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State Street SPDR S&P Biotech ETF XBI

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Market dataready · fetched 2026-10-16T01:01:32.844Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:00.167051644Z

FundamentalsAlpha Vantage · ready

Share price$149.78
1D+1.8%
AH$147$148$149$150$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$0.21$1.34$2.46$3.59$4.71$146.28$148.12$149.97$151.82$153.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XBI spot · $149.78XBI PRICE$0.37$0.42$0.53$0.64$0.79$0.93$1.23$1.67$2.11$2.51$3.04$3.69$4.39$0.33$0.41$0.55$0.69$0.82$0.95$1.08$1.24$1.45$1.65$1.88$2.12$2.36
PutsCheap0.94×
CallsFair1.00×
SkewBullish-11.11 pp
Implied moveBullish±$2.31
TiltBullish18.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ152.6942.8%2.2%147.3137.9%1.9%
25Δ151.7737.2%1.6%148.0134.5%1.5%
30Δ151.3138.4%1.4%148.3735.3%1.3%
35Δ150.8838.7%1.2%148.7336.1%1.2%
40Δ150.5337.3%1.0%149.0936.4%1.0%
45Δ150.1735.9%0.9%149.4535.1%0.9%
50Δ149.7738.7%0.8%149.8033.9%0.7%
55Δ149.3245.3%0.8%150.1533.2%0.6%
60Δ148.8450.5%0.8%150.4933.2%0.5%
65Δ148.2652.2%0.7%150.8433.3%0.4%
70Δ147.5955.0%0.6%151.1832.8%0.3%
75Δ146.8058.0%0.5%151.5331.8%0.2%
80Δ145.9458.8%0.4%151.8830.9%0.2%

20Δ

Calls
Pseudo strike
152.69
IV
42.8%
B/E move
2.2%
Puts
Pseudo strike
147.31
IV
37.9%
B/E move
1.9%

25Δ

Calls
Pseudo strike
151.77
IV
37.2%
B/E move
1.6%
Puts
Pseudo strike
148.01
IV
34.5%
B/E move
1.5%

30Δ

Calls
Pseudo strike
151.31
IV
38.4%
B/E move
1.4%
Puts
Pseudo strike
148.37
IV
35.3%
B/E move
1.3%

35Δ

Calls
Pseudo strike
150.88
IV
38.7%
B/E move
1.2%
Puts
Pseudo strike
148.73
IV
36.1%
B/E move
1.2%

40Δ

Calls
Pseudo strike
150.53
IV
37.3%
B/E move
1.0%
Puts
Pseudo strike
149.09
IV
36.4%
B/E move
1.0%

45Δ

Calls
Pseudo strike
150.17
IV
35.9%
B/E move
0.9%
Puts
Pseudo strike
149.45
IV
35.1%
B/E move
0.9%

50Δ

Calls
Pseudo strike
149.77
IV
38.7%
B/E move
0.8%
Puts
Pseudo strike
149.80
IV
33.9%
B/E move
0.7%

55Δ

Calls
Pseudo strike
149.32
IV
45.3%
B/E move
0.8%
Puts
Pseudo strike
150.15
IV
33.2%
B/E move
0.6%

60Δ

Calls
Pseudo strike
148.84
IV
50.5%
B/E move
0.8%
Puts
Pseudo strike
150.49
IV
33.2%
B/E move
0.5%

65Δ

Calls
Pseudo strike
148.26
IV
52.2%
B/E move
0.7%
Puts
Pseudo strike
150.84
IV
33.3%
B/E move
0.4%

70Δ

Calls
Pseudo strike
147.59
IV
55.0%
B/E move
0.6%
Puts
Pseudo strike
151.18
IV
32.8%
B/E move
0.3%

75Δ

Calls
Pseudo strike
146.80
IV
58.0%
B/E move
0.5%
Puts
Pseudo strike
151.53
IV
31.8%
B/E move
0.2%

80Δ

Calls
Pseudo strike
145.94
IV
58.8%
B/E move
0.4%
Puts
Pseudo strike
151.88
IV
30.9%
B/E move
0.2%