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State Street SPDR S&P Regional Banking ETF KRE

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Market dataready · fetched 2026-11-06T21:23:18.176Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T21:18:54.145944072Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T21:23:17.476650+00:00

Share price$72.11
1D+0.2%
AH$71.92$72.11$72.31$72.50$72.695:30 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$0.27$1.84$3.41$4.98$6.56$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEKRE PRICE$0.44$0.57$0.72$0.84$1.16$1.34$1.51$3.39$3.75$0.46$0.64$0.83$1.16$1.17$1.28$6.10
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
25Δ74.2729.8%3.6%70.2330.0%3.2%
30Δ73.8430.4%3.2%
35Δ73.4431.1%2.8%71.2426.0%2.1%
40Δ72.9930.2%2.4%71.5028.6%2.0%
45Δ72.6634.7%2.4%71.8532.9%2.0%
50Δ72.2634.8%2.1%
55Δ71.8133.4%1.7%72.5124.5%1.1%
60Δ72.7823.3%0.8%
65Δ
70Δ69.7750.1%1.5%
75Δ69.1547.9%1.1%
80Δ77.6458.1%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
74.27
IV
29.8%
B/E move
3.6%
Puts
Pseudo strike
70.23
IV
30.0%
B/E move
3.2%

30Δ

Calls
Pseudo strike
73.84
IV
30.4%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
73.44
IV
31.1%
B/E move
2.8%
Puts
Pseudo strike
71.24
IV
26.0%
B/E move
2.1%

40Δ

Calls
Pseudo strike
72.99
IV
30.2%
B/E move
2.4%
Puts
Pseudo strike
71.50
IV
28.6%
B/E move
2.0%

45Δ

Calls
Pseudo strike
72.66
IV
34.7%
B/E move
2.4%
Puts
Pseudo strike
71.85
IV
32.9%
B/E move
2.0%

50Δ

Calls
Pseudo strike
72.26
IV
34.8%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
71.81
IV
33.4%
B/E move
1.7%
Puts
Pseudo strike
72.51
IV
24.5%
B/E move
1.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
72.78
IV
23.3%
B/E move
0.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
69.77
IV
50.1%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
69.15
IV
47.9%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
77.64
IV
58.1%
B/E move
0.8%

Options history

IV · four-Friday blend26.64%
Daily close
KRE19.2%25.1%31.0%2026-08-10: 22.81%2026-08-11: 23.36%2026-08-12: 21.41%2026-08-13: 20.27%2026-08-14: 20.05%2026-08-17: 20.42%2026-08-18: 21.75%2026-08-19: 22.20%2026-08-20: 22.35%2026-08-21: 20.73%2026-08-24: 24.20%2026-08-25: 23.57%2026-08-26: 22.23%2026-08-27: 22.21%2026-08-28: 20.02%2026-08-31: 21.44%2026-09-01: 24.11%2026-09-02: 23.70%2026-09-03: 22.73%2026-09-04: 21.23%2026-09-08: 24.29%2026-09-09: 26.02%2026-09-10: 27.70%2026-09-11: 21.89%2026-09-14: 24.68%2026-09-15: 26.67%2026-09-16: 27.57%2026-09-17: 22.33%2026-09-18: 20.09%2026-09-21: 21.20%2026-09-22: 23.65%2026-09-23: 23.81%2026-09-24: 24.97%2026-09-25: 22.19%2026-09-28: 24.60%2026-09-29: 26.11%2026-09-30: 26.04%2026-10-01: 30.22%2026-10-02: 24.88%2026-10-05: 23.79%2026-10-06: 23.97%2026-10-07: 26.58%2026-10-08: 28.90%2026-10-09: 25.12%2026-10-12: 25.40%2026-10-13: 25.55%2026-10-14: 26.08%2026-10-15: 25.22%2026-10-16: 24.43%2026-10-19: 25.10%2026-10-20: 25.66%2026-10-21: 25.08%2026-10-22: 27.06%2026-10-23: 25.57%2026-10-26: 25.58%2026-10-27: 24.96%2026-10-28: 27.48%2026-10-29: 23.82%2026-10-30: 26.64%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
22.81%
23.36%
21.41%
20.27%
20.05%
20.42%
21.75%
22.20%
22.35%
20.73%
24.20%
23.57%
22.23%
22.21%
20.02%
21.44%
24.11%
23.70%
22.73%
21.23%
24.29%
26.02%
27.70%
21.89%
24.68%
26.67%
27.57%
22.33%
20.09%
21.20%
23.65%
23.81%
24.97%
22.19%
24.60%
26.11%
26.04%
30.22%
24.88%
23.79%
23.97%
26.58%
28.90%
25.12%
25.40%
25.55%
26.08%
25.22%
24.43%
25.10%
25.66%
25.08%
27.06%
25.57%
25.58%
24.96%
27.48%
23.82%
26.64%