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State Street SPDR S&P Regional Banking ETF KRE

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Market dataready · fetched 2026-10-15T20:04:08.878Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:59.510706725Z

FundamentalsAlpha Vantage · ready

Share price$69.81
1D+1.1%
AH$68.72$69.03$69.34$69.65$69.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKRE
Sold putSold callAH

State Street SPDR S&P Regional Banking ETF options

Live interpolated KRE call and put midpoint premiums by absolute delta.State Street SPDR S&P Regional Banking ETF$0.09$0.89$1.68$2.47$3.27$67.89$68.80$69.72$70.63$71.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $69.81OPTION PRICELive KRE spot · $69.81KRE PRICE$0.21$0.29$0.38$0.46$0.22$0.31$0.41$0.52$0.62$0.76$0.89$1.17$2.49$0.18$0.24$0.31$0.32$0.35$0.45$0.54$0.64$0.79$0.94$1.13$1.36$3.04
PutsExpensive2.18×
CallsExpensive1.23×
SkewBearish+5.01 pp
Implied moveBearish±$0.96
TiltBearish8.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.3949.3%2.6%68.5143.3%2.1%
25Δ71.1350.7%2.3%68.7643.6%1.9%
30Δ70.8752.0%2.1%69.0044.0%1.6%
35Δ70.6153.4%1.8%69.2737.9%1.2%
40Δ70.0321.9%0.6%69.5333.1%0.9%
45Δ69.8822.6%0.5%69.6934.5%0.8%
50Δ69.7625.6%0.5%69.8435.9%0.7%
55Δ69.6428.6%0.5%70.0037.3%0.6%
60Δ69.5231.6%0.5%70.2138.8%0.6%
65Δ69.3533.0%0.4%70.4140.3%0.5%
70Δ69.1633.9%0.4%70.6642.2%0.4%
75Δ68.8536.7%0.3%70.9444.3%0.3%
80Δ67.4953.8%0.2%72.5383.1%0.5%

20Δ

Calls
Pseudo strike
71.39
IV
49.3%
B/E move
2.6%
Puts
Pseudo strike
68.51
IV
43.3%
B/E move
2.1%

25Δ

Calls
Pseudo strike
71.13
IV
50.7%
B/E move
2.3%
Puts
Pseudo strike
68.76
IV
43.6%
B/E move
1.9%

30Δ

Calls
Pseudo strike
70.87
IV
52.0%
B/E move
2.1%
Puts
Pseudo strike
69.00
IV
44.0%
B/E move
1.6%

35Δ

Calls
Pseudo strike
70.61
IV
53.4%
B/E move
1.8%
Puts
Pseudo strike
69.27
IV
37.9%
B/E move
1.2%

40Δ

Calls
Pseudo strike
70.03
IV
21.9%
B/E move
0.6%
Puts
Pseudo strike
69.53
IV
33.1%
B/E move
0.9%

45Δ

Calls
Pseudo strike
69.88
IV
22.6%
B/E move
0.5%
Puts
Pseudo strike
69.69
IV
34.5%
B/E move
0.8%

50Δ

Calls
Pseudo strike
69.76
IV
25.6%
B/E move
0.5%
Puts
Pseudo strike
69.84
IV
35.9%
B/E move
0.7%

55Δ

Calls
Pseudo strike
69.64
IV
28.6%
B/E move
0.5%
Puts
Pseudo strike
70.00
IV
37.3%
B/E move
0.6%

60Δ

Calls
Pseudo strike
69.52
IV
31.6%
B/E move
0.5%
Puts
Pseudo strike
70.21
IV
38.8%
B/E move
0.6%

65Δ

Calls
Pseudo strike
69.35
IV
33.0%
B/E move
0.4%
Puts
Pseudo strike
70.41
IV
40.3%
B/E move
0.5%

70Δ

Calls
Pseudo strike
69.16
IV
33.9%
B/E move
0.4%
Puts
Pseudo strike
70.66
IV
42.2%
B/E move
0.4%

75Δ

Calls
Pseudo strike
68.85
IV
36.7%
B/E move
0.3%
Puts
Pseudo strike
70.94
IV
44.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
67.49
IV
53.8%
B/E move
0.2%
Puts
Pseudo strike
72.53
IV
83.1%
B/E move
0.5%