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State Street SPDR S&P Insurance ETF KIE

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Market datapartial · fetched 2026-10-23T04:26:46.021Z

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$2.68$5.24$7.79$10.34$57.34$60.34$63.34$66.34$69.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KIE spot · $64.44KIE PRICE$0.41$0.83$0.94$0.94$1.01$1.08$1.32$1.62$1.85$1.96$2.07$2.33$2.75$0.53$0.70$1.03$1.42$1.76$1.94$1.77$2.10$2.88$3.10$3.87$6.69$9.60
PutsExpensive2.10×
CallsExpensive1.16×
SkewBearish+9.70 pp
Implied moveBearish±$3.08
TiltBearish32.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.0120.7%6.2%61.0425.6%6.1%
25Δ68.7130.9%7.9%61.7925.3%5.2%
30Δ67.7929.0%6.6%62.3327.8%4.9%
35Δ66.4523.2%4.6%62.7931.4%4.8%
40Δ65.7220.6%3.6%63.4232.7%4.3%
45Δ65.1618.5%2.8%64.1330.7%3.5%
50Δ64.6918.7%2.4%64.6924.3%2.4%
55Δ64.2619.9%2.2%65.3723.8%1.8%
60Δ63.8620.0%2.0%66.1328.4%1.9%
65Δ63.5218.4%1.6%66.6526.5%1.4%
70Δ63.1716.8%1.2%67.5928.4%1.1%
75Δ62.7416.3%1.0%70.3041.4%1.3%
80Δ62.2116.7%0.8%73.3549.4%1.1%

20Δ

Calls
Pseudo strike
68.01
IV
20.7%
B/E move
6.2%
Puts
Pseudo strike
61.04
IV
25.6%
B/E move
6.1%

25Δ

Calls
Pseudo strike
68.71
IV
30.9%
B/E move
7.9%
Puts
Pseudo strike
61.79
IV
25.3%
B/E move
5.2%

30Δ

Calls
Pseudo strike
67.79
IV
29.0%
B/E move
6.6%
Puts
Pseudo strike
62.33
IV
27.8%
B/E move
4.9%

35Δ

Calls
Pseudo strike
66.45
IV
23.2%
B/E move
4.6%
Puts
Pseudo strike
62.79
IV
31.4%
B/E move
4.8%

40Δ

Calls
Pseudo strike
65.72
IV
20.6%
B/E move
3.6%
Puts
Pseudo strike
63.42
IV
32.7%
B/E move
4.3%

45Δ

Calls
Pseudo strike
65.16
IV
18.5%
B/E move
2.8%
Puts
Pseudo strike
64.13
IV
30.7%
B/E move
3.5%

50Δ

Calls
Pseudo strike
64.69
IV
18.7%
B/E move
2.4%
Puts
Pseudo strike
64.69
IV
24.3%
B/E move
2.4%

55Δ

Calls
Pseudo strike
64.26
IV
19.9%
B/E move
2.2%
Puts
Pseudo strike
65.37
IV
23.8%
B/E move
1.8%

60Δ

Calls
Pseudo strike
63.86
IV
20.0%
B/E move
2.0%
Puts
Pseudo strike
66.13
IV
28.4%
B/E move
1.9%

65Δ

Calls
Pseudo strike
63.52
IV
18.4%
B/E move
1.6%
Puts
Pseudo strike
66.65
IV
26.5%
B/E move
1.4%

70Δ

Calls
Pseudo strike
63.17
IV
16.8%
B/E move
1.2%
Puts
Pseudo strike
67.59
IV
28.4%
B/E move
1.1%

75Δ

Calls
Pseudo strike
62.74
IV
16.3%
B/E move
1.0%
Puts
Pseudo strike
70.30
IV
41.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
62.21
IV
16.7%
B/E move
0.8%
Puts
Pseudo strike
73.35
IV
49.4%
B/E move
1.1%

Options history

No recorded observations