IntraAlpha
Create free account Start free

State Street SPDR S&P Oil & Gas Equipment & Services ETF XES

i

Market datapartial · fetched 2026-10-22T16:17:18.630Z

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 · 2026-10-22T15:54:19.24894045Z

FundamentalsAlpha Vantage · unavailable

Share price$102.50
1D-5.0%
$101$103$105$107$1085:30 AM6:30 AM9:00 AM1:00 PMXES
Sold putSold call

State Street SPDR S&P Oil & Gas Equipment & Services ETF options

Live interpolated XES call and put midpoint premiums by absolute delta.State Street SPDR S&P Oil & Gas Equipment & Services ETF$0.92$3.64$6.37$9.09$11.82$89.11$96.05$103.00$109.94$116.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XES spot · $102.50XES PRICE$1.33$1.72$2.13$2.59$3.00$3.49$4.32$5.15$5.98$6.90$7.86$8.82$10.28$1.21$1.71$2.20$2.70$3.28$3.94$4.59$5.25$6.31$7.48$8.53$9.30$11.03
PutsFair0.99×
CallsExpensive1.53×
SkewBullish-3.69 pp
Implied moveBearish±$8.91
TiltBearish3.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ114.8543.5%13.3%94.9335.7%8.6%
25Δ112.2242.3%11.2%96.3936.1%7.6%
30Δ109.9941.1%9.4%97.8336.5%6.7%
35Δ108.2240.4%8.1%99.2836.8%5.8%
40Δ106.4638.7%6.8%100.6736.9%5.0%
45Δ104.7637.6%5.6%102.0136.7%4.3%
50Δ103.3338.7%5.0%103.3636.5%3.6%
55Δ101.9039.9%4.4%104.7036.3%3.0%
60Δ100.4741.1%3.9%106.2537.0%2.5%
65Δ98.9641.1%3.3%107.8637.9%2.1%
70Δ97.4040.5%2.7%109.3938.0%1.6%
75Δ95.8540.0%2.1%110.6636.0%1.1%
80Δ93.8940.3%1.6%112.7636.6%0.8%

20Δ

Calls
Pseudo strike
114.85
IV
43.5%
B/E move
13.3%
Puts
Pseudo strike
94.93
IV
35.7%
B/E move
8.6%

25Δ

Calls
Pseudo strike
112.22
IV
42.3%
B/E move
11.2%
Puts
Pseudo strike
96.39
IV
36.1%
B/E move
7.6%

30Δ

Calls
Pseudo strike
109.99
IV
41.1%
B/E move
9.4%
Puts
Pseudo strike
97.83
IV
36.5%
B/E move
6.7%

35Δ

Calls
Pseudo strike
108.22
IV
40.4%
B/E move
8.1%
Puts
Pseudo strike
99.28
IV
36.8%
B/E move
5.8%

40Δ

Calls
Pseudo strike
106.46
IV
38.7%
B/E move
6.8%
Puts
Pseudo strike
100.67
IV
36.9%
B/E move
5.0%

45Δ

Calls
Pseudo strike
104.76
IV
37.6%
B/E move
5.6%
Puts
Pseudo strike
102.01
IV
36.7%
B/E move
4.3%

50Δ

Calls
Pseudo strike
103.33
IV
38.7%
B/E move
5.0%
Puts
Pseudo strike
103.36
IV
36.5%
B/E move
3.6%

55Δ

Calls
Pseudo strike
101.90
IV
39.9%
B/E move
4.4%
Puts
Pseudo strike
104.70
IV
36.3%
B/E move
3.0%

60Δ

Calls
Pseudo strike
100.47
IV
41.1%
B/E move
3.9%
Puts
Pseudo strike
106.25
IV
37.0%
B/E move
2.5%

65Δ

Calls
Pseudo strike
98.96
IV
41.1%
B/E move
3.3%
Puts
Pseudo strike
107.86
IV
37.9%
B/E move
2.1%

70Δ

Calls
Pseudo strike
97.40
IV
40.5%
B/E move
2.7%
Puts
Pseudo strike
109.39
IV
38.0%
B/E move
1.6%

75Δ

Calls
Pseudo strike
95.85
IV
40.0%
B/E move
2.1%
Puts
Pseudo strike
110.66
IV
36.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
93.89
IV
40.3%
B/E move
1.6%
Puts
Pseudo strike
112.76
IV
36.6%
B/E move
0.8%

Options history

No recorded observations