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State Street SPDR S&P Aerospace & Defense ETF XAR

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Market datapartial · fetched 2026-10-22T23:00:05.044Z

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 · 2026-10-22T22:30:00.002991427Z

FundamentalsAlpha Vantage · unavailable

Share price$218.31
1D-2.1%
AH$215$216$218$220$2225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXAR
Sold putSold callAH

State Street SPDR S&P Aerospace & Defense ETF options

Live interpolated XAR call and put midpoint premiums by absolute delta.State Street SPDR S&P Aerospace & Defense ETF$1.61$7.30$12.99$18.68$24.37$191.90$205.66$219.42$233.18$246.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XAR spot · $218.31XAR PRICE$2.22$2.88$3.44$4.46$5.48$6.73$7.98$9.11$10.28$12.18$13.97$15.51$17.42$2.66$3.56$4.37$5.41$6.58$7.61$8.63$9.98$11.35$13.50$15.84$18.58$22.73
PutsExpensive1.12×
CallsExpensive1.11×
SkewBearish+1.33 pp
Implied moveBearish±$16.61
TiltBearish7.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ238.4433.8%10.2%201.8336.4%8.8%
25Δ234.2132.9%8.6%205.2736.8%7.6%
30Δ230.0430.8%7.0%208.7935.4%6.4%
35Δ227.5931.8%6.3%211.8235.0%5.5%
40Δ225.1632.9%5.6%214.5935.3%4.7%
45Δ222.6033.7%5.0%217.2834.3%4.0%
50Δ220.0334.5%4.4%219.9433.1%3.2%
55Δ217.4333.7%3.8%222.4732.6%2.7%
60Δ214.8133.0%3.1%225.0032.2%2.1%
65Δ211.9833.8%2.7%227.9932.8%1.8%
70Δ209.2234.0%2.2%231.1433.3%1.4%
75Δ206.6632.7%1.8%234.6533.9%1.0%
80Δ203.8231.8%1.3%239.4635.5%0.7%

20Δ

Calls
Pseudo strike
238.44
IV
33.8%
B/E move
10.2%
Puts
Pseudo strike
201.83
IV
36.4%
B/E move
8.8%

25Δ

Calls
Pseudo strike
234.21
IV
32.9%
B/E move
8.6%
Puts
Pseudo strike
205.27
IV
36.8%
B/E move
7.6%

30Δ

Calls
Pseudo strike
230.04
IV
30.8%
B/E move
7.0%
Puts
Pseudo strike
208.79
IV
35.4%
B/E move
6.4%

35Δ

Calls
Pseudo strike
227.59
IV
31.8%
B/E move
6.3%
Puts
Pseudo strike
211.82
IV
35.0%
B/E move
5.5%

40Δ

Calls
Pseudo strike
225.16
IV
32.9%
B/E move
5.6%
Puts
Pseudo strike
214.59
IV
35.3%
B/E move
4.7%

45Δ

Calls
Pseudo strike
222.60
IV
33.7%
B/E move
5.0%
Puts
Pseudo strike
217.28
IV
34.3%
B/E move
4.0%

50Δ

Calls
Pseudo strike
220.03
IV
34.5%
B/E move
4.4%
Puts
Pseudo strike
219.94
IV
33.1%
B/E move
3.2%

55Δ

Calls
Pseudo strike
217.43
IV
33.7%
B/E move
3.8%
Puts
Pseudo strike
222.47
IV
32.6%
B/E move
2.7%

60Δ

Calls
Pseudo strike
214.81
IV
33.0%
B/E move
3.1%
Puts
Pseudo strike
225.00
IV
32.2%
B/E move
2.1%

65Δ

Calls
Pseudo strike
211.98
IV
33.8%
B/E move
2.7%
Puts
Pseudo strike
227.99
IV
32.8%
B/E move
1.8%

70Δ

Calls
Pseudo strike
209.22
IV
34.0%
B/E move
2.2%
Puts
Pseudo strike
231.14
IV
33.3%
B/E move
1.4%

75Δ

Calls
Pseudo strike
206.66
IV
32.7%
B/E move
1.8%
Puts
Pseudo strike
234.65
IV
33.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
203.82
IV
31.8%
B/E move
1.3%
Puts
Pseudo strike
239.46
IV
35.5%
B/E move
0.7%

Options history

No recorded observations