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State Street SPDR S&P Health Care Services ETF XHS

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Market datapartial · fetched 2026-10-22T22:58:22.025Z

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 · 2026-10-22T22:30:00.003978136Z

FundamentalsAlpha Vantage · unavailable

Share price$142.69
1D+1.5%
AH$140.36$140.99$141.61$142.24$142.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXHS
Sold putSold callAH

State Street SPDR S&P Health Care Services ETF options

Live interpolated XHS call and put midpoint premiums by absolute delta.State Street SPDR S&P Health Care Services ETF$1.51$2.76$4.01$5.26$6.51$128.55$135.03$141.51$147.99$154.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XHS spot · $142.69XHS PRICE$2.15$2.48$2.99$3.30$3.30$4.45$6.15$3.61$1.65$1.80$2.07$2.36$2.81$4.19$5.09
PutsExpensive1.28×
CallsCheap0.66×
SkewBearish+12.88 pp
Implied moveBearish±$7.57
TiltBullish17.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ132.4135.1%8.4%
25Δ136.0128.9%5.9%
30Δ138.1626.1%4.6%
35Δ139.7824.0%3.7%
40Δ141.1923.3%3.0%
45Δ144.1216.2%2.5%142.1529.2%3.3%
50Δ143.2815.9%2.2%143.6530.0%2.9%
55Δ142.4416.4%1.9%
60Δ141.7315.8%1.6%
65Δ141.1813.7%1.3%
70Δ139.8215.3%1.1%
75Δ138.0818.7%1.1%
80Δ139.949.6%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
132.41
IV
35.1%
B/E move
8.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
136.01
IV
28.9%
B/E move
5.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
138.16
IV
26.1%
B/E move
4.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
139.78
IV
24.0%
B/E move
3.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
141.19
IV
23.3%
B/E move
3.0%

45Δ

Calls
Pseudo strike
144.12
IV
16.2%
B/E move
2.5%
Puts
Pseudo strike
142.15
IV
29.2%
B/E move
3.3%

50Δ

Calls
Pseudo strike
143.28
IV
15.9%
B/E move
2.2%
Puts
Pseudo strike
143.65
IV
30.0%
B/E move
2.9%

55Δ

Calls
Pseudo strike
142.44
IV
16.4%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
141.73
IV
15.8%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
141.18
IV
13.7%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
139.82
IV
15.3%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
138.08
IV
18.7%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
139.94
IV
9.6%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations