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State Street SPDR S&P Homebuilders ETF XHB

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Market dataready · fetched 2026-10-16T21:48:00.178Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:36:28.879357679Z

FundamentalsAlpha Vantage · ready

Share price$94.91
1D-0.8%
AH$94.21$95.00$95.78$96.56$97.345:30 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$0.37$1.54$2.72$3.90$5.08$89.44$92.26$95.07$97.89$100.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XHB spot · $94.91XHB PRICE$1.07$0.61$0.76$0.95$1.08$1.39$1.66$1.73$2.06$2.60$3.15$3.84$4.74$0.49$0.68$0.82$1.04$1.30$1.72$1.75$2.03$2.49$2.95$3.14$3.89$4.50
PutsExpensive1.39×
CallsExpensive1.28×
SkewBullish-2.46 pp
Implied moveBearish±$3.41
TiltBearish2.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ104.5077.4%11.2%91.5132.8%4.1%
25Δ97.9631.8%3.9%92.1433.7%3.6%
30Δ97.2531.1%3.3%92.8931.9%3.0%
35Δ96.6731.4%2.9%93.4632.4%2.6%
40Δ96.0529.5%2.3%93.9733.7%2.4%
45Δ95.5931.9%2.2%94.4937.4%2.3%
50Δ95.0832.6%1.9%95.0832.4%1.7%
55Δ94.5929.2%1.5%95.6132.1%1.4%
60Δ94.0729.9%1.3%96.2434.0%1.2%
65Δ93.4032.1%1.1%96.8834.8%1.0%
70Δ92.7134.4%1.0%97.3232.3%0.8%
75Δ91.8836.8%0.9%98.2134.3%0.6%
80Δ90.8439.4%0.7%98.9833.7%0.4%

20Δ

Calls
Pseudo strike
104.50
IV
77.4%
B/E move
11.2%
Puts
Pseudo strike
91.51
IV
32.8%
B/E move
4.1%

25Δ

Calls
Pseudo strike
97.96
IV
31.8%
B/E move
3.9%
Puts
Pseudo strike
92.14
IV
33.7%
B/E move
3.6%

30Δ

Calls
Pseudo strike
97.25
IV
31.1%
B/E move
3.3%
Puts
Pseudo strike
92.89
IV
31.9%
B/E move
3.0%

35Δ

Calls
Pseudo strike
96.67
IV
31.4%
B/E move
2.9%
Puts
Pseudo strike
93.46
IV
32.4%
B/E move
2.6%

40Δ

Calls
Pseudo strike
96.05
IV
29.5%
B/E move
2.3%
Puts
Pseudo strike
93.97
IV
33.7%
B/E move
2.4%

45Δ

Calls
Pseudo strike
95.59
IV
31.9%
B/E move
2.2%
Puts
Pseudo strike
94.49
IV
37.4%
B/E move
2.3%

50Δ

Calls
Pseudo strike
95.08
IV
32.6%
B/E move
1.9%
Puts
Pseudo strike
95.08
IV
32.4%
B/E move
1.7%

55Δ

Calls
Pseudo strike
94.59
IV
29.2%
B/E move
1.5%
Puts
Pseudo strike
95.61
IV
32.1%
B/E move
1.4%

60Δ

Calls
Pseudo strike
94.07
IV
29.9%
B/E move
1.3%
Puts
Pseudo strike
96.24
IV
34.0%
B/E move
1.2%

65Δ

Calls
Pseudo strike
93.40
IV
32.1%
B/E move
1.1%
Puts
Pseudo strike
96.88
IV
34.8%
B/E move
1.0%

70Δ

Calls
Pseudo strike
92.71
IV
34.4%
B/E move
1.0%
Puts
Pseudo strike
97.32
IV
32.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
91.88
IV
36.8%
B/E move
0.9%
Puts
Pseudo strike
98.21
IV
34.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
90.84
IV
39.4%
B/E move
0.7%
Puts
Pseudo strike
98.98
IV
33.7%
B/E move
0.4%