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State Street SPDR S&P Health Care Equipment ETF XHE

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Market datapartial · fetched 2026-10-22T23:23:22.673Z

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 · 2026-10-22T22:30:00.004007823Z

FundamentalsAlpha Vantage · unavailable

Share price$93.34
1D+2.2%
AH$90.99$91.61$92.23$92.84$93.465:30 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$2.08$5.52$8.95$12.39$15.83$78.68$85.01$91.34$97.67$104.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XHE spot · $93.34XHE PRICE$2.45$2.45$2.45$2.45$2.46$2.57$2.69$2.81$2.93$3.05$3.17$3.29$2.45$2.45$2.45$2.59$3.19$3.78$4.37$5.17$6.36$7.54$9.61$14.83
PutsExpensive2.11×
CallsExpensive1.44×
SkewBearish+15.23 pp
Implied moveBearish±$6.94
TiltBearish32.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.1575.3%16.8%
25Δ108.9169.0%19.3%85.0957.6%11.5%
30Δ102.7653.6%12.7%88.2845.8%8.1%
35Δ99.1543.2%8.9%90.3139.1%6.0%
40Δ97.0336.0%6.6%91.6038.8%5.3%
45Δ94.9829.0%4.4%92.8838.6%4.5%
50Δ94.4126.9%3.9%94.1738.3%3.8%
55Δ93.8424.8%3.4%95.5738.6%3.2%
60Δ93.2722.8%2.9%97.1740.0%2.7%
65Δ92.7020.7%2.5%98.7741.3%2.3%
70Δ92.1318.6%2.0%101.1545.6%1.9%
75Δ91.5616.5%1.5%106.3859.2%1.9%
80Δ90.9914.5%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.15
IV
75.3%
B/E move
16.8%

25Δ

Calls
Pseudo strike
108.91
IV
69.0%
B/E move
19.3%
Puts
Pseudo strike
85.09
IV
57.6%
B/E move
11.5%

30Δ

Calls
Pseudo strike
102.76
IV
53.6%
B/E move
12.7%
Puts
Pseudo strike
88.28
IV
45.8%
B/E move
8.1%

35Δ

Calls
Pseudo strike
99.15
IV
43.2%
B/E move
8.9%
Puts
Pseudo strike
90.31
IV
39.1%
B/E move
6.0%

40Δ

Calls
Pseudo strike
97.03
IV
36.0%
B/E move
6.6%
Puts
Pseudo strike
91.60
IV
38.8%
B/E move
5.3%

45Δ

Calls
Pseudo strike
94.98
IV
29.0%
B/E move
4.4%
Puts
Pseudo strike
92.88
IV
38.6%
B/E move
4.5%

50Δ

Calls
Pseudo strike
94.41
IV
26.9%
B/E move
3.9%
Puts
Pseudo strike
94.17
IV
38.3%
B/E move
3.8%

55Δ

Calls
Pseudo strike
93.84
IV
24.8%
B/E move
3.4%
Puts
Pseudo strike
95.57
IV
38.6%
B/E move
3.2%

60Δ

Calls
Pseudo strike
93.27
IV
22.8%
B/E move
2.9%
Puts
Pseudo strike
97.17
IV
40.0%
B/E move
2.7%

65Δ

Calls
Pseudo strike
92.70
IV
20.7%
B/E move
2.5%
Puts
Pseudo strike
98.77
IV
41.3%
B/E move
2.3%

70Δ

Calls
Pseudo strike
92.13
IV
18.6%
B/E move
2.0%
Puts
Pseudo strike
101.15
IV
45.6%
B/E move
1.9%

75Δ

Calls
Pseudo strike
91.56
IV
16.5%
B/E move
1.5%
Puts
Pseudo strike
106.38
IV
59.2%
B/E move
1.9%

80Δ

Calls
Pseudo strike
90.99
IV
14.5%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations