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State Street SPDR S&P Biotech ETF XBI

i

Market dataready · fetched 2026-11-07T14:37:28.469Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T01:00:00.113306289Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T14:37:27.881081+00:00

Share price$152.21
1D+2.9%
AH$148$149$150$152$1535:30 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$0.62$2.59$4.57$6.54$8.52$-0.15$0.17$0.50$0.83$1.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEXBI PRICE$0.83$1.14$1.43$1.77$2.22$2.79$3.35$3.77$4.16$5.58$6.92$0.90$1.33$1.71$2.09$2.48$3.06$4.27$4.68$5.44$5.97$6.58$7.95
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ159.0639.0%5.0%146.0540.1%4.6%
25Δ157.9140.2%4.5%146.8644.0%4.4%
30Δ156.5639.1%3.8%148.0644.5%3.8%
35Δ155.5339.6%3.3%149.2843.9%3.3%
40Δ154.5240.8%3.0%150.4443.0%2.8%
45Δ153.6243.5%2.8%151.4644.5%2.5%
50Δ152.5644.5%2.4%
55Δ151.5143.1%2.0%153.6845.2%1.8%
60Δ150.5041.0%1.6%154.6642.9%1.5%
65Δ155.8343.1%1.2%
70Δ148.3241.6%1.1%156.7841.1%0.9%
75Δ146.7445.0%1.0%157.7839.3%0.7%
80Δ159.3940.8%0.5%

20Δ

Calls
Pseudo strike
159.06
IV
39.0%
B/E move
5.0%
Puts
Pseudo strike
146.05
IV
40.1%
B/E move
4.6%

25Δ

Calls
Pseudo strike
157.91
IV
40.2%
B/E move
4.5%
Puts
Pseudo strike
146.86
IV
44.0%
B/E move
4.4%

30Δ

Calls
Pseudo strike
156.56
IV
39.1%
B/E move
3.8%
Puts
Pseudo strike
148.06
IV
44.5%
B/E move
3.8%

35Δ

Calls
Pseudo strike
155.53
IV
39.6%
B/E move
3.3%
Puts
Pseudo strike
149.28
IV
43.9%
B/E move
3.3%

40Δ

Calls
Pseudo strike
154.52
IV
40.8%
B/E move
3.0%
Puts
Pseudo strike
150.44
IV
43.0%
B/E move
2.8%

45Δ

Calls
Pseudo strike
153.62
IV
43.5%
B/E move
2.8%
Puts
Pseudo strike
151.46
IV
44.5%
B/E move
2.5%

50Δ

Calls
Pseudo strike
152.56
IV
44.5%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
151.51
IV
43.1%
B/E move
2.0%
Puts
Pseudo strike
153.68
IV
45.2%
B/E move
1.8%

60Δ

Calls
Pseudo strike
150.50
IV
41.0%
B/E move
1.6%
Puts
Pseudo strike
154.66
IV
42.9%
B/E move
1.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
155.83
IV
43.1%
B/E move
1.2%

70Δ

Calls
Pseudo strike
148.32
IV
41.6%
B/E move
1.1%
Puts
Pseudo strike
156.78
IV
41.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
146.74
IV
45.0%
B/E move
1.0%
Puts
Pseudo strike
157.78
IV
39.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
159.39
IV
40.8%
B/E move
0.5%

Options history

IV · four-Friday blend37.32%
Daily close
XBI25.9%33.0%40.2%2026-08-10: 32.99%2026-08-11: 31.27%2026-08-12: 29.57%2026-08-13: 29.48%2026-08-14: 26.88%2026-08-17: 30.49%2026-08-18: 30.25%2026-08-19: 34.17%2026-08-20: 35.71%2026-08-21: 32.42%2026-08-24: 33.92%2026-08-25: 34.79%2026-08-26: 33.29%2026-08-27: 32.64%2026-08-28: 28.73%2026-08-31: 30.43%2026-09-01: 29.80%2026-09-02: 30.19%2026-09-03: 31.45%2026-09-04: 27.98%2026-09-08: 31.69%2026-09-09: 31.94%2026-09-10: 31.82%2026-09-11: 28.85%2026-09-14: 30.54%2026-09-15: 32.21%2026-09-16: 33.26%2026-09-17: 33.71%2026-09-18: 29.65%2026-09-21: 31.31%2026-09-22: 30.62%2026-09-23: 34.73%2026-09-24: 33.07%2026-09-25: 31.92%2026-09-28: 34.24%2026-09-29: 34.18%2026-09-30: 33.38%2026-10-01: 35.30%2026-10-02: 30.45%2026-10-05: 34.31%2026-10-06: 34.76%2026-10-07: 31.63%2026-10-08: 37.61%2026-10-09: 30.37%2026-10-12: 32.64%2026-10-13: 33.77%2026-10-14: 35.15%2026-10-15: 32.78%2026-10-16: 34.83%2026-10-19: 36.05%2026-10-20: 33.63%2026-10-21: 33.73%2026-10-22: 39.19%2026-10-23: 34.50%2026-10-26: 36.57%2026-10-27: 35.76%2026-10-28: 38.51%2026-10-29: 36.57%2026-10-30: 37.32%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
32.99%
31.27%
29.57%
29.48%
26.88%
30.49%
30.25%
34.17%
35.71%
32.42%
33.92%
34.79%
33.29%
32.64%
28.73%
30.43%
29.80%
30.19%
31.45%
27.98%
31.69%
31.94%
31.82%
28.85%
30.54%
32.21%
33.26%
33.71%
29.65%
31.31%
30.62%
34.73%
33.07%
31.92%
34.24%
34.18%
33.38%
35.30%
30.45%
34.31%
34.76%
31.63%
37.61%
30.37%
32.64%
33.77%
35.15%
32.78%
34.83%
36.05%
33.63%
33.73%
39.19%
34.50%
36.57%
35.76%
38.51%
36.57%
37.32%