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State Street SPDR S&P Bank ETF KBE

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Market dataready · fetched 2026-10-22T16:38:57.792Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T16:38:45.556458827Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T16:38:55.229479+00:00

Share price$65.54
1D+2.5%
$63.82$64.29$64.76$65.22$65.695:30 AM6:30 AM9:00 AM1:00 PMKBE
Sold putSold call

State Street SPDR S&P Bank ETF options

Live interpolated KBE call and put midpoint premiums by absolute delta.State Street SPDR S&P Bank ETF$0.26$2.06$3.86$5.66$7.46$58.66$61.97$65.29$68.61$71.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KBE spot · $65.53KBE PRICE$0.46$0.51$0.69$0.92$1.12$1.11$1.20$1.40$1.61$1.88$2.15$3.39$3.74$0.63$0.84$1.07$1.19$1.40$1.83$2.45$2.69$3.17$3.90$4.68$5.66$6.94
PutsFair1.04×
CallsCheap0.70×
SkewBearish+10.78 pp
Implied moveBearish±$3.65
TiltBearish28.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.6323.1%6.9%61.4729.7%7.2%
25Δ68.3019.1%5.0%62.4428.8%6.0%
30Δ67.7519.6%4.4%63.1629.2%5.3%
35Δ67.3521.2%4.2%64.0626.3%4.1%
40Δ66.9422.2%3.9%64.7125.5%3.4%
45Δ66.3218.5%2.9%65.3527.4%3.1%
50Δ65.8116.6%2.3%66.0031.4%3.0%
55Δ65.4216.6%2.0%66.6529.7%2.4%
60Δ65.0316.7%1.7%67.4229.9%2.0%
65Δ64.6216.7%1.5%68.3331.7%1.7%
70Δ64.1916.7%1.2%69.3332.9%1.4%
75Δ63.0123.4%1.3%70.5134.3%1.0%
80Δ62.4822.2%1.0%71.9936.1%0.7%

20Δ

Calls
Pseudo strike
69.63
IV
23.1%
B/E move
6.9%
Puts
Pseudo strike
61.47
IV
29.7%
B/E move
7.2%

25Δ

Calls
Pseudo strike
68.30
IV
19.1%
B/E move
5.0%
Puts
Pseudo strike
62.44
IV
28.8%
B/E move
6.0%

30Δ

Calls
Pseudo strike
67.75
IV
19.6%
B/E move
4.4%
Puts
Pseudo strike
63.16
IV
29.2%
B/E move
5.3%

35Δ

Calls
Pseudo strike
67.35
IV
21.2%
B/E move
4.2%
Puts
Pseudo strike
64.06
IV
26.3%
B/E move
4.1%

40Δ

Calls
Pseudo strike
66.94
IV
22.2%
B/E move
3.9%
Puts
Pseudo strike
64.71
IV
25.5%
B/E move
3.4%

45Δ

Calls
Pseudo strike
66.32
IV
18.5%
B/E move
2.9%
Puts
Pseudo strike
65.35
IV
27.4%
B/E move
3.1%

50Δ

Calls
Pseudo strike
65.81
IV
16.6%
B/E move
2.3%
Puts
Pseudo strike
66.00
IV
31.4%
B/E move
3.0%

55Δ

Calls
Pseudo strike
65.42
IV
16.6%
B/E move
2.0%
Puts
Pseudo strike
66.65
IV
29.7%
B/E move
2.4%

60Δ

Calls
Pseudo strike
65.03
IV
16.7%
B/E move
1.7%
Puts
Pseudo strike
67.42
IV
29.9%
B/E move
2.0%

65Δ

Calls
Pseudo strike
64.62
IV
16.7%
B/E move
1.5%
Puts
Pseudo strike
68.33
IV
31.7%
B/E move
1.7%

70Δ

Calls
Pseudo strike
64.19
IV
16.7%
B/E move
1.2%
Puts
Pseudo strike
69.33
IV
32.9%
B/E move
1.4%

75Δ

Calls
Pseudo strike
63.01
IV
23.4%
B/E move
1.3%
Puts
Pseudo strike
70.51
IV
34.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
62.48
IV
22.2%
B/E move
1.0%
Puts
Pseudo strike
71.99
IV
36.1%
B/E move
0.7%

Options history

No recorded observations