IntraAlpha
Create free account Start free

State Street SPDR Nuveen ICE High Yield Municipal Bond ETF HYMB

i

Market dataready · fetched 2026-11-07T21:28:53.385Z

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 · 2026-11-07T01:00:00.128110964Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T21:28:53.043469+00:00

Share price$24.36
1D+0.5%
AH$24.23$24.27$24.31$24.36$24.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHYMB
Sold putSold callAH

State Street SPDR Nuveen ICE High Yield Municipal Bond ETF options

Live interpolated HYMB call and put midpoint premiums by absolute delta.State Street SPDR Nuveen ICE High Yield Municipal Bond ETF$0.02$0.33$0.64$0.95$1.25$23.63$24.18$24.74$25.29$25.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HYMB spot · $24.36HYMB PRICE$0.19$0.27$0.36$0.45$0.54$0.63$0.72$0.80$0.89$0.96$1.03$1.10$1.17$0.06$0.10$0.15$0.19$0.24$0.29$0.33$0.38$0.42$0.47$0.51$0.56$0.61
PutsExpensive1.42×
CallsExpensive3.03×
SkewBullish-16.50 pp
Implied moveBullish±$1.05
TiltBullish35.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.8215.4%2.6%24.0110.2%1.7%
25Δ24.7218.2%2.6%24.0910.4%1.5%
30Δ24.6120.9%2.5%24.1610.5%1.4%
35Δ24.5123.7%2.5%24.2410.7%1.3%
40Δ24.4126.4%2.4%24.3210.9%1.2%
45Δ24.3129.2%2.4%24.3911.1%1.0%
50Δ24.2131.9%2.3%24.4711.2%0.9%
55Δ24.1134.7%2.3%24.5411.4%0.8%
60Δ24.0137.5%2.2%24.6211.6%0.7%
65Δ23.8835.0%2.0%24.7011.8%0.5%
70Δ23.7432.2%1.7%24.7711.9%0.4%
75Δ23.6029.3%1.4%24.8512.1%0.3%
80Δ23.4726.4%1.1%24.9312.3%0.2%

20Δ

Calls
Pseudo strike
24.82
IV
15.4%
B/E move
2.6%
Puts
Pseudo strike
24.01
IV
10.2%
B/E move
1.7%

25Δ

Calls
Pseudo strike
24.72
IV
18.2%
B/E move
2.6%
Puts
Pseudo strike
24.09
IV
10.4%
B/E move
1.5%

30Δ

Calls
Pseudo strike
24.61
IV
20.9%
B/E move
2.5%
Puts
Pseudo strike
24.16
IV
10.5%
B/E move
1.4%

35Δ

Calls
Pseudo strike
24.51
IV
23.7%
B/E move
2.5%
Puts
Pseudo strike
24.24
IV
10.7%
B/E move
1.3%

40Δ

Calls
Pseudo strike
24.41
IV
26.4%
B/E move
2.4%
Puts
Pseudo strike
24.32
IV
10.9%
B/E move
1.2%

45Δ

Calls
Pseudo strike
24.31
IV
29.2%
B/E move
2.4%
Puts
Pseudo strike
24.39
IV
11.1%
B/E move
1.0%

50Δ

Calls
Pseudo strike
24.21
IV
31.9%
B/E move
2.3%
Puts
Pseudo strike
24.47
IV
11.2%
B/E move
0.9%

55Δ

Calls
Pseudo strike
24.11
IV
34.7%
B/E move
2.3%
Puts
Pseudo strike
24.54
IV
11.4%
B/E move
0.8%

60Δ

Calls
Pseudo strike
24.01
IV
37.5%
B/E move
2.2%
Puts
Pseudo strike
24.62
IV
11.6%
B/E move
0.7%

65Δ

Calls
Pseudo strike
23.88
IV
35.0%
B/E move
2.0%
Puts
Pseudo strike
24.70
IV
11.8%
B/E move
0.5%

70Δ

Calls
Pseudo strike
23.74
IV
32.2%
B/E move
1.7%
Puts
Pseudo strike
24.77
IV
11.9%
B/E move
0.4%

75Δ

Calls
Pseudo strike
23.60
IV
29.3%
B/E move
1.4%
Puts
Pseudo strike
24.85
IV
12.1%
B/E move
0.3%

80Δ

Calls
Pseudo strike
23.47
IV
26.4%
B/E move
1.1%
Puts
Pseudo strike
24.93
IV
12.3%
B/E move
0.2%

Options history

IV · four-Friday blend12.76%
Daily EOD
HYMB12.7%12.8%12.8%2026-10-29: 12.76%Oct 29
1 observations2026-10-29 — 2026-10-29
Table
DateIV (%)
12.76%