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State Street SPDR S&P Bank ETF KBE

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Market datapartial · fetched 2026-10-22T20:53:10.429Z

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 · 2026-10-22T20:47:36.456875184Z

FundamentalsAlpha Vantage · unavailable

Share price$66.00
1D+3.2%
AH$63.79$64.38$64.98$65.57$66.165:30 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$0.53$2.35$4.18$6.00$7.82$56.53$61.11$65.69$70.27$74.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KBE spot · $66.00KBE PRICE$0.73$1.67$2.45$2.45$2.45$2.39$2.51$2.52$2.72$2.69$2.62$2.56$2.49$2.45$2.45$2.48$2.46$2.07$2.45$3.05$3.30$4.15$4.49$5.44$7.29
PutsExpensive1.44×
CallsExpensive1.37×
SkewBearish+3.30 pp
Implied moveBalanced±$4.96
TiltBearish16.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.1931.1%9.0%
25Δ74.3758.2%15.2%58.4478.7%15.2%
30Δ76.0277.2%18.9%61.3062.9%10.8%
35Δ71.8761.3%12.6%63.2352.1%8.0%
40Δ69.3950.2%8.8%64.6743.3%5.7%
45Δ67.6440.5%6.1%65.7031.4%3.6%
50Δ66.6236.3%4.7%66.5330.8%2.9%
55Δ65.7830.8%3.5%67.2633.1%2.7%
60Δ65.0828.7%2.7%67.9531.0%2.1%
65Δ64.8025.5%2.3%68.9733.5%1.8%
70Δ64.5822.0%1.8%69.6231.5%1.3%
75Δ64.3618.6%1.4%70.8232.1%0.9%
80Δ64.1415.1%1.0%72.8136.5%0.7%

20Δ

Calls
Pseudo strike
71.19
IV
31.1%
B/E move
9.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
74.37
IV
58.2%
B/E move
15.2%
Puts
Pseudo strike
58.44
IV
78.7%
B/E move
15.2%

30Δ

Calls
Pseudo strike
76.02
IV
77.2%
B/E move
18.9%
Puts
Pseudo strike
61.30
IV
62.9%
B/E move
10.8%

35Δ

Calls
Pseudo strike
71.87
IV
61.3%
B/E move
12.6%
Puts
Pseudo strike
63.23
IV
52.1%
B/E move
8.0%

40Δ

Calls
Pseudo strike
69.39
IV
50.2%
B/E move
8.8%
Puts
Pseudo strike
64.67
IV
43.3%
B/E move
5.7%

45Δ

Calls
Pseudo strike
67.64
IV
40.5%
B/E move
6.1%
Puts
Pseudo strike
65.70
IV
31.4%
B/E move
3.6%

50Δ

Calls
Pseudo strike
66.62
IV
36.3%
B/E move
4.7%
Puts
Pseudo strike
66.53
IV
30.8%
B/E move
2.9%

55Δ

Calls
Pseudo strike
65.78
IV
30.8%
B/E move
3.5%
Puts
Pseudo strike
67.26
IV
33.1%
B/E move
2.7%

60Δ

Calls
Pseudo strike
65.08
IV
28.7%
B/E move
2.7%
Puts
Pseudo strike
67.95
IV
31.0%
B/E move
2.1%

65Δ

Calls
Pseudo strike
64.80
IV
25.5%
B/E move
2.3%
Puts
Pseudo strike
68.97
IV
33.5%
B/E move
1.8%

70Δ

Calls
Pseudo strike
64.58
IV
22.0%
B/E move
1.8%
Puts
Pseudo strike
69.62
IV
31.5%
B/E move
1.3%

75Δ

Calls
Pseudo strike
64.36
IV
18.6%
B/E move
1.4%
Puts
Pseudo strike
70.82
IV
32.1%
B/E move
0.9%

80Δ

Calls
Pseudo strike
64.14
IV
15.1%
B/E move
1.0%
Puts
Pseudo strike
72.81
IV
36.5%
B/E move
0.7%

Options history

No recorded observations