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State Street SPDR S&P Aerospace & Defense ETF XAR

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Market datapartial · fetched 2026-10-23T14:12:31.205Z

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 · 2026-10-23T14:12:22.998865448Z

FundamentalsAlpha Vantage · unavailable

Share price$214.05
1D+0.9%
$211.16$212.03$212.91$213.79$214.665:30 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$1.79$7.17$12.56$17.95$23.34$186.81$201.94$217.08$232.21$247.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XAR spot · $214.05XAR PRICE$2.37$2.96$3.42$4.47$5.64$6.81$7.97$9.44$11.03$12.69$14.48$17.16$3.52$4.26$5.43$6.61$7.64$8.86$10.56$12.20$13.77$16.47$19.54$21.79
PutsExpensive1.09×
CallsExpensive1.23×
SkewNeutral+0.25 pp
Implied moveBearish±$16.83
TiltBearish14.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ235.6337.5%11.2%
25Δ230.3735.1%9.0%201.0937.7%7.7%
30Δ225.7931.8%7.1%204.8035.8%6.3%
35Δ223.1732.8%6.3%207.5736.3%5.6%
40Δ220.9634.8%5.9%210.2936.8%4.8%
45Δ218.4635.7%5.2%213.0135.7%4.1%
50Δ215.7635.7%4.5%215.7435.0%3.3%
55Δ213.0336.2%3.9%218.4935.6%2.9%
60Δ210.2937.0%3.4%221.1935.6%2.4%
65Δ207.4736.8%2.9%223.8534.7%1.9%
70Δ204.5636.7%2.3%227.3835.7%1.5%
75Δ201.0437.9%1.9%231.1736.7%1.1%
80Δ234.2935.3%0.7%

20Δ

Calls
Pseudo strike
235.63
IV
37.5%
B/E move
11.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
230.37
IV
35.1%
B/E move
9.0%
Puts
Pseudo strike
201.09
IV
37.7%
B/E move
7.7%

30Δ

Calls
Pseudo strike
225.79
IV
31.8%
B/E move
7.1%
Puts
Pseudo strike
204.80
IV
35.8%
B/E move
6.3%

35Δ

Calls
Pseudo strike
223.17
IV
32.8%
B/E move
6.3%
Puts
Pseudo strike
207.57
IV
36.3%
B/E move
5.6%

40Δ

Calls
Pseudo strike
220.96
IV
34.8%
B/E move
5.9%
Puts
Pseudo strike
210.29
IV
36.8%
B/E move
4.8%

45Δ

Calls
Pseudo strike
218.46
IV
35.7%
B/E move
5.2%
Puts
Pseudo strike
213.01
IV
35.7%
B/E move
4.1%

50Δ

Calls
Pseudo strike
215.76
IV
35.7%
B/E move
4.5%
Puts
Pseudo strike
215.74
IV
35.0%
B/E move
3.3%

55Δ

Calls
Pseudo strike
213.03
IV
36.2%
B/E move
3.9%
Puts
Pseudo strike
218.49
IV
35.6%
B/E move
2.9%

60Δ

Calls
Pseudo strike
210.29
IV
37.0%
B/E move
3.4%
Puts
Pseudo strike
221.19
IV
35.6%
B/E move
2.4%

65Δ

Calls
Pseudo strike
207.47
IV
36.8%
B/E move
2.9%
Puts
Pseudo strike
223.85
IV
34.7%
B/E move
1.9%

70Δ

Calls
Pseudo strike
204.56
IV
36.7%
B/E move
2.3%
Puts
Pseudo strike
227.38
IV
35.7%
B/E move
1.5%

75Δ

Calls
Pseudo strike
201.04
IV
37.9%
B/E move
1.9%
Puts
Pseudo strike
231.17
IV
36.7%
B/E move
1.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
234.29
IV
35.3%
B/E move
0.7%

Options history

No recorded observations