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State Street SPDR S&P Health Care Equipment ETF XHE

i

Market dataready · fetched 2026-11-13T02:53:52.007Z

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: 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 · 2026-11-13T01:00:00.127971449Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:53:51.607787+00:00

Share price$94.78
1D-2.2%
AH$94.71$95.33$95.95$96.56$97.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXHE
Sold putSold callAH

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$2.26$4.04$5.81$7.59$9.37$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEXHE PRICE$3.10$3.83$4.55$5.28$6.01$8.86$2.45$2.45$2.45$2.45$2.45$2.45$2.49$2.97$3.44$3.92$4.40$4.87$5.35
PutsExpensive2.00×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ81.33143.3%16.8%
25Δ86.27109.6%11.6%
30Δ89.2688.4%8.4%
35Δ90.7376.9%6.9%
40Δ92.1965.4%5.3%
45Δ93.6653.8%3.8%
50Δ95.0643.2%2.3%
55Δ94.1047.3%2.5%95.8242.2%2.0%
60Δ93.0949.3%2.2%96.5841.2%1.7%
65Δ92.0851.3%1.9%97.3340.3%1.4%
70Δ91.0753.2%1.7%98.0939.3%1.2%
75Δ90.0655.2%1.4%98.8538.3%0.9%
80Δ87.2072.3%1.3%99.6037.3%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
81.33
IV
143.3%
B/E move
16.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
86.27
IV
109.6%
B/E move
11.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
89.26
IV
88.4%
B/E move
8.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
90.73
IV
76.9%
B/E move
6.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
92.19
IV
65.4%
B/E move
5.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
93.66
IV
53.8%
B/E move
3.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
95.06
IV
43.2%
B/E move
2.3%

55Δ

Calls
Pseudo strike
94.10
IV
47.3%
B/E move
2.5%
Puts
Pseudo strike
95.82
IV
42.2%
B/E move
2.0%

60Δ

Calls
Pseudo strike
93.09
IV
49.3%
B/E move
2.2%
Puts
Pseudo strike
96.58
IV
41.2%
B/E move
1.7%

65Δ

Calls
Pseudo strike
92.08
IV
51.3%
B/E move
1.9%
Puts
Pseudo strike
97.33
IV
40.3%
B/E move
1.4%

70Δ

Calls
Pseudo strike
91.07
IV
53.2%
B/E move
1.7%
Puts
Pseudo strike
98.09
IV
39.3%
B/E move
1.2%

75Δ

Calls
Pseudo strike
90.06
IV
55.2%
B/E move
1.4%
Puts
Pseudo strike
98.85
IV
38.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
87.20
IV
72.3%
B/E move
1.3%
Puts
Pseudo strike
99.60
IV
37.3%
B/E move
0.6%

Options history

IV · four-Friday blend22.72%
Daily EOD
XHE22.6%23.3%24.1%2026-10-19: 22.81%2026-10-20: 24.00%2026-10-21: 23.32%2026-10-23: 22.69%2026-10-26: 23.77%2026-10-27: 23.39%2026-10-29: 22.72%Oct 19Oct 23Oct 29
7 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
22.81%
24.00%
23.32%
22.69%
23.77%
23.39%
22.72%