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State Street SPDR S&P Aerospace & Defense ETF XAR

i

Market dataready · fetched 2026-11-12T17:21:54.268Z

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: 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 · 2026-11-12T17:21:03.753097325Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T17:21:53.684104+00:00

Share price$236.12
1D-1.3%
$235$236$237$239$2405:30 AM6:30 AM9:00 AM1:00 PMXAR
Sold putSold call

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$1.03$4.35$7.67$11.00$14.32$207.36$219.91$232.46$245.00$257.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XAR spot · $236.12XAR PRICE$1.39$1.78$2.31$2.84$3.41$4.18$4.95$5.71$6.90$8.10$9.43$11.33$13.36$1.47$1.89$2.35$2.94$3.52$4.10$4.62$5.14$5.67$6.37$7.61$8.84$10.10
PutsCheap0.75×
CallsCheap0.79×
SkewBullish-5.21 pp
Implied moveBullish±$9.57
TiltBullish7.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ247.8436.3%5.6%225.9636.7%4.9%
25Δ245.1035.1%4.6%228.2835.2%4.1%
30Δ243.2935.0%4.0%230.4134.1%3.4%
35Δ241.5235.0%3.5%231.9934.0%3.0%
40Δ239.7835.1%3.0%233.5733.8%2.6%
45Δ238.2135.5%2.7%235.1333.5%2.2%
50Δ236.6435.9%2.3%236.4332.1%1.8%
55Δ235.0736.4%2.0%237.7330.6%1.5%
60Δ233.2837.3%1.7%239.0429.2%1.2%
65Δ231.4938.2%1.5%240.4328.2%0.9%
70Δ229.5839.2%1.2%242.0528.6%0.7%
75Δ227.1840.6%1.0%243.6729.0%0.5%
80Δ224.6542.1%0.8%245.3129.0%0.4%

20Δ

Calls
Pseudo strike
247.84
IV
36.3%
B/E move
5.6%
Puts
Pseudo strike
225.96
IV
36.7%
B/E move
4.9%

25Δ

Calls
Pseudo strike
245.10
IV
35.1%
B/E move
4.6%
Puts
Pseudo strike
228.28
IV
35.2%
B/E move
4.1%

30Δ

Calls
Pseudo strike
243.29
IV
35.0%
B/E move
4.0%
Puts
Pseudo strike
230.41
IV
34.1%
B/E move
3.4%

35Δ

Calls
Pseudo strike
241.52
IV
35.0%
B/E move
3.5%
Puts
Pseudo strike
231.99
IV
34.0%
B/E move
3.0%

40Δ

Calls
Pseudo strike
239.78
IV
35.1%
B/E move
3.0%
Puts
Pseudo strike
233.57
IV
33.8%
B/E move
2.6%

45Δ

Calls
Pseudo strike
238.21
IV
35.5%
B/E move
2.7%
Puts
Pseudo strike
235.13
IV
33.5%
B/E move
2.2%

50Δ

Calls
Pseudo strike
236.64
IV
35.9%
B/E move
2.3%
Puts
Pseudo strike
236.43
IV
32.1%
B/E move
1.8%

55Δ

Calls
Pseudo strike
235.07
IV
36.4%
B/E move
2.0%
Puts
Pseudo strike
237.73
IV
30.6%
B/E move
1.5%

60Δ

Calls
Pseudo strike
233.28
IV
37.3%
B/E move
1.7%
Puts
Pseudo strike
239.04
IV
29.2%
B/E move
1.2%

65Δ

Calls
Pseudo strike
231.49
IV
38.2%
B/E move
1.5%
Puts
Pseudo strike
240.43
IV
28.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
229.58
IV
39.2%
B/E move
1.2%
Puts
Pseudo strike
242.05
IV
28.6%
B/E move
0.7%

75Δ

Calls
Pseudo strike
227.18
IV
40.6%
B/E move
1.0%
Puts
Pseudo strike
243.67
IV
29.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
224.65
IV
42.1%
B/E move
0.8%
Puts
Pseudo strike
245.31
IV
29.0%
B/E move
0.4%

Options history

IV · four-Friday blend33.06%
Daily EOD
XAR28.4%31.5%34.6%2026-10-19: 30.45%2026-10-20: 30.97%2026-10-21: 28.83%2026-10-22: 31.30%2026-10-23: 33.43%2026-10-26: 34.15%2026-10-27: 34.01%2026-10-28: 33.24%2026-10-29: 32.07%2026-10-30: 33.06%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
30.45%
30.97%
28.83%
31.30%
33.43%
34.15%
34.01%
33.24%
32.07%
33.06%