IntraAlpha
Create free account Start free

State Street SPDR S&P Biotech ETF XBI

i

Market dataready · fetched 2026-10-16T00:19:53.770Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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$1.13$5.19$9.25$13.30$17.36$130.95$140.35$149.75$159.15$168.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XBI spot · $149.78XBI PRICE$1.57$2.12$2.68$3.35$4.11$4.85$5.44$6.71$7.73$8.86$10.47$11.65$13.70$1.82$2.43$3.06$3.74$4.60$5.79$6.68$7.40$8.38$10.59$11.83$12.46$16.19
PutsExpensive1.06×
CallsExpensive1.14×
SkewNeutral+0.14 pp
Implied moveBearish±$12.12
TiltBearish6.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ164.1231.3%10.6%138.5533.0%8.7%
25Δ161.6431.8%9.3%141.0032.9%7.5%
30Δ159.1331.5%8.0%143.3032.4%6.4%
35Δ157.0831.9%7.1%145.3931.9%5.4%
40Δ155.0932.4%6.3%147.3132.3%4.7%
45Δ153.0732.2%5.4%149.1934.0%4.3%
50Δ151.0730.8%4.5%151.1833.3%3.5%
55Δ149.2232.8%4.1%153.0131.7%2.8%
60Δ147.2732.6%3.5%154.8330.9%2.2%
65Δ145.3032.5%2.9%157.4733.6%1.9%
70Δ143.0533.6%2.5%159.4632.5%1.4%
75Δ141.0832.5%2.0%160.8629.8%0.9%
80Δ138.4633.2%1.6%164.9633.0%0.7%

20Δ

Calls
Pseudo strike
164.12
IV
31.3%
B/E move
10.6%
Puts
Pseudo strike
138.55
IV
33.0%
B/E move
8.7%

25Δ

Calls
Pseudo strike
161.64
IV
31.8%
B/E move
9.3%
Puts
Pseudo strike
141.00
IV
32.9%
B/E move
7.5%

30Δ

Calls
Pseudo strike
159.13
IV
31.5%
B/E move
8.0%
Puts
Pseudo strike
143.30
IV
32.4%
B/E move
6.4%

35Δ

Calls
Pseudo strike
157.08
IV
31.9%
B/E move
7.1%
Puts
Pseudo strike
145.39
IV
31.9%
B/E move
5.4%

40Δ

Calls
Pseudo strike
155.09
IV
32.4%
B/E move
6.3%
Puts
Pseudo strike
147.31
IV
32.3%
B/E move
4.7%

45Δ

Calls
Pseudo strike
153.07
IV
32.2%
B/E move
5.4%
Puts
Pseudo strike
149.19
IV
34.0%
B/E move
4.3%

50Δ

Calls
Pseudo strike
151.07
IV
30.8%
B/E move
4.5%
Puts
Pseudo strike
151.18
IV
33.3%
B/E move
3.5%

55Δ

Calls
Pseudo strike
149.22
IV
32.8%
B/E move
4.1%
Puts
Pseudo strike
153.01
IV
31.7%
B/E move
2.8%

60Δ

Calls
Pseudo strike
147.27
IV
32.6%
B/E move
3.5%
Puts
Pseudo strike
154.83
IV
30.9%
B/E move
2.2%

65Δ

Calls
Pseudo strike
145.30
IV
32.5%
B/E move
2.9%
Puts
Pseudo strike
157.47
IV
33.6%
B/E move
1.9%

70Δ

Calls
Pseudo strike
143.05
IV
33.6%
B/E move
2.5%
Puts
Pseudo strike
159.46
IV
32.5%
B/E move
1.4%

75Δ

Calls
Pseudo strike
141.08
IV
32.5%
B/E move
2.0%
Puts
Pseudo strike
160.86
IV
29.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
138.46
IV
33.2%
B/E move
1.6%
Puts
Pseudo strike
164.96
IV
33.0%
B/E move
0.7%