IntraAlpha
Create free account Start free

State Street SPDR S&P Insurance ETF KIE

i

Market datapartial · fetched 2026-10-22T21:26:04.989Z

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 · 2026-10-22T20:50:33.987081872Z

FundamentalsAlpha Vantage · unavailable

Share price$64.55
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$0.23$3.11$5.99$8.88$11.76$57.32$60.37$63.41$66.46$69.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KIE spot · $64.55KIE PRICE$0.64$0.80$0.95$0.93$1.00$1.06$1.24$1.53$1.81$1.91$2.01$2.11$2.44$0.54$0.72$1.07$1.47$1.79$1.91$1.72$2.35$2.94$3.18$4.86$7.00$10.93
PutsExpensive2.18×
CallsExpensive1.17×
SkewBearish+10.73 pp
Implied moveBearish±$2.96
TiltBearish37.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.5633.5%10.3%61.0825.8%6.2%
25Δ68.6729.7%7.6%61.8525.4%5.3%
30Δ67.9429.0%6.7%62.3828.3%5.0%
35Δ66.5522.7%4.6%62.8431.9%4.9%
40Δ65.8220.0%3.5%63.5232.7%4.4%
45Δ65.2917.9%2.8%64.2329.8%3.4%
50Δ64.8117.3%2.3%64.8423.1%2.2%
55Δ64.3818.3%2.1%65.5926.0%2.0%
60Δ63.9719.2%1.9%66.2728.4%1.9%
65Δ63.6717.6%1.6%66.8326.6%1.4%
70Δ63.3616.1%1.3%68.4934.6%1.4%
75Δ63.0514.6%0.9%70.6842.3%1.3%
80Δ62.6014.3%0.8%74.6854.8%1.2%

20Δ

Calls
Pseudo strike
70.56
IV
33.5%
B/E move
10.3%
Puts
Pseudo strike
61.08
IV
25.8%
B/E move
6.2%

25Δ

Calls
Pseudo strike
68.67
IV
29.7%
B/E move
7.6%
Puts
Pseudo strike
61.85
IV
25.4%
B/E move
5.3%

30Δ

Calls
Pseudo strike
67.94
IV
29.0%
B/E move
6.7%
Puts
Pseudo strike
62.38
IV
28.3%
B/E move
5.0%

35Δ

Calls
Pseudo strike
66.55
IV
22.7%
B/E move
4.6%
Puts
Pseudo strike
62.84
IV
31.9%
B/E move
4.9%

40Δ

Calls
Pseudo strike
65.82
IV
20.0%
B/E move
3.5%
Puts
Pseudo strike
63.52
IV
32.7%
B/E move
4.4%

45Δ

Calls
Pseudo strike
65.29
IV
17.9%
B/E move
2.8%
Puts
Pseudo strike
64.23
IV
29.8%
B/E move
3.4%

50Δ

Calls
Pseudo strike
64.81
IV
17.3%
B/E move
2.3%
Puts
Pseudo strike
64.84
IV
23.1%
B/E move
2.2%

55Δ

Calls
Pseudo strike
64.38
IV
18.3%
B/E move
2.1%
Puts
Pseudo strike
65.59
IV
26.0%
B/E move
2.0%

60Δ

Calls
Pseudo strike
63.97
IV
19.2%
B/E move
1.9%
Puts
Pseudo strike
66.27
IV
28.4%
B/E move
1.9%

65Δ

Calls
Pseudo strike
63.67
IV
17.6%
B/E move
1.6%
Puts
Pseudo strike
66.83
IV
26.6%
B/E move
1.4%

70Δ

Calls
Pseudo strike
63.36
IV
16.1%
B/E move
1.3%
Puts
Pseudo strike
68.49
IV
34.6%
B/E move
1.4%

75Δ

Calls
Pseudo strike
63.05
IV
14.6%
B/E move
0.9%
Puts
Pseudo strike
70.68
IV
42.3%
B/E move
1.3%

80Δ

Calls
Pseudo strike
62.60
IV
14.3%
B/E move
0.8%
Puts
Pseudo strike
74.68
IV
54.8%
B/E move
1.2%

Options history

No recorded observations