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

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Market dataready · fetched 2026-10-22T21:11:16.911Z

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 · 2026-10-22T20:10:00.003495117Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:04:18.714462+00:00

Share price$104.27
1D-3.4%
AH$101$103$105$107$1085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXES
Sold putSold callAH

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$0.95$4.02$7.09$10.16$13.24$90.19$97.03$103.88$110.72$117.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XES spot · $104.27XES PRICE$1.28$1.56$1.91$2.33$2.92$3.54$4.16$4.75$5.32$5.90$6.48$8.01$9.58$1.33$1.79$2.25$2.88$3.59$4.31$5.07$6.02$6.97$7.98$8.17$10.70$12.35
PutsExpensive1.06×
CallsExpensive1.34×
SkewBearish+2.67 pp
Implied moveBearish±$9.23
TiltBearish12.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ116.1141.2%12.6%96.0537.7%9.2%
25Δ112.9537.5%9.8%97.7437.6%8.0%
30Δ110.8735.9%8.2%99.4337.6%6.8%
35Δ109.2635.5%7.0%100.9538.1%5.9%
40Δ107.8836.1%6.3%102.3938.7%5.3%
45Δ106.5336.9%5.6%103.8239.4%4.6%
50Δ105.1937.8%4.9%105.2740.0%3.9%
55Δ103.9036.8%4.2%106.8340.2%3.3%
60Δ102.6235.5%3.5%108.3940.4%2.7%
65Δ101.3334.3%2.8%109.9740.2%2.2%
70Δ100.0533.0%2.2%110.8736.0%1.5%
75Δ98.1634.6%1.8%113.6640.2%1.3%
80Δ96.2436.4%1.5%115.7340.0%0.9%

20Δ

Calls
Pseudo strike
116.11
IV
41.2%
B/E move
12.6%
Puts
Pseudo strike
96.05
IV
37.7%
B/E move
9.2%

25Δ

Calls
Pseudo strike
112.95
IV
37.5%
B/E move
9.8%
Puts
Pseudo strike
97.74
IV
37.6%
B/E move
8.0%

30Δ

Calls
Pseudo strike
110.87
IV
35.9%
B/E move
8.2%
Puts
Pseudo strike
99.43
IV
37.6%
B/E move
6.8%

35Δ

Calls
Pseudo strike
109.26
IV
35.5%
B/E move
7.0%
Puts
Pseudo strike
100.95
IV
38.1%
B/E move
5.9%

40Δ

Calls
Pseudo strike
107.88
IV
36.1%
B/E move
6.3%
Puts
Pseudo strike
102.39
IV
38.7%
B/E move
5.3%

45Δ

Calls
Pseudo strike
106.53
IV
36.9%
B/E move
5.6%
Puts
Pseudo strike
103.82
IV
39.4%
B/E move
4.6%

50Δ

Calls
Pseudo strike
105.19
IV
37.8%
B/E move
4.9%
Puts
Pseudo strike
105.27
IV
40.0%
B/E move
3.9%

55Δ

Calls
Pseudo strike
103.90
IV
36.8%
B/E move
4.2%
Puts
Pseudo strike
106.83
IV
40.2%
B/E move
3.3%

60Δ

Calls
Pseudo strike
102.62
IV
35.5%
B/E move
3.5%
Puts
Pseudo strike
108.39
IV
40.4%
B/E move
2.7%

65Δ

Calls
Pseudo strike
101.33
IV
34.3%
B/E move
2.8%
Puts
Pseudo strike
109.97
IV
40.2%
B/E move
2.2%

70Δ

Calls
Pseudo strike
100.05
IV
33.0%
B/E move
2.2%
Puts
Pseudo strike
110.87
IV
36.0%
B/E move
1.5%

75Δ

Calls
Pseudo strike
98.16
IV
34.6%
B/E move
1.8%
Puts
Pseudo strike
113.66
IV
40.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
96.24
IV
36.4%
B/E move
1.5%
Puts
Pseudo strike
115.73
IV
40.0%
B/E move
0.9%

Options history

No recorded observations