09
IV
101.2%
B/E move
15.2%

30Δ

Calls
Pseudo strike
23.51
IV
99.2%
B/E move
18.7%
Puts
Pseudo strike
18.98
IV
80.6%
B/E move
10.9%

35Δ

Calls
Pseudo strike
22.25
IV
78.9%
B/E move
12.5%
Puts
Pseudo strike
19.51
IV
67.7%
B/E move
8.3%

40Δ

Calls
Pseudo strike
21.52
IV
65.1%
B/E move
8.9%
Puts
Pseudo strike
20.02
IV
55.5%
B/E move
5.8%

45Δ

Calls
Pseudo strike
20.96
IV
54.2%
B/E move
6.2%
Puts
Pseudo strike
20.28
IV
52.1%
B/E move
4.9%

50Δ

Calls
Pseudo strike
20.68
IV
50.9%
B/E move
5.2%
Puts
Pseudo strike
20.55
IV
48.7%
B/E move
4.0%

55Δ

Calls
Pseudo strike
20.40
IV
47.6%
B/E move
4.2%
Puts
Pseudo strike
20.81
IV
45.3%
B/E move
3.1%

60Δ

Calls
Pseudo strike
20.12
IV
44.4%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
19.90
IV
41.4%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
19.72
IV
38.7%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
19.54
IV
35.9%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
19.36
IV
33.2%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend157.54%
Daily EOD
EBND44.1%115.3%186.4%2026-10-19: 101.37%2026-10-20: 107.42%2026-10-21: 150.42%2026-10-22: 88.39%2026-10-23: 79.06%2026-10-26: 103.73%2026-10-27: 176.61%2026-10-28: 53.90%2026-10-29: 90.97%2026-10-30: 157.54%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
101.37%
107.42%
150.42%
88.39%
79.06%
103.73%
176.61%
53.90%
90.97%
157.54%