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State Street SPDR S&P Homebuilders ETF XHB

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Market dataready · fetched 2026-10-15T20:03:59.312Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:01:57.666307854Z

FundamentalsAlpha Vantage · ready

Share price$95.75
1D+1.7%
AH$94.07$94.52$94.97$95.42$95.875:30 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$0.40$1.76$3.12$4.48$5.84$89.57$92.45$95.33$98.22$101.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $95.75OPTION PRICELive XHB spot · $95.75XHB PRICE$0.55$0.96$1.08$1.11$1.25$1.41$1.58$1.77$1.95$2.07$2.23$2.51$2.86$1.08$1.15$1.21$0.69$1.41$1.57$1.73$1.89$2.10$2.36$2.81$4.80$5.45
PutsExpensive5.94×
CallsExpensive1.64×
SkewBearish+16.64 pp
Implied moveBearish±$3.31
TiltBearish14.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.7593.0%4.7%87.98195.5%9.2%
25Δ100.34128.6%5.8%91.17147.9%6.0%
30Δ99.16118.2%4.7%92.77123.1%4.4%
35Δ97.7997.2%3.3%94.7456.8%1.8%
40Δ97.0189.8%2.6%94.6596.3%2.6%
45Δ96.4285.3%2.2%95.2890.1%2.1%
50Δ95.8581.1%1.8%95.8584.3%1.7%
55Δ95.3577.8%1.4%96.3479.2%1.4%
60Δ94.9074.5%1.2%96.8075.7%1.1%
65Δ94.5168.4%0.9%97.2773.6%0.9%
70Δ94.1564.0%0.7%97.8676.0%0.7%
75Δ93.7361.6%0.5%99.77110.0%0.8%
80Δ93.2660.8%0.4%100.62108.0%0.6%

20Δ

Calls
Pseudo strike
99.75
IV
93.0%
B/E move
4.7%
Puts
Pseudo strike
87.98
IV
195.5%
B/E move
9.2%

25Δ

Calls
Pseudo strike
100.34
IV
128.6%
B/E move
5.8%
Puts
Pseudo strike
91.17
IV
147.9%
B/E move
6.0%

30Δ

Calls
Pseudo strike
99.16
IV
118.2%
B/E move
4.7%
Puts
Pseudo strike
92.77
IV
123.1%
B/E move
4.4%

35Δ

Calls
Pseudo strike
97.79
IV
97.2%
B/E move
3.3%
Puts
Pseudo strike
94.74
IV
56.8%
B/E move
1.8%

40Δ

Calls
Pseudo strike
97.01
IV
89.8%
B/E move
2.6%
Puts
Pseudo strike
94.65
IV
96.3%
B/E move
2.6%

45Δ

Calls
Pseudo strike
96.42
IV
85.3%
B/E move
2.2%
Puts
Pseudo strike
95.28
IV
90.1%
B/E move
2.1%

50Δ

Calls
Pseudo strike
95.85
IV
81.1%
B/E move
1.8%
Puts
Pseudo strike
95.85
IV
84.3%
B/E move
1.7%

55Δ

Calls
Pseudo strike
95.35
IV
77.8%
B/E move
1.4%
Puts
Pseudo strike
96.34
IV
79.2%
B/E move
1.4%

60Δ

Calls
Pseudo strike
94.90
IV
74.5%
B/E move
1.2%
Puts
Pseudo strike
96.80
IV
75.7%
B/E move
1.1%

65Δ

Calls
Pseudo strike
94.51
IV
68.4%
B/E move
0.9%
Puts
Pseudo strike
97.27
IV
73.6%
B/E move
0.9%

70Δ

Calls
Pseudo strike
94.15
IV
64.0%
B/E move
0.7%
Puts
Pseudo strike
97.86
IV
76.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
93.73
IV
61.6%
B/E move
0.5%
Puts
Pseudo strike
99.77
IV
110.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
93.26
IV
60.8%
B/E move
0.4%
Puts
Pseudo strike
100.62
IV
108.0%
B/E move
0.6%