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State Street SPDR S&P Regional Banking ETF KRE

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Market dataready · fetched 2026-10-15T21:16:51.103Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T21:15:55.180571639Z

FundamentalsAlpha Vantage · ready

Share price$69.80
1D+1.2%
AH$68.72$69.03$69.35$69.66$69.985:30 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$0.14$0.79$1.43$2.08$2.72$66.30$68.01$69.71$71.41$73.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $69.80OPTION PRICELive KRE spot · $69.80KRE PRICE$1.46$0.31$0.39$0.47$0.21$0.36$0.51$0.66$0.81$0.96$1.28$2.50$2.53$0.87$1.51$2.14$0.47$0.33$0.44$0.54$0.65$0.83$1.01$1.14$1.26$1.91
PutsExpensive3.94×
CallsExpensive2.32×
SkewBearish+5.08 pp
Implied moveBearish±$1.05
TiltBearish2.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ84.60384.1%23.3%66.37150.2%6.2%
25Δ71.3159.4%2.6%66.22208.3%7.3%
30Δ70.9757.9%2.2%66.08266.4%8.4%
35Δ70.6356.3%1.9%69.0754.1%1.7%
40Δ69.9820.3%0.6%69.5430.4%0.8%
45Δ69.8525.9%0.6%69.6932.9%0.8%
50Δ69.7231.6%0.6%69.8535.3%0.7%
55Δ69.5937.2%0.6%70.0037.8%0.7%
60Δ69.4341.5%0.6%70.2241.2%0.6%
65Δ69.2242.5%0.5%70.4544.5%0.5%
70Δ68.8850.5%0.5%70.6543.5%0.4%
75Δ67.8288.6%0.7%70.8441.2%0.3%
80Δ67.6176.2%0.5%71.5252.0%0.3%

20Δ

Calls
Pseudo strike
84.60
IV
384.1%
B/E move
23.3%
Puts
Pseudo strike
66.37
IV
150.2%
B/E move
6.2%

25Δ

Calls
Pseudo strike
71.31
IV
59.4%
B/E move
2.6%
Puts
Pseudo strike
66.22
IV
208.3%
B/E move
7.3%

30Δ

Calls
Pseudo strike
70.97
IV
57.9%
B/E move
2.2%
Puts
Pseudo strike
66.08
IV
266.4%
B/E move
8.4%

35Δ

Calls
Pseudo strike
70.63
IV
56.3%
B/E move
1.9%
Puts
Pseudo strike
69.07
IV
54.1%
B/E move
1.7%

40Δ

Calls
Pseudo strike
69.98
IV
20.3%
B/E move
0.6%
Puts
Pseudo strike
69.54
IV
30.4%
B/E move
0.8%

45Δ

Calls
Pseudo strike
69.85
IV
25.9%
B/E move
0.6%
Puts
Pseudo strike
69.69
IV
32.9%
B/E move
0.8%

50Δ

Calls
Pseudo strike
69.72
IV
31.6%
B/E move
0.6%
Puts
Pseudo strike
69.85
IV
35.3%
B/E move
0.7%

55Δ

Calls
Pseudo strike
69.59
IV
37.2%
B/E move
0.6%
Puts
Pseudo strike
70.00
IV
37.8%
B/E move
0.7%

60Δ

Calls
Pseudo strike
69.43
IV
41.5%
B/E move
0.6%
Puts
Pseudo strike
70.22
IV
41.2%
B/E move
0.6%

65Δ

Calls
Pseudo strike
69.22
IV
42.5%
B/E move
0.5%
Puts
Pseudo strike
70.45
IV
44.5%
B/E move
0.5%

70Δ

Calls
Pseudo strike
68.88
IV
50.5%
B/E move
0.5%
Puts
Pseudo strike
70.65
IV
43.5%
B/E move
0.4%

75Δ

Calls
Pseudo strike
67.82
IV
88.6%
B/E move
0.7%
Puts
Pseudo strike
70.84
IV
41.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
67.61
IV
76.2%
B/E move
0.5%
Puts
Pseudo strike
71.52
IV
52.0%
B/E move
0.3%