IntraAlpha
Create free account Start free

State Street SPDR S&P Homebuilders ETF XHB

i

Market dataready · fetched 2026-11-08T00:17:11.493Z

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 · 2026-11-07T01:00:00.131457525Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-08T00:17:11.050930+00:00

Share price$102.29
1D-0.1%
AH$101.68$102.19$102.71$103.23$103.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXHB
Sold putSold callAH

State Street SPDR S&P Homebuilders ETF options

Live interpolated XHB call and put midpoint premiums by absolute delta.State Street SPDR S&P Homebuilders ETF$0.90$2.21$3.52$4.83$6.14$95.49$99.34$103.18$107.03$110.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive XHB spot · $102.29XHB PRICE$1.04$1.25$1.42$1.74$1.54$1.76$2.10$2.39$3.37$4.14$5.76$1.16$1.28$1.31$1.39$1.65$1.78$1.94$2.11$2.39$2.67$3.05$4.63
Puts——
Calls——
Skew——
Implied moveBullish±$4.03
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ111.2073.7%9.7%94.7976.4%8.5%
25Δ108.8667.6%7.6%97.2763.4%6.2%
30Δ106.8259.7%5.8%99.1451.3%4.4%
35Δ105.6858.8%5.0%100.3643.8%3.2%
40Δ103.9443.0%3.1%101.1043.2%2.8%
45Δ103.1840.8%2.6%101.8439.2%2.2%
50Δ102.4941.1%2.2%102.4436.3%1.7%
55Δ101.8440.7%1.9%103.0133.7%1.4%
60Δ103.5432.7%1.1%
65Δ100.3543.1%1.4%104.0731.8%0.9%
70Δ99.4046.1%1.2%104.6331.4%0.7%
75Δ
80Δ97.3248.4%0.8%106.4635.5%0.4%

20Δ

Calls
Pseudo strike
111.20
IV
73.7%
B/E move
9.7%
Puts
Pseudo strike
94.79
IV
76.4%
B/E move
8.5%

25Δ

Calls
Pseudo strike
108.86
IV
67.6%
B/E move
7.6%
Puts
Pseudo strike
97.27
IV
63.4%
B/E move
6.2%

30Δ

Calls
Pseudo strike
106.82
IV
59.7%
B/E move
5.8%
Puts
Pseudo strike
99.14
IV
51.3%
B/E move
4.4%

35Δ

Calls
Pseudo strike
105.68
IV
58.8%
B/E move
5.0%
Puts
Pseudo strike
100.36
IV
43.8%
B/E move
3.2%

40Δ

Calls
Pseudo strike
103.94
IV
43.0%
B/E move
3.1%
Puts
Pseudo strike
101.10
IV
43.2%
B/E move
2.8%

45Δ

Calls
Pseudo strike
103.18
IV
40.8%
B/E move
2.6%
Puts
Pseudo strike
101.84
IV
39.2%
B/E move
2.2%

50Δ

Calls
Pseudo strike
102.49
IV
41.1%
B/E move
2.2%
Puts
Pseudo strike
102.44
IV
36.3%
B/E move
1.7%

55Δ

Calls
Pseudo strike
101.84
IV
40.7%
B/E move
1.9%
Puts
Pseudo strike
103.01
IV
33.7%
B/E move
1.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
103.54
IV
32.7%
B/E move
1.1%

65Δ

Calls
Pseudo strike
100.35
IV
43.1%
B/E move
1.4%
Puts
Pseudo strike
104.07
IV
31.8%
B/E move
0.9%

70Δ

Calls
Pseudo strike
99.40
IV
46.1%
B/E move
1.2%
Puts
Pseudo strike
104.63
IV
31.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
97.32
IV
48.4%
B/E move
0.8%
Puts
Pseudo strike
106.46
IV
35.5%
B/E move
0.4%

Options history

IV · four-Friday blend33.63%
Daily close
XHB25.7%35.7%45.7%2026-08-10: 31.74%2026-08-11: 40.31%2026-08-12: 35.08%2026-08-13: 32.72%2026-08-14: 27.40%2026-08-17: 30.15%2026-08-18: 30.33%2026-08-19: 29.68%2026-08-20: 31.12%2026-08-21: 27.47%2026-08-24: 29.16%2026-08-25: 27.86%2026-08-26: 29.59%2026-08-27: 37.12%2026-08-28: 27.69%2026-08-31: 27.27%2026-09-01: 30.42%2026-09-02: 29.41%2026-09-03: 34.53%2026-09-04: 27.09%2026-09-08: 31.72%2026-09-09: 32.42%2026-09-10: 44.29%2026-09-11: 30.42%2026-09-14: 35.54%2026-09-15: 37.36%2026-09-16: 35.56%2026-09-17: 31.41%2026-09-18: 27.25%2026-09-21: 28.83%2026-09-22: 30.40%2026-09-23: 30.41%2026-09-24: 29.88%2026-09-25: 28.80%2026-09-28: 30.72%2026-09-29: 31.39%2026-09-30: 31.06%2026-10-01: 34.25%2026-10-02: 30.85%2026-10-05: 29.95%2026-10-06: 29.85%2026-10-07: 29.19%2026-10-08: 34.66%2026-10-09: 29.12%2026-10-12: 30.73%2026-10-13: 31.47%2026-10-14: 31.89%2026-10-15: 35.73%2026-10-16: 32.14%2026-10-19: 33.17%2026-10-20: 32.25%2026-10-21: 33.91%2026-10-22: 40.17%2026-10-23: 32.31%2026-10-26: 32.95%2026-10-27: 33.98%2026-10-28: 37.86%2026-10-29: 37.76%2026-10-30: 33.63%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
31.74%
40.31%
35.08%
32.72%
27.40%
30.15%
30.33%
29.68%
31.12%
27.47%
29.16%
27.86%
29.59%
37.12%
27.69%
27.27%
30.42%
29.41%
34.53%
27.09%
31.72%
32.42%
44.29%
30.42%
35.54%
37.36%
35.56%
31.41%
27.25%
28.83%
30.40%
30.41%
29.88%
28.80%
30.72%
31.39%
31.06%
34.25%
30.85%
29.95%
29.85%
29.19%
34.66%
29.12%
30.73%
31.47%
31.89%
35.73%
32.14%
33.17%
32.25%
33.91%
40.17%
32.31%
32.95%
33.98%
37.86%
37.76%
33.63%