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State Street SPDR S&P Health Care Equipment ETF XHE

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Market datapartial · fetched 2026-10-23T17:36:20.649Z

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 · 2026-10-23T17:29:36.036725311Z

FundamentalsAlpha Vantage · unavailable

Share price$93.09
1D+0.3%
$92.73$92.83$92.94$93.04$93.145:30 AM6:30 AM9:00 AM1:00 PMXHE
Sold putSold call

State Street SPDR S&P Health Care Equipment ETF options

Live interpolated XHE call and put midpoint premiums by absolute delta.State Street SPDR S&P Health Care Equipment ETF$2.33$3.46$4.60$5.73$6.87$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEXHE PRICE$4.22$4.51$2.45$2.49$2.57$2.66$2.75$2.83$2.92$3.01$3.09$3.89$4.78$5.66$6.54
PutsExpensive1.80×
CallsCheap0.93×
SkewBearish+19.21 pp
Implied move——
TiltBearish67.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ79.0879.6%17.7%
25Δ83.6862.7%12.8%
30Δ85.2856.8%11.2%
35Δ86.8751.0%9.5%
40Δ88.4645.1%7.9%
45Δ90.0639.3%6.3%
50Δ91.6533.4%4.7%
55Δ93.2527.6%3.1%
60Δ94.8421.7%1.4%
65Δ95.9821.8%1.1%
70Δ97.0722.6%0.9%
75Δ89.9720.8%1.2%98.1623.3%0.6%
80Δ89.4319.1%0.9%99.2524.1%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
79.08
IV
79.6%
B/E move
17.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.68
IV
62.7%
B/E move
12.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
85.28
IV
56.8%
B/E move
11.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
86.87
IV
51.0%
B/E move
9.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
88.46
IV
45.1%
B/E move
7.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
90.06
IV
39.3%
B/E move
6.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
91.65
IV
33.4%
B/E move
4.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
93.25
IV
27.6%
B/E move
3.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
94.84
IV
21.7%
B/E move
1.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
95.98
IV
21.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
97.07
IV
22.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
89.97
IV
20.8%
B/E move
1.2%
Puts
Pseudo strike
98.16
IV
23.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
89.43
IV
19.1%
B/E move
0.9%
Puts
Pseudo strike
99.25
IV
24.1%
B/E move
0.4%

Options history

No recorded observations