IntraAlpha
Create free account Start free

State Street SPDR S&P Aerospace & Defense ETF XAR

i

Market datapartial · fetched 2026-10-23T04:25:45.961Z

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 · 2026-10-23T00:00:00.011106234Z

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$7.27$12.94$18.60$24.26$191.62$205.46$219.30$233.14$246.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XAR spot · $218.31XAR PRICE$2.23$2.88$3.45$4.47$5.49$6.73$7.99$9.12$10.30$12.20$13.99$15.53$17.47$2.66$3.56$4.37$5.41$6.57$7.61$8.62$9.97$11.33$13.47$15.79$18.52$22.62
PutsExpensive1.15×
CallsExpensive1.13×
SkewBearish+1.25 pp
Implied moveBearish±$16.61
TiltBearish7.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ238.4334.4%10.2%201.8237.1%8.8%
25Δ234.2033.5%8.6%205.2637.4%7.6%
30Δ230.0331.3%6.9%208.7836.0%6.4%
35Δ227.5832.4%6.3%211.8135.6%5.5%
40Δ225.1533.5%5.6%214.5735.9%4.7%
45Δ222.5834.4%5.0%217.2534.9%4.0%
50Δ220.0135.2%4.4%219.9133.7%3.2%
55Δ217.4034.3%3.8%222.4433.2%2.7%
60Δ214.7833.6%3.1%224.9632.7%2.1%
65Δ211.9434.5%2.7%227.9433.3%1.8%
70Δ209.1934.6%2.2%231.0833.8%1.4%
75Δ206.6233.3%1.8%234.5734.3%1.0%
80Δ203.7632.4%1.3%239.3435.9%0.7%

20Δ

Calls
Pseudo strike
238.43
IV
34.4%
B/E move
10.2%
Puts
Pseudo strike
201.82
IV
37.1%
B/E move
8.8%

25Δ

Calls
Pseudo strike
234.20
IV
33.5%
B/E move
8.6%
Puts
Pseudo strike
205.26
IV
37.4%
B/E move
7.6%

30Δ

Calls
Pseudo strike
230.03
IV
31.3%
B/E move
6.9%
Puts
Pseudo strike
208.78
IV
36.0%
B/E move
6.4%

35Δ

Calls
Pseudo strike
227.58
IV
32.4%
B/E move
6.3%
Puts
Pseudo strike
211.81
IV
35.6%
B/E move
5.5%

40Δ

Calls
Pseudo strike
225.15
IV
33.5%
B/E move
5.6%
Puts
Pseudo strike
214.57
IV
35.9%
B/E move
4.7%

45Δ

Calls
Pseudo strike
222.58
IV
34.4%
B/E move
5.0%
Puts
Pseudo strike
217.25
IV
34.9%
B/E move
4.0%

50Δ

Calls
Pseudo strike
220.01
IV
35.2%
B/E move
4.4%
Puts
Pseudo strike
219.91
IV
33.7%
B/E move
3.2%

55Δ

Calls
Pseudo strike
217.40
IV
34.3%
B/E move
3.8%
Puts
Pseudo strike
222.44
IV
33.2%
B/E move
2.7%

60Δ

Calls
Pseudo strike
214.78
IV
33.6%
B/E move
3.1%
Puts
Pseudo strike
224.96
IV
32.7%
B/E move
2.1%

65Δ

Calls
Pseudo strike
211.94
IV
34.5%
B/E move
2.7%
Puts
Pseudo strike
227.94
IV
33.3%
B/E move
1.8%

70Δ

Calls
Pseudo strike
209.19
IV
34.6%
B/E move
2.2%
Puts
Pseudo strike
231.08
IV
33.8%
B/E move
1.4%

75Δ

Calls
Pseudo strike
206.62
IV
33.3%
B/E move
1.8%
Puts
Pseudo strike
234.57
IV
34.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
203.76
IV
32.4%
B/E move
1.3%
Puts
Pseudo strike
239.34
IV
35.9%
B/E move
0.7%

Options history

No recorded observations