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State Street SPDR S&P Insurance ETF KIE

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Market dataready · fetched 2026-11-12T03:08:23.487Z

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 · 2026-11-12T01:00:00.131387477Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:08:23.071559+00:00

Share price$65.70
1D+0.6%
AH$64.90$65.13$65.37$65.60$65.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKIE
Sold putSold callAH

State Street SPDR S&P Insurance ETF options

Live interpolated KIE call and put midpoint premiums by absolute delta.State Street SPDR S&P Insurance ETF$0.38$1.61$2.84$4.07$5.30$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEKIE PRICE$0.51$0.65$0.87$1.10$4.95$0.86$0.77$1.01$1.25$1.59$2.01$2.31$2.53$2.79$3.20
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
25Δ
30Δ67.3427.1%3.3%63.8141.0%4.2%
35Δ66.8326.4%2.7%
40Δ66.5228.9%2.6%65.2224.4%1.9%
45Δ66.2131.4%2.4%65.5426.6%1.8%
50Δ65.8628.8%1.6%
55Δ66.2931.5%1.5%
60Δ66.8034.4%1.4%
65Δ67.2434.6%1.2%
70Δ67.6532.9%0.9%
75Δ68.0831.4%0.6%
80Δ61.4352.7%1.0%68.6130.9%0.4%

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
IV
B/E move

30Δ

Calls
Pseudo strike
67.34
IV
27.1%
B/E move
3.3%
Puts
Pseudo strike
63.81
IV
41.0%
B/E move
4.2%

35Δ

Calls
Pseudo strike
66.83
IV
26.4%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
66.52
IV
28.9%
B/E move
2.6%
Puts
Pseudo strike
65.22
IV
24.4%
B/E move
1.9%

45Δ

Calls
Pseudo strike
66.21
IV
31.4%
B/E move
2.4%
Puts
Pseudo strike
65.54
IV
26.6%
B/E move
1.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.86
IV
28.8%
B/E move
1.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.29
IV
31.5%
B/E move
1.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.80
IV
34.4%
B/E move
1.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
67.24
IV
34.6%
B/E move
1.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
67.65
IV
32.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
68.08
IV
31.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
61.43
IV
52.7%
B/E move
1.0%
Puts
Pseudo strike
68.61
IV
30.9%
B/E move
0.4%

Options history

IV · four-Friday blend19.75%
Daily EOD
KIE19.2%20.7%22.3%2026-10-19: 20.60%2026-10-20: 22.04%2026-10-21: 20.46%2026-10-22: 19.38%2026-10-23: 20.85%2026-10-26: 21.33%2026-10-27: 21.52%2026-10-28: 20.47%2026-10-29: 20.66%2026-10-30: 19.75%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
20.60%
22.04%
20.46%
19.38%
20.85%
21.33%
21.52%
20.47%
20.66%
19.75%