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State Street SPDR Portfolio Mortgage Backed Bond ETF SPMB

i

Market dataready · fetched 2026-11-03T20:51:17.043Z

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 · 2026-11-03T20:51:13.765824731Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T20:51:16.518062+00:00

Share price$21.61
1D-0.1%
$21.57$21.59$21.61$21.63$21.655:30 AM6:30 AM9:00 AM1:00 PMSPMB
Sold putSold call

State Street SPDR Portfolio Mortgage Backed Bond ETF options

Live interpolated SPMB call and put midpoint premiums by absolute delta.State Street SPDR Portfolio Mortgage Backed Bond ETF$0.26$0.55$0.83$1.12$1.41$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 —OPTION PRICESPMB PRICE$0.63$0.63$0.29$0.40$0.51$0.62$0.73$0.84$0.95$1.07$1.20$1.33$0.63$0.63$0.63$0.63$0.92
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.02137.2%37.2%18.27107.8%18.3%
25Δ25.65100.0%21.6%19.4683.1%12.8%
30Δ20.2466.5%9.2%
35Δ21.7716.3%2.1%20.8054.2%6.6%
40Δ21.6519.0%2.1%
45Δ21.5321.7%2.0%
50Δ21.4124.5%2.0%
55Δ21.2927.2%1.9%
60Δ21.1829.9%1.9%
65Δ21.0632.6%1.8%
70Δ20.9033.1%1.7%
75Δ20.7131.3%1.4%
80Δ20.5229.5%1.1%22.5016.0%0.1%

20Δ

Calls
Pseudo strike
29.02
IV
137.2%
B/E move
37.2%
Puts
Pseudo strike
18.27
IV
107.8%
B/E move
18.3%

25Δ

Calls
Pseudo strike
25.65
IV
100.0%
B/E move
21.6%
Puts
Pseudo strike
19.46
IV
83.1%
B/E move
12.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.24
IV
66.5%
B/E move
9.2%

35Δ

Calls
Pseudo strike
21.77
IV
16.3%
B/E move
2.1%
Puts
Pseudo strike
20.80
IV
54.2%
B/E move
6.6%

40Δ

Calls
Pseudo strike
21.65
IV
19.0%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
21.53
IV
21.7%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
21.41
IV
24.5%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
21.29
IV
27.2%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
21.18
IV
29.9%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
21.06
IV
32.6%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
20.90
IV
33.1%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
20.71
IV
31.3%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
20.52
IV
29.5%
B/E move
1.1%
Puts
Pseudo strike
22.50
IV
16.0%
B/E move
0.1%

Options history

IV · four-Friday blend34.28%
Daily EOD
SPMB33.2%33.8%34.4%2026-10-19: 34.16%2026-10-20: 33.54%2026-10-21: 33.42%2026-10-22: 33.27%2026-10-23: 33.85%2026-10-26: 34.09%2026-10-27: 34.22%2026-10-28: 33.74%2026-10-29: 33.77%2026-10-30: 34.28%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
34.16%
33.54%
33.42%
33.27%
33.85%
34.09%
34.22%
33.74%
33.77%
34.28%