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State Street SPDR S&P Regional Banking ETF KRE

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Market dataready · fetched 2026-10-16T01:04:33.655Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:00.147884935Z

FundamentalsAlpha Vantage · ready

Share price$69.75
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$0.52$2.51$4.49$6.48$8.47$62.19$66.47$70.75$75.02$79.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KRE spot · $69.75KRE PRICE$2.50$1.39$1.36$1.25$1.53$1.78$2.06$2.49$2.93$3.25$4.02$5.08$6.16$0.73$0.94$1.17$1.42$1.82$2.01$2.20$2.58$3.42$3.76$4.18$5.44$7.90
PutsExpensive1.12×
CallsExpensive1.81×
SkewBullish-9.12 pp
Implied moveBearish±$4.26
TiltBearish2.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ103.80121.4%52.4%65.1528.8%7.6%
25Δ78.4646.2%14.5%66.2927.5%6.3%
30Δ75.0135.5%9.5%67.2326.7%5.3%
35Δ72.4025.1%5.6%68.0726.2%4.5%
40Δ71.7025.6%5.0%68.7727.5%4.0%
45Δ70.9425.0%4.2%69.5025.9%3.2%
50Δ70.2424.7%3.7%70.2223.9%2.5%
55Δ69.5225.5%3.2%70.9024.1%2.1%
60Δ68.8126.3%2.9%71.8327.2%1.9%
65Δ68.1325.3%2.3%72.4826.1%1.5%
70Δ67.1827.3%2.1%73.2125.0%1.0%
75Δ65.9630.3%1.9%74.6028.0%0.8%
80Δ64.6531.7%1.5%77.1434.5%0.7%

20Δ

Calls
Pseudo strike
103.80
IV
121.4%
B/E move
52.4%
Puts
Pseudo strike
65.15
IV
28.8%
B/E move
7.6%

25Δ

Calls
Pseudo strike
78.46
IV
46.2%
B/E move
14.5%
Puts
Pseudo strike
66.29
IV
27.5%
B/E move
6.3%

30Δ

Calls
Pseudo strike
75.01
IV
35.5%
B/E move
9.5%
Puts
Pseudo strike
67.23
IV
26.7%
B/E move
5.3%

35Δ

Calls
Pseudo strike
72.40
IV
25.1%
B/E move
5.6%
Puts
Pseudo strike
68.07
IV
26.2%
B/E move
4.5%

40Δ

Calls
Pseudo strike
71.70
IV
25.6%
B/E move
5.0%
Puts
Pseudo strike
68.77
IV
27.5%
B/E move
4.0%

45Δ

Calls
Pseudo strike
70.94
IV
25.0%
B/E move
4.2%
Puts
Pseudo strike
69.50
IV
25.9%
B/E move
3.2%

50Δ

Calls
Pseudo strike
70.24
IV
24.7%
B/E move
3.7%
Puts
Pseudo strike
70.22
IV
23.9%
B/E move
2.5%

55Δ

Calls
Pseudo strike
69.52
IV
25.5%
B/E move
3.2%
Puts
Pseudo strike
70.90
IV
24.1%
B/E move
2.1%

60Δ

Calls
Pseudo strike
68.81
IV
26.3%
B/E move
2.9%
Puts
Pseudo strike
71.83
IV
27.2%
B/E move
1.9%

65Δ

Calls
Pseudo strike
68.13
IV
25.3%
B/E move
2.3%
Puts
Pseudo strike
72.48
IV
26.1%
B/E move
1.5%

70Δ

Calls
Pseudo strike
67.18
IV
27.3%
B/E move
2.1%
Puts
Pseudo strike
73.21
IV
25.0%
B/E move
1.0%

75Δ

Calls
Pseudo strike
65.96
IV
30.3%
B/E move
1.9%
Puts
Pseudo strike
74.60
IV
28.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
64.65
IV
31.7%
B/E move
1.5%
Puts
Pseudo strike
77.14
IV
34.5%
B/E move
0.7%