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State Street SPDR S&P Capital Markets ETF KCE

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Market dataready · fetched 2026-11-12T01:56:41.926Z

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 · 2026-11-12T01:00:00.138327867Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:49:24.313272+00:00

Share price$162.20
1D+0.3%
AH$160.86$161.37$161.88$162.39$162.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKCE
Sold putSold callAH

State Street SPDR S&P Capital Markets ETF options

Live interpolated KCE call and put midpoint premiums by absolute delta.State Street SPDR S&P Capital Markets ETF$1.14$2.20$3.26$4.32$5.38$-0.16$0.17$0.50$0.83$1.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEKCE PRICE$1.26$1.47$1.26$2.71$2.91$3.22$3.38$3.71$4.32$5.07$1.66$1.91$3.26$3.51$3.78$4.53$4.98
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ168.2333.1%4.5%
30Δ166.6931.0%3.7%
35Δ164.5421.3%2.2%159.8827.0%2.5%
40Δ160.8325.7%2.0%
45Δ
50Δ162.5427.4%1.9%
55Δ161.6925.2%1.5%163.3426.8%1.3%
60Δ160.9324.1%1.2%164.0924.9%1.0%
65Δ160.3522.0%0.9%164.7523.3%0.8%
70Δ159.6720.8%0.7%165.7424.1%0.6%
75Δ158.8521.1%0.6%166.4623.1%0.4%
80Δ157.9021.5%0.5%

20Δ

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

25Δ

Calls
Pseudo strike
168.23
IV
33.1%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
166.69
IV
31.0%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
164.54
IV
21.3%
B/E move
2.2%
Puts
Pseudo strike
159.88
IV
27.0%
B/E move
2.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
160.83
IV
25.7%
B/E move
2.0%

45Δ

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

50Δ

Calls
Pseudo strike
162.54
IV
27.4%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
161.69
IV
25.2%
B/E move
1.5%
Puts
Pseudo strike
163.34
IV
26.8%
B/E move
1.3%

60Δ

Calls
Pseudo strike
160.93
IV
24.1%
B/E move
1.2%
Puts
Pseudo strike
164.09
IV
24.9%
B/E move
1.0%

65Δ

Calls
Pseudo strike
160.35
IV
22.0%
B/E move
0.9%
Puts
Pseudo strike
164.75
IV
23.3%
B/E move
0.8%

70Δ

Calls
Pseudo strike
159.67
IV
20.8%
B/E move
0.7%
Puts
Pseudo strike
165.74
IV
24.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
158.85
IV
21.1%
B/E move
0.6%
Puts
Pseudo strike
166.46
IV
23.1%
B/E move
0.4%

80Δ

Calls
Pseudo strike
157.90
IV
21.5%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend22.92%
Daily EOD
KCE21.8%22.4%23.1%2026-10-19: 22.72%2026-10-20: 22.25%2026-10-21: 22.01%2026-10-22: 21.99%2026-10-23: 23.04%2026-10-26: 22.45%2026-10-27: 22.18%2026-10-28: 22.05%2026-10-29: 21.86%2026-10-30: 22.92%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
22.72%
22.25%
22.01%
21.99%
23.04%
22.45%
22.18%
22.05%
21.86%
22.92%