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State Street SPDR S&P Capital Markets ETF KCE

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Market dataready · fetched 2026-10-22T15:34:13.864Z

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 · 2026-10-22T15:32:58.546124761Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T15:33:06.753938+00:00

Share price$154.04
1D+1.6%
$151.30$152.16$153.01$153.86$154.725:30 AM6:30 AM9:00 AM1:00 PMKCE
Sold putSold call

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$0.72$3.41$6.10$8.79$11.49$139.33$145.98$152.62$159.27$165.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KCE spot · $154.04KCE PRICE$1.01$1.26$1.52$1.77$2.11$2.60$3.19$3.99$4.61$5.26$6.40$8.47$10.54$1.98$2.37$2.75$3.14$3.50$4.05$4.60$5.15$5.73$6.31$7.50$9.07$10.71
PutsExpensive1.28×
CallsCheap0.94×
SkewBearish+7.69 pp
Implied moveBearish±$7.79
TiltBearish11.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ162.9521.3%6.4%139.2941.7%10.9%
25Δ161.3020.2%5.5%142.7137.8%8.9%
30Δ159.6519.0%4.6%146.1333.9%6.9%
35Δ158.0017.9%3.7%149.5430.0%5.0%
40Δ156.6317.4%3.1%152.0127.1%3.6%
45Δ155.6917.9%2.8%153.4226.2%3.0%
50Δ154.7218.9%2.5%154.8425.3%2.5%
55Δ153.6620.4%2.3%156.2224.4%1.9%
60Δ152.5320.4%2.0%157.4123.3%1.5%
65Δ151.4020.3%1.7%158.6122.3%1.1%
70Δ149.9421.5%1.5%160.2122.9%0.9%
75Δ147.5522.9%1.3%162.1223.6%0.6%
80Δ145.1524.2%1.1%164.1223.8%0.4%

20Δ

Calls
Pseudo strike
162.95
IV
21.3%
B/E move
6.4%
Puts
Pseudo strike
139.29
IV
41.7%
B/E move
10.9%

25Δ

Calls
Pseudo strike
161.30
IV
20.2%
B/E move
5.5%
Puts
Pseudo strike
142.71
IV
37.8%
B/E move
8.9%

30Δ

Calls
Pseudo strike
159.65
IV
19.0%
B/E move
4.6%
Puts
Pseudo strike
146.13
IV
33.9%
B/E move
6.9%

35Δ

Calls
Pseudo strike
158.00
IV
17.9%
B/E move
3.7%
Puts
Pseudo strike
149.54
IV
30.0%
B/E move
5.0%

40Δ

Calls
Pseudo strike
156.63
IV
17.4%
B/E move
3.1%
Puts
Pseudo strike
152.01
IV
27.1%
B/E move
3.6%

45Δ

Calls
Pseudo strike
155.69
IV
17.9%
B/E move
2.8%
Puts
Pseudo strike
153.42
IV
26.2%
B/E move
3.0%

50Δ

Calls
Pseudo strike
154.72
IV
18.9%
B/E move
2.5%
Puts
Pseudo strike
154.84
IV
25.3%
B/E move
2.5%

55Δ

Calls
Pseudo strike
153.66
IV
20.4%
B/E move
2.3%
Puts
Pseudo strike
156.22
IV
24.4%
B/E move
1.9%

60Δ

Calls
Pseudo strike
152.53
IV
20.4%
B/E move
2.0%
Puts
Pseudo strike
157.41
IV
23.3%
B/E move
1.5%

65Δ

Calls
Pseudo strike
151.40
IV
20.3%
B/E move
1.7%
Puts
Pseudo strike
158.61
IV
22.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
149.94
IV
21.5%
B/E move
1.5%
Puts
Pseudo strike
160.21
IV
22.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
147.55
IV
22.9%
B/E move
1.3%
Puts
Pseudo strike
162.12
IV
23.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
145.15
IV
24.2%
B/E move
1.1%
Puts
Pseudo strike
164.12
IV
23.8%
B/E move
0.4%

Options history

No recorded observations