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State Street SPDR S&P Biotech ETF XBI

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Market dataready · fetched 2026-10-16T22:53:02.023Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:34:22.786470801Z

FundamentalsAlpha Vantage · ready

Share price$144.25
1D-4.0%
AH$143$145$147$149$1515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXBI
Sold putSold callAH

State Street SPDR S&P Biotech ETF options

Live interpolated XBI call and put midpoint premiums by absolute delta.State Street SPDR S&P Biotech ETF$0.54$2.20$3.86$5.52$7.19$134.78$140.17$145.56$150.96$156.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XBI spot · $144.25XBI PRICE$0.72$1.00$1.20$1.52$1.86$2.25$2.74$3.24$3.59$3.75$4.75$6.19$6.71$1.06$1.13$1.42$1.77$2.17$2.52$3.19$3.79$4.18$4.87$5.41$5.57$6.66
PutsFair1.02×
CallsExpensive1.26×
SkewBearish+2.91 pp
Implied moveBearish±$5.93
TiltBearish5.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ150.1532.8%4.6%137.0546.3%5.7%
25Δ149.2034.1%4.1%139.6237.1%4.0%
30Δ147.9232.2%3.4%140.7636.4%3.4%
35Δ147.0833.1%3.0%141.7536.5%3.0%
40Δ146.2233.4%2.6%142.6936.9%2.6%
45Δ145.3734.1%2.3%143.6236.1%2.2%
50Δ144.5235.3%2.1%144.5938.4%2.0%
55Δ143.6436.0%1.8%145.5639.4%1.7%
60Δ142.8134.6%1.5%146.4637.5%1.4%
65Δ142.1231.2%1.1%147.5137.7%1.1%
70Δ140.9534.4%1.0%148.3836.5%0.9%
75Δ139.3639.2%0.9%148.9832.7%0.6%
80Δ138.5236.8%0.7%150.2733.6%0.4%

20Δ

Calls
Pseudo strike
150.15
IV
32.8%
B/E move
4.6%
Puts
Pseudo strike
137.05
IV
46.3%
B/E move
5.7%

25Δ

Calls
Pseudo strike
149.20
IV
34.1%
B/E move
4.1%
Puts
Pseudo strike
139.62
IV
37.1%
B/E move
4.0%

30Δ

Calls
Pseudo strike
147.92
IV
32.2%
B/E move
3.4%
Puts
Pseudo strike
140.76
IV
36.4%
B/E move
3.4%

35Δ

Calls
Pseudo strike
147.08
IV
33.1%
B/E move
3.0%
Puts
Pseudo strike
141.75
IV
36.5%
B/E move
3.0%

40Δ

Calls
Pseudo strike
146.22
IV
33.4%
B/E move
2.6%
Puts
Pseudo strike
142.69
IV
36.9%
B/E move
2.6%

45Δ

Calls
Pseudo strike
145.37
IV
34.1%
B/E move
2.3%
Puts
Pseudo strike
143.62
IV
36.1%
B/E move
2.2%

50Δ

Calls
Pseudo strike
144.52
IV
35.3%
B/E move
2.1%
Puts
Pseudo strike
144.59
IV
38.4%
B/E move
2.0%

55Δ

Calls
Pseudo strike
143.64
IV
36.0%
B/E move
1.8%
Puts
Pseudo strike
145.56
IV
39.4%
B/E move
1.7%

60Δ

Calls
Pseudo strike
142.81
IV
34.6%
B/E move
1.5%
Puts
Pseudo strike
146.46
IV
37.5%
B/E move
1.4%

65Δ

Calls
Pseudo strike
142.12
IV
31.2%
B/E move
1.1%
Puts
Pseudo strike
147.51
IV
37.7%
B/E move
1.1%

70Δ

Calls
Pseudo strike
140.95
IV
34.4%
B/E move
1.0%
Puts
Pseudo strike
148.38
IV
36.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
139.36
IV
39.2%
B/E move
0.9%
Puts
Pseudo strike
148.98
IV
32.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
138.52
IV
36.8%
B/E move
0.7%
Puts
Pseudo strike
150.27
IV
33.6%
B/E move
0.4%