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State Street SPDR Portfolio Long Term Treasury ETF SPTL

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Market datapartial · fetched 2026-11-04T00:15:15.394Z

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 · 2026-11-03T23:30:00.001102167Z

FundamentalsAlpha Vantage · unavailable

Share price$24.79
1D-0.7%
AH$24.73$24.79$24.84$24.90$24.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPTL
Sold putSold callAH

State Street SPDR Portfolio Long Term Treasury ETF options

Live interpolated SPTL call and put midpoint premiums by absolute delta.State Street SPDR Portfolio Long Term Treasury ETF$0.27$0.60$0.92$1.25$1.58$24.07$24.46$24.84$25.23$25.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SPTL spot · $24.79SPTL PRICE$0.31$0.41$0.42$0.34$0.51$0.67$0.84$1.01$1.17$1.33$1.48$0.42$0.42$0.42$0.45$0.49$0.53$0.57
Puts——
Calls——
Skew——
Implied moveBearish±$1.08
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.4050.5%11.8%22.2167.2%12.1%
25Δ27.0554.0%10.8%23.1751.4%8.3%
30Δ26.2844.6%7.7%23.7840.9%5.8%
35Δ24.1435.2%4.4%
40Δ24.3732.3%3.7%
45Δ24.8415.0%1.6%24.6029.4%2.9%
50Δ24.6718.5%1.6%24.8326.5%2.2%
55Δ24.5022.0%1.6%
60Δ24.3325.4%1.6%
65Δ24.1728.9%1.6%
70Δ24.0032.3%1.6%
75Δ23.7830.7%1.3%
80Δ23.5629.0%1.0%

20Δ

Calls
Pseudo strike
27.40
IV
50.5%
B/E move
11.8%
Puts
Pseudo strike
22.21
IV
67.2%
B/E move
12.1%

25Δ

Calls
Pseudo strike
27.05
IV
54.0%
B/E move
10.8%
Puts
Pseudo strike
23.17
IV
51.4%
B/E move
8.3%

30Δ

Calls
Pseudo strike
26.28
IV
44.6%
B/E move
7.7%
Puts
Pseudo strike
23.78
IV
40.9%
B/E move
5.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.14
IV
35.2%
B/E move
4.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.37
IV
32.3%
B/E move
3.7%

45Δ

Calls
Pseudo strike
24.84
IV
15.0%
B/E move
1.6%
Puts
Pseudo strike
24.60
IV
29.4%
B/E move
2.9%

50Δ

Calls
Pseudo strike
24.67
IV
18.5%
B/E move
1.6%
Puts
Pseudo strike
24.83
IV
26.5%
B/E move
2.2%

55Δ

Calls
Pseudo strike
24.50
IV
22.0%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
24.33
IV
25.4%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
24.17
IV
28.9%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
24.00
IV
32.3%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
23.78
IV
30.7%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
23.56
IV
29.0%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend18.02%
Daily EOD
SPTL17.8%19.3%20.9%2026-10-19: 18.46%2026-10-20: 20.64%2026-10-21: 20.18%2026-10-22: 18.50%2026-10-23: 20.61%2026-10-26: 20.45%2026-10-27: 19.06%2026-10-28: 17.97%2026-10-30: 18.02%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
18.46%
20.64%
20.18%
18.50%
20.61%
20.45%
19.06%
17.97%
18.02%