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State Street SPDR Bloomberg Investment Grade Floating Rate ETF FLRN

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Market dataready · fetched 2026-11-05T21:37:10.719Z

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 · 2026-11-05T21:10:00.001280359Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-05T21:37:09.936496+00:00

Share price$30.71
1D-0.0%
AH$30.69$30.71$30.72$30.73$30.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFLRN
Sold putSold callAH

State Street SPDR Bloomberg Investment Grade Floating Rate ETF options

Live interpolated FLRN call and put midpoint premiums by absolute delta.State Street SPDR Bloomberg Investment Grade Floating Rate ETF$0.60$0.80$0.99$1.18$1.38$30.21$31.03$31.86$32.68$33.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ 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 FLRN spot · $30.71FLRN PRICE$0.63$0.63$0.63$0.63$0.63$0.63$0.69$0.78$0.87$0.95$1.04$1.18$1.32$0.63$0.63$0.63$0.63$0.66$0.71$0.76$0.81$0.89$0.96
Puts——
CallsExpensive26.04×
Skew——
Implied moveBearish±$1.45
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.1598.7%23.0%27.0883.1%13.9%
25Δ34.3772.6%13.9%28.4063.8%9.5%
30Δ32.8956.2%9.1%29.2650.8%6.8%
35Δ32.0044.8%6.2%29.8741.2%4.8%
40Δ31.5538.0%4.8%30.2236.6%3.8%
45Δ31.1031.1%3.3%30.4933.3%3.0%
50Δ30.8428.7%2.7%30.7630.0%2.3%
55Δ30.6427.6%2.3%31.0227.0%1.6%
60Δ30.4326.4%1.9%31.1725.4%1.4%
65Δ30.2325.3%1.5%31.3323.9%1.1%
70Δ30.0224.2%1.2%
75Δ29.8222.9%1.0%
80Δ29.6321.5%0.8%

20Δ

Calls
Pseudo strike
37.15
IV
98.7%
B/E move
23.0%
Puts
Pseudo strike
27.08
IV
83.1%
B/E move
13.9%

25Δ

Calls
Pseudo strike
34.37
IV
72.6%
B/E move
13.9%
Puts
Pseudo strike
28.40
IV
63.8%
B/E move
9.5%

30Δ

Calls
Pseudo strike
32.89
IV
56.2%
B/E move
9.1%
Puts
Pseudo strike
29.26
IV
50.8%
B/E move
6.8%

35Δ

Calls
Pseudo strike
32.00
IV
44.8%
B/E move
6.2%
Puts
Pseudo strike
29.87
IV
41.2%
B/E move
4.8%

40Δ

Calls
Pseudo strike
31.55
IV
38.0%
B/E move
4.8%
Puts
Pseudo strike
30.22
IV
36.6%
B/E move
3.8%

45Δ

Calls
Pseudo strike
31.10
IV
31.1%
B/E move
3.3%
Puts
Pseudo strike
30.49
IV
33.3%
B/E move
3.0%

50Δ

Calls
Pseudo strike
30.84
IV
28.7%
B/E move
2.7%
Puts
Pseudo strike
30.76
IV
30.0%
B/E move
2.3%

55Δ

Calls
Pseudo strike
30.64
IV
27.6%
B/E move
2.3%
Puts
Pseudo strike
31.02
IV
27.0%
B/E move
1.6%

60Δ

Calls
Pseudo strike
30.43
IV
26.4%
B/E move
1.9%
Puts
Pseudo strike
31.17
IV
25.4%
B/E move
1.4%

65Δ

Calls
Pseudo strike
30.23
IV
25.3%
B/E move
1.5%
Puts
Pseudo strike
31.33
IV
23.9%
B/E move
1.1%

70Δ

Calls
Pseudo strike
30.02
IV
24.2%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
29.82
IV
22.9%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
29.63
IV
21.5%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend16.89%
Daily close
FLRN14.4%32.2%50.0%2026-08-07: 31.91%2026-08-10: 33.63%2026-08-11: 25.26%2026-08-12: 25.73%2026-08-13: 26.96%2026-08-14: 27.30%2026-08-17: 31.74%2026-08-18: 34.35%2026-08-19: 38.56%2026-08-20: 47.55%2026-08-21: 21.47%2026-08-24: 21.96%2026-08-25: 22.10%2026-08-26: 22.29%2026-08-27: 22.46%2026-08-28: 22.61%2026-08-31: 23.28%2026-09-01: 22.97%2026-09-02: 23.34%2026-09-03: 22.71%2026-09-04: 23.12%2026-09-08: 24.36%2026-09-09: 26.16%2026-09-10: 25.98%2026-09-11: 27.74%2026-09-14: 29.32%2026-09-15: 32.47%2026-09-16: 38.12%2026-09-17: 43.88%2026-09-18: 21.40%2026-09-21: 21.84%2026-09-22: 22.05%2026-09-23: 22.07%2026-09-24: 22.40%2026-09-25: 22.04%2026-09-28: 23.17%2026-09-29: 22.96%2026-09-30: 23.81%2026-10-01: 21.91%2026-10-02: 24.44%2026-10-05: 22.54%2026-10-07: 26.03%2026-10-08: 26.84%2026-10-09: 27.56%2026-10-12: 31.64%2026-10-13: 34.14%2026-10-14: 36.37%2026-10-15: 46.55%2026-10-16: 18.01%2026-10-19: 21.31%2026-10-20: 21.44%2026-10-21: 20.47%2026-10-22: 20.70%2026-10-23: 17.75%2026-10-26: 18.57%2026-10-27: 17.39%2026-10-28: 17.72%2026-10-29: 18.98%2026-10-30: 16.89%Aug 7Sep 18Oct 30
59 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
31.91%
33.63%
25.26%
25.73%
26.96%
27.30%
31.74%
34.35%
38.56%
47.55%
21.47%
21.96%
22.10%
22.29%
22.46%
22.61%
23.28%
22.97%
23.34%
22.71%
23.12%
24.36%
26.16%
25.98%
27.74%
29.32%
32.47%
38.12%
43.88%
21.40%
21.84%
22.05%
22.07%
22.40%
22.04%
23.17%
22.96%
23.81%
21.91%
24.44%
22.54%
26.03%
26.84%
27.56%
31.64%
34.14%
36.37%
46.55%
18.01%
21.31%
21.44%
20.47%
20.70%
17.75%
18.57%
17.39%
17.72%
18.98%
16.89%