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State Street SPDR S&P Bank ETF KBE

i

Market dataready · fetched 2026-11-12T03:05:55.471Z

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 · 2026-11-12T01:00:00.130665507Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:05:54.955049+00:00

Share price$66.67
1D+0.3%
AH$66.25$66.40$66.55$66.69$66.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKBE
Sold putSold callAH

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$1.94$2.18$2.42$2.65$2.89$62.68$64.83$66.98$69.12$71.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive KBE spot · $66.67KBE PRICE$2.45$2.45$2.45$2.45$2.45$2.77$2.46$2.64$2.82$2.45$2.45$2.45$2.45$2.45$2.45$1.96$2.30
Puts——
Calls——
Skew——
Implied moveBalanced±$4.90
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ58.95141.9%15.2%
30Δ76.48139.1%18.4%61.81113.4%11.0%
35Δ72.35110.5%12.2%63.7893.0%8.0%
40Δ69.8390.1%8.4%65.1977.8%5.9%
45Δ68.2075.0%6.0%66.2066.0%4.4%
50Δ67.0763.3%4.3%66.9956.3%3.2%
55Δ66.2560.6%3.5%
60Δ
65Δ
70Δ64.9834.7%1.2%68.2125.4%0.6%
75Δ64.6432.0%0.9%68.6525.6%0.5%
80Δ64.2929.4%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.95
IV
141.9%
B/E move
15.2%

30Δ

Calls
Pseudo strike
76.48
IV
139.1%
B/E move
18.4%
Puts
Pseudo strike
61.81
IV
113.4%
B/E move
11.0%

35Δ

Calls
Pseudo strike
72.35
IV
110.5%
B/E move
12.2%
Puts
Pseudo strike
63.78
IV
93.0%
B/E move
8.0%

40Δ

Calls
Pseudo strike
69.83
IV
90.1%
B/E move
8.4%
Puts
Pseudo strike
65.19
IV
77.8%
B/E move
5.9%

45Δ

Calls
Pseudo strike
68.20
IV
75.0%
B/E move
6.0%
Puts
Pseudo strike
66.20
IV
66.0%
B/E move
4.4%

50Δ

Calls
Pseudo strike
67.07
IV
63.3%
B/E move
4.3%
Puts
Pseudo strike
66.99
IV
56.3%
B/E move
3.2%

55Δ

Calls
Pseudo strike
66.25
IV
60.6%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
64.98
IV
34.7%
B/E move
1.2%
Puts
Pseudo strike
68.21
IV
25.4%
B/E move
0.6%

75Δ

Calls
Pseudo strike
64.64
IV
32.0%
B/E move
0.9%
Puts
Pseudo strike
68.65
IV
25.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
64.29
IV
29.4%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend25.91%
Daily EOD
KBE24.8%26.7%28.5%2026-10-19: 25.09%2026-10-20: 28.22%2026-10-21: 26.70%2026-10-22: 25.96%2026-10-23: 25.99%2026-10-26: 27.98%2026-10-27: 26.72%2026-10-28: 27.65%2026-10-29: 28.12%2026-10-30: 25.91%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.09%
28.22%
26.70%
25.96%
25.99%
27.98%
26.72%
27.65%
28.12%
25.91%