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State Street SPDR S&P Insurance ETF KIE

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Market datapartial · fetched 2026-10-23T00:21:03.903Z

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 · 2026-10-23T00:00:00.139957169Z

FundamentalsAlpha Vantage · unavailable

Share price$64.44
1D+1.7%
AH$63.16$63.53$63.91$64.28$64.655:30 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$0.13$2.71$5.29$7.87$10.45$57.34$60.33$63.32$66.31$69.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KIE spot · $64.44KIE PRICE$0.41$0.83$0.94$0.94$1.01$1.08$1.31$1.61$1.84$1.95$2.07$2.32$2.74$0.53$0.70$1.03$1.43$1.76$1.93$1.77$2.12$2.88$3.11$3.91$6.71$9.70
PutsExpensive2.07×
CallsExpensive1.14×
SkewBearish+9.60 pp
Implied moveBearish±$3.08
TiltBearish32.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.0120.6%6.2%61.0425.5%6.1%
25Δ68.7130.7%7.9%61.7925.0%5.2%
30Δ67.7928.9%6.7%62.3327.4%4.9%
35Δ66.4522.9%4.6%62.8031.0%4.8%
40Δ65.7320.3%3.6%63.4232.2%4.3%
45Δ65.1718.1%2.8%64.1430.1%3.5%
50Δ64.7018.3%2.4%64.7023.8%2.3%
55Δ64.2619.5%2.2%65.3923.5%1.8%
60Δ63.8719.6%2.0%66.1427.9%1.8%
65Δ63.5318.1%1.6%66.6626.1%1.4%
70Δ63.1816.5%1.3%67.6328.2%1.1%
75Δ62.7615.9%1.0%70.3240.7%1.3%
80Δ62.2416.2%0.8%73.4549.0%1.1%

20Δ

Calls
Pseudo strike
68.01
IV
20.6%
B/E move
6.2%
Puts
Pseudo strike
61.04
IV
25.5%
B/E move
6.1%

25Δ

Calls
Pseudo strike
68.71
IV
30.7%
B/E move
7.9%
Puts
Pseudo strike
61.79
IV
25.0%
B/E move
5.2%

30Δ

Calls
Pseudo strike
67.79
IV
28.9%
B/E move
6.7%
Puts
Pseudo strike
62.33
IV
27.4%
B/E move
4.9%

35Δ

Calls
Pseudo strike
66.45
IV
22.9%
B/E move
4.6%
Puts
Pseudo strike
62.80
IV
31.0%
B/E move
4.8%

40Δ

Calls
Pseudo strike
65.73
IV
20.3%
B/E move
3.6%
Puts
Pseudo strike
63.42
IV
32.2%
B/E move
4.3%

45Δ

Calls
Pseudo strike
65.17
IV
18.1%
B/E move
2.8%
Puts
Pseudo strike
64.14
IV
30.1%
B/E move
3.5%

50Δ

Calls
Pseudo strike
64.70
IV
18.3%
B/E move
2.4%
Puts
Pseudo strike
64.70
IV
23.8%
B/E move
2.3%

55Δ

Calls
Pseudo strike
64.26
IV
19.5%
B/E move
2.2%
Puts
Pseudo strike
65.39
IV
23.5%
B/E move
1.8%

60Δ

Calls
Pseudo strike
63.87
IV
19.6%
B/E move
2.0%
Puts
Pseudo strike
66.14
IV
27.9%
B/E move
1.8%

65Δ

Calls
Pseudo strike
63.53
IV
18.1%
B/E move
1.6%
Puts
Pseudo strike
66.66
IV
26.1%
B/E move
1.4%

70Δ

Calls
Pseudo strike
63.18
IV
16.5%
B/E move
1.3%
Puts
Pseudo strike
67.63
IV
28.2%
B/E move
1.1%

75Δ

Calls
Pseudo strike
62.76
IV
15.9%
B/E move
1.0%
Puts
Pseudo strike
70.32
IV
40.7%
B/E move
1.3%

80Δ

Calls
Pseudo strike
62.24
IV
16.2%
B/E move
0.8%
Puts
Pseudo strike
73.45
IV
49.0%
B/E move
1.1%

Options history

No recorded observations