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State Street SPDR S&P Homebuilders ETF XHB

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Market dataready · fetched 2026-10-16T00:17:50.490Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:00.143833314Z

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$0.97$4.01$7.05$10.10$13.14$82.83$89.04$95.25$101.46$107.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XHB spot · $95.75XHB PRICE$1.30$1.56$1.84$2.08$2.42$3.04$3.13$3.41$4.54$5.05$6.38$6.75$9.23$1.57$1.88$1.91$2.66$2.94$3.44$4.24$4.98$4.88$7.72$8.47$9.37$12.27
PutsExpensive1.20×
CallsExpensive1.17×
SkewBearish+3.33 pp
Implied moveBearish±$7.37
TiltBearish13.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ108.0841.1%14.2%86.4443.9%11.4%
25Δ104.7537.1%11.0%89.1539.4%8.9%
30Δ102.3134.0%8.8%91.6931.7%6.2%
35Δ100.2931.0%6.9%92.7435.0%5.9%
40Δ98.8329.7%5.8%94.1632.3%4.7%
45Δ97.8331.7%5.3%95.4131.6%3.9%
50Δ96.5027.5%4.1%96.6433.0%3.5%
55Δ95.4825.7%3.3%97.9233.2%2.9%
60Δ94.2629.7%3.2%98.6528.5%2.1%
65Δ93.2328.9%2.6%101.3537.8%2.2%
70Δ91.6932.0%2.4%102.6336.2%1.7%
75Δ90.7229.2%1.8%104.0534.6%1.1%
80Δ88.1235.0%1.7%107.2138.5%0.8%

20Δ

Calls
Pseudo strike
108.08
IV
41.1%
B/E move
14.2%
Puts
Pseudo strike
86.44
IV
43.9%
B/E move
11.4%

25Δ

Calls
Pseudo strike
104.75
IV
37.1%
B/E move
11.0%
Puts
Pseudo strike
89.15
IV
39.4%
B/E move
8.9%

30Δ

Calls
Pseudo strike
102.31
IV
34.0%
B/E move
8.8%
Puts
Pseudo strike
91.69
IV
31.7%
B/E move
6.2%

35Δ

Calls
Pseudo strike
100.29
IV
31.0%
B/E move
6.9%
Puts
Pseudo strike
92.74
IV
35.0%
B/E move
5.9%

40Δ

Calls
Pseudo strike
98.83
IV
29.7%
B/E move
5.8%
Puts
Pseudo strike
94.16
IV
32.3%
B/E move
4.7%

45Δ

Calls
Pseudo strike
97.83
IV
31.7%
B/E move
5.3%
Puts
Pseudo strike
95.41
IV
31.6%
B/E move
3.9%

50Δ

Calls
Pseudo strike
96.50
IV
27.5%
B/E move
4.1%
Puts
Pseudo strike
96.64
IV
33.0%
B/E move
3.5%

55Δ

Calls
Pseudo strike
95.48
IV
25.7%
B/E move
3.3%
Puts
Pseudo strike
97.92
IV
33.2%
B/E move
2.9%

60Δ

Calls
Pseudo strike
94.26
IV
29.7%
B/E move
3.2%
Puts
Pseudo strike
98.65
IV
28.5%
B/E move
2.1%

65Δ

Calls
Pseudo strike
93.23
IV
28.9%
B/E move
2.6%
Puts
Pseudo strike
101.35
IV
37.8%
B/E move
2.2%

70Δ

Calls
Pseudo strike
91.69
IV
32.0%
B/E move
2.4%
Puts
Pseudo strike
102.63
IV
36.2%
B/E move
1.7%

75Δ

Calls
Pseudo strike
90.72
IV
29.2%
B/E move
1.8%
Puts
Pseudo strike
104.05
IV
34.6%
B/E move
1.1%

80Δ

Calls
Pseudo strike
88.12
IV
35.0%
B/E move
1.7%
Puts
Pseudo strike
107.21
IV
38.5%
B/E move
0.8%